[Quickfix-developers] 35=j, QF message queue, and crack

[azmat <mr...@gm...>]

Hi everyone.

I have a peculiar situation.  I am receiving a 35=j message and would like
to know which ClOrdId it is referring to (the acceptor is sending the 35=j). 
The 35=j message contains tag 45 (RefSeqNum), which contains the sequence
number of the message I sent out.  The message that got rejected (ie the one
I sent) contains the ClOrdId I am interested in.

What I want to do is tie this 35=j message to that ClOrdId for some
backoffice purposes.  I am thinking of how I could access all of the
messages that have been passed to/from, using quickfix, and then 'querying'
through them to get the information I want.

Basically this is what I want to do.

1.  When a 35=j message is received, check tag 45 for sequence number.
2.  Go through message queue looking for the sequence number in tag 45 (of
the 35=j message ) in field 34 (of the 35=D message)
3.  Look for tag 11 (ClOrdId) of the 35=D message.  
4.  Pass along to OMS/BackOffice for processing.

Is there some other way to "tie" these other type of reject messages (35=j,
etc) with the orders that generated the messages?  Maybe something I can do
in the in the fromApp via crack?  Is there a way I can query and access the
messages in QuickFix's queue?  Does QuickFix have a queue of messages sent?
(It Must!)

thanks!
azmat
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