Re: [Quickfix-developers] QuickFix repeating group issue

[Chris B. <cb...@co...>]

Hi Neeraj,

Check out the documentation regarding repeating groups located here:

http://www.quickfixengine.org/quickfix/doc/html/repeating_groups.html

There you will find safer ways of creating and receiving messages with  
repeating groups.

Chris.


On Jun 9, 2008, at 12:22 PM, Gehani, Neeraj wrote:

> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> 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=5500
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 
> 
 
> 53 
> = 
> 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();
>         }
>
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