Re: [Quickfix-developers] Fwd: Problems with MarketDataIncrementalRefresh
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Re: [Quickfix-developers] Fwd: Problems with MarketDataIncrementalRefresh
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From: Djalma R. d. S. F. <drs...@gm...> - 2009-06-21 14:53:14
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Hi Andre,
Make sure you are using the constructor bellow that receives the
DataDictionary, otherwise quickfix won't be able to process the
repeating groups in the message.
Message( const std::string& string, const DataDictionary&
dataDictionary,
bool validate = true )
Djalma
On Fri, Mar 6, 2009 at 3:38 PM, Andre
Derraik<and...@al...> wrote:
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> Hi All,
>
> I'm new with quickfix, but I'm creating a application to read a text file with FIX lines.
> I use the Parser class to validate the message and it's OK.
>
> -------------------------------------
> 8=FIX.4.4 9=628 35=X 34=2 49=TradingEngineDerivatives01A 52=20080501-03:35:23.379 56=FIXGatewayDerivatives_MD 10016=15977_1 75=20080501 268=5 279=1 269=c 278=1 55=BGIJ09 48=BMFBR7312910 22=8 272=20080501 273=03:35:10 336=TradingSessionID 326=122 279=2 269=d 278=2 55=BGIJ09 48=BMFBR7312910 22=8 272=20080501 273=03:35:10 336=TradingSessionID 279=1 269=b 278=3 55=BGIJ09 48=BMFBR7312910 22=8 272=20080501 273=03:35:10 336=TradingSessionID 625=I 279=1 269=c 278=4 55=BGIJ09 48=BMFBR7312910 22=8 272=20080501 273=03:35:10 336=TradingSessionID 326=122 279=2 269=d 278=5 55=BGIJ09 48=BMFBR7312910 22=8 272=20080501 273=03:35:10 336=TradingSessionID 10=034
>
> 8=FIX.4.4 9=630 35=X 34=3 49=TradingEngineDerivatives01A 52=20080501-03:35:23.395 56=FIXGatewayDerivatives_MD 10016=14827_105 75=20080501 268=5 279=1 269=c 278=1 55=BGIH09 48=BMFBR7312795 22=8 272=20080501 273=03:35:10 336=TradingSessionID 326=122 279=2 269=d 278=2 55=BGIH09 48=BMFBR7312795 22=8 272=20080501 273=03:35:10 336=TradingSessionID 279=1 269=b 278=3 55=BGIH09 48=BMFBR7312795 22=8 272=20080501 273=03:35:10 336=TradingSessionID 625=I 279=1 269=c 278=4 55=BGIH09 48=BMFBR7312795 22=8 272=20080501 273=03:35:10 336=TradingSessionID 326=122 279=2 269=d 278=5 55=BGIH09 48=BMFBR7312795 22=8 272=20080501 273=03:35:10 336=TradingSessionID 10=165
> -------------------------------------
>
> But when I send to the MessageCracker I have problems.
>
> When I try to get the NoMDEntries group I got an error: FieldNotFound.
>
> -------------------------------------
> // Test if we have the groups
> FIX44::MarketDataIncrementalRefresh::NoMDEntries noMDEntriesGroup;
> if( !message.hasGroup( noMDEntriesGroup ) )
> {
> std::cout << "\n\tInvalid Message: no Group\n]\n";
> return;
> }
>
> // Read a entry group
> try
> {
> message.getGroup( 1, noMDEntriesGroup );
> }
> catch( FIX::FieldNotFound e )
> {
> std::cout << "\tnoGroup(" << e.field << ")";
> continue;
> }
> -------------------------------------
>
> Investigating the problem, I try to use the DataDictinary to validate the message:
>
> -------------------------------------
> DD_FIX44 = new FIX::DataDictionary( "/opt/quickfix/share/quickfix/FIX44.xml" );
>
> try
> {
> const std::string& msgTypeValue = message.getHeader().getField( FIX::FIELD::MsgType );
> std::string str;
> DD_FIX44->getFieldName( 22, str );
> std::cout << "[ " << str << " ] "
> << msgTypeValue << " "
> << DD_FIX44->isMsgField( msgTypeValue, 22 ) << std::endl;
>
> DD_FIX44->validate( message );
> }
> catch( FIX::TagNotDefinedForMessage e )
> {
> std::cout << "Problems: [ TagNotDefinedForMessage " << e.field << e.detail
> << " ]" << std::endl;
> }
>
> OUTPUT:
> [ SecurityIDSource ] X 0
> Problems: [ TagNotDefinedForMessage 22 ]
>
> -------------------------------------
>
> The problem is: the tag 22 (SecurityIDSource), present in the FIX messages, is return that is NOT defined for the message.
> But looking at the XML and the "fix44/MarketDataIncrementalRefresh.h" is defined!
>
> So, any one with this problem? Any help?
>
> Thanks in advance,
> Andre B Derraik.
> ALBD Consulting
>
>
>
>
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