Re: [Quickfix-developers] Fwd: Problems with MarketDataIncrementalRefresh
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Re: [Quickfix-developers] Fwd: Problems with MarketDataIncrementalRefresh
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From: Andre D. <an...@al...> - 2009-06-24 02:42:34
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Hi Djalma,
It works!
Creating the message with the DataDictionary, the group was found.
But just the first one!
Even the method: message.toXML() is reporting one group as follow:
<message>
<header>
<field number="8"><![CDATA[FIX.4.4]]></field>
<field number="9"><![CDATA[529]]></field>
<field number="35"><![CDATA[X]]></field>
<field number="34"><![CDATA[7]]></field>
<field number="49"><![CDATA[TradingEngineDerivatives01A]]></field>
<field number="52"><![CDATA[20080501-03:35:23.395]]></field>
<field number="56"><![CDATA[FIXGatewayDerivatives_MD]]></field>
</header>
<body>
<field number="22"><![CDATA[8]]></field>
<field number="22"><![CDATA[8]]></field>
<field number="22"><![CDATA[8]]></field>
<field number="48"><![CDATA[BMFBR7310047]]></field>
<field number="48"><![CDATA[BMFBR7310047]]></field>
<field number="48"><![CDATA[BMFBR7310047]]></field>
<field number="55"><![CDATA[BGIJ08]]></field>
<field number="55"><![CDATA[BGIJ08]]></field>
<field number="55"><![CDATA[BGIJ08]]></field>
<field number="75"><![CDATA[20080501]]></field>
<field number="268"><![CDATA[4]]></field>
<field number="269"><![CDATA[d]]></field>
<field number="269"><![CDATA[b]]></field>
<field number="269"><![CDATA[5]]></field>
<field number="270"><![CDATA[77.33]]></field>
<field number="272"><![CDATA[20080501]]></field>
<field number="272"><![CDATA[20080501]]></field>
<field number="272"><![CDATA[20080501]]></field>
<field number="273"><![CDATA[03:35:10]]></field>
<field number="273"><![CDATA[03:35:10]]></field>
<field number="273"><![CDATA[03:35:23]]></field>
<field number="278"><![CDATA[2]]></field>
<field number="278"><![CDATA[3]]></field>
<field number="279"><![CDATA[2]]></field>
<field number="279"><![CDATA[1]]></field>
<field number="279"><![CDATA[0]]></field>
<field number="326"><![CDATA[120]]></field>
<field number="336"><![CDATA[TradingSessionID]]></field>
<field number="336"><![CDATA[TradingSessionID]]></field>
<field number="336"><![CDATA[TradingSessionID]]></field>
<field number="625"><![CDATA[I]]></field>
<field number="10016"><![CDATA[7993_739]]></field>
<group>
<field number="279"><![CDATA[1]]></field>
<field number="269"><![CDATA[c]]></field>
<field number="278"><![CDATA[1]]></field>
<field number="55"><![CDATA[BGIJ08]]></field>
<field number="48"><![CDATA[BMFBR7310047]]></field>
<field number="22"><![CDATA[8]]></field>
<field number="272"><![CDATA[20080501]]></field>
<field number="273"><![CDATA[03:35:10]]></field>
<field number="336"><![CDATA[TradingSessionID]]></field>
</group>
</body>
<trailer>
<field number="10"><![CDATA[167]]></field>
</trailer>
------------------------------------------
For this FIX message:
8=FIX.4.4 9=529 35=X 34=7 49=TradingEngineDerivatives01A
52=20080501-03:35:23.395 56=FIXGatewayDerivatives_MD 10016=7993_739
75=20080501 268=4 279=1 269=c 278=1 55=BGIJ08 48=BMFBR7310047 22=8
272=20080501 273=03:35:10 336=TradingSessionID 326=120 279=2 269=d 278=2
55=BGIJ08 48=BMFBR7310047 22=8 272=20080501 273=03:35:10
336=TradingSessionID 279=1 269=b 278=3 55=BGIJ08 48=BMFBR7310047 22=8
272=20080501 273=03:35:10 336=TradingSessionID 625=I 279=0 269=5 55=BGIJ08
48=BMFBR7310047 22=8 270=77.33 272=20080501 273=03:35:23
336=TradingSessionID 10=167
----------------------------------------
I'm missing something?
Thanks,
Andre B Derraik.
ALBD Consulting
On Sun, Jun 21, 2009 at 11:53 AM, Djalma Rosa dos Santos Filho <
drs...@gm...> wrote:
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> 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... <andre%2B...@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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