[Quickfix-developers] QuickFix repeating group issue

[Gehani, N. <nee...@ci...>]

Does any of you have experience with Quickfix. I am trying to do the
following

1) create a NewOrderList with repeating groups.
2) Send it over wire.
3) Receive it and convert it back into a NewOrderList 
4) getGroup from the message ( that all fails with exceptions

In the step #3 when I create the QuickFix44.NewOrderList out of Payload,
it just flattens out the repeating group into almost a sorted output (
leaving aside the header and footer of the fix message intact). What the
right way of doing this? Any help appreciated.

2008-06-09 10:58:34,475 [EMS Session Dispatcher (2556)] DEBUG  
msgString =
8=FIX.4.4
9=263
35=E
66=Portfolio1
68=6
73=6
1=ABC
11=FAA:1
53=1100
54=1

55=A
67=1
1=ABC
11=FAA:2
53=2200
54=1
55=B
67=2
1=ABC
11=FAA:3
53=3300

54=1
55=C
67=3
1=XYZ
11=FAA:4
53=4400
54=2
55=D
67=4
1=XYZ
11=FAA:5
53=5
500
54=2
55=E
67=5
1=XYZ
11=FAA:6
53=6600
54=2
55=F
67=6
394=2
10=192
 

FixList =
8=FIX.4.4
9=263
35=E
1=ABC
1=ABC
1=ABC
1=XYZ
1=XYZ
1=XYZ
11=FAA:1
11=FAA
:2
11=FAA:3
11=FAA:4
11=FAA:5
11=FAA:6
53=1100
53=2200
53=3300
53=4400
5
3=5500
53=6600
54=1
54=1
54=1
54=2
54=2
54=2
55=A
55=B
55=C
55=D
55=E
55
=F
66=Portfolio1
67=1
67=2
67=3
67=4
67=5
67=6
68=6
73=6
394=2
10=192


Here is the code that recieves a message. 

            QuickFix44.NewOrderList fixList = new
QuickFix44.NewOrderList();
            fixList.setString( (msgString);
            DebugFormat("msgString = {0} \n\n FixList = {1}",
requestMessage.Payload, fixList.ToString());

Creation is done by

        public static string createNewOrderList(){
            QuickFix44.NewOrderList newOrderList = new
QuickFix44.NewOrderList();

            QuickFix.ListID listId= new QuickFix.ListID("Portfolio1");
            newOrderList.setField(listId);

            QuickFix.BidType bidType = new
QuickFix.BidType(QuickFix.BidType.DISCLOSED_STYLE);
            newOrderList.setField(bidType);

            int totNumberOfOrders = 6;
            newOrderList.setField(new
QuickFix.TotNoOrders(totNumberOfOrders));

            //Orders list as repeating group
           
            QuickFix.Account account1 = new QuickFix.Account("ABC");
            QuickFix.Account account2 = new QuickFix.Account("XYZ");
            QuickFix.Quantity quantity = new QuickFix.Quantity(1100);
            QuickFix.Side side = new QuickFix.Side('1');
            int ascii = 65;
            char symbol = Convert.ToChar(ascii);
            String clOrderId = "FAA:";

            for ( int i =0;i< totNumberOfOrders;i++){
                
                QuickFix.Group sequenceGroup = new
QuickFix.Group(73,50);
                sequenceGroup.setField(new QuickFix.ClOrdID(clOrderId +
(i + 1)));
                sequenceGroup.setField(new QuickFix.ListSeqNo(i + 1));
                sequenceGroup.setField(new
QuickFix.Quantity(1100*(i+1)));
                sequenceGroup.setField(new
QuickFix.Symbol(symbol.ToString()));

                if (i < totNumberOfOrders / 2)
                {
                    sequenceGroup.setField(new QuickFix.Side('1'));
                    sequenceGroup.setField(account1);
                }
                else
                {
                    sequenceGroup.setField(new QuickFix.Side('2'));
                    sequenceGroup.setField(account2);
                }

                SoupLogger.getLogger().DebugFormat("Group = {0}",
sequenceGroup.ToString());
                newOrderList.addGroup(sequenceGroup);
                symbol = Convert.ToChar(++ascii);
            }

            return newOrderList.ToString();
        }