Re: [Quickfix-developers] Fwd: Problems with MarketDataIncrementalRefresh
Brought to you by:
orenmnero
Menu
▾
▴
Re: [Quickfix-developers] Fwd: Problems with MarketDataIncrementalRefresh
|
From: amit k. <kha...@gm...> - 2009-06-24 18:26:07
|
Probably this should not be outside the group? <field number="279"><![CDATA[2]]></field> <field number="279"><![CDATA[1]]></field> <field number="279"><![CDATA[0]]></field> On Tue, Jun 23, 2009 at 10:14 PM, Andre Derraik <an...@al...>wrote: > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > > 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 >> > >> > > > > ------------------------------------------------------------------------------ > > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > -- ------------------------------------------------------------------- Ph : (973)-896-8208 Email: kha...@gm... Web: http://khandelwal.amit.googlepages.com/home ------------------------------------------------------------------- |
