Re: [Quickfix-users] Order of fields changes when sending repeating group

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Hi Djalma

Thanks for your response. 

In this particular case I am using QuickFix 4.3 but I think it also has this group defined, and the definition of the order of the parameters. 

However, something does not seem right to me. In my message MarketDataRequest I have defined the following groups: two MDEntryType and one NoRelatedSym. I am including the code just for reference of how the group are created. 

            MarketDataRequest.NoMDEntryTypes noMDEntryTypesGroup = new MarketDataRequest.NoMDEntryTypes();            
            noMDEntryTypesGroup.setField(new MDEntryType(MDEntryTypeBid));
            marketDataRequest.addGroup(noMDEntryTypesGroup);
            noMDEntryTypesGroup.setField(new MDEntryType(MDEntryTypeAsk));             
            marketDataRequest.addGroup(noMDEntryTypesGroup);

            MarketDataRequest.NoRelatedSym noRelatedSymGroup = new MarketDataRequest.NoRelatedSym();

            StringField currency = new StringField(5232, fixDataRequestMessage.QtyCurrency.ToString());
            DoubleField orderQty = new DoubleField(5233, fixDataRequestMessage.Qty);
            StringField tenorValue = new StringField(6215, "SP");

            noRelatedSymGroup.setField(new StringField(55, GetSymbol(fixDataRequestMessage.SecCode)));             
            noRelatedSymGroup.setField(currency);
            noRelatedSymGroup.setField(orderQty);
            noRelatedSymGroup.setField(tenorValue); 

            marketDataRequest.addGroup(noRelatedSymGroup);          

This is the message (viewed via debug view) just before hitting the point where is sent out with quickfix: 

-                              message                {8=FIX.4.39=12235=V146=155=EUR/GBP5232=GBP5233=50000006215=SP262=EURGBP_1_10/07/2009 14:51:37_263=1264=0265=0267=2269=0269=110=178}               QuickFix.Message {QuickFix43.MarketDataRequest}

But when is sent it comes out like this in the log: 

8=FIX.4.39=17835=V34=37549=UAT.IKOS.FIX52=20090710-12:15:02.04356=ABFX55=EUR/GBP146=1262=EURGBP_1_10/07/2009 15:14:56_263=1264=0265=0267=2269=0269=15232=GBP5233=50000006215=SP10=163

Notice that the NoMDEntryTypes are correctly included.

Now, if I try to create 2 groups for NoRelatedSym, this is what comes out!

8=FIX.4.39=21935=V34=35449=UAT.IKOS.FIX52=20090710-12:11:07.91356=ABFX55=EUR/GBP55=EUR/GBP146=2262=EURGBP_1_10/07/2009 15:10:47_263=1264=0265=0267=2269=0269=15232=GBP5232=GBP5233=50000005233=50000006215=SP6215=SP10=046

I can't figure out what is going in here really. It looks like it is ignoring the group and ordering the fields as if they were part of the message body and not the group. 

Thanks
Marta

-----Original Message-----
From: Djalma Rosa dos Santos Filho [mailto:drs...@gm...] 
Sent: 13 July 2009 02:09
To: qui...@li...
Subject: Re: [Quickfix-users] Order of fields changes when sending repeating group

QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html

Hi Marta,

You are right, at runtime quickfix uses the datadictionary only for validation.
The order of the fiels in a repeating group is defined by the
message_order you pass to the group constructor.
If you use the QuickFix44.MarketDataRequest.NoRelatedSym you should
not be concerned about this issue because this class already has a
correct definition for the message_order parameter.

Regards,
Djalma

On Thu, Jul 9, 2009 at 8:50 AM, Marta Kamara<Ma...@ik...> wrote:
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Hello,
>
> I am using quickfix 1.12.4 with c#.
>
>
>
> I am trying to send a MarketDataRequest that contains a NoRelatedSym group
>
>
>
> When creating the message to send, I define and add the group accordingly and just before the message is sent I can see in debug that the message has the correct order. However, once if goes out I can see in the log that the field sequence has changed. Looks like quickfix is reorganizing the fields order when sending out and ignoring the fact that I have defined a group.
>
>
>
> I am using a DataDictiorany and I have defined the group correctly. But I have the feeling the dictionary is only being used for validation of the incoming messages.
>
>
>
> Is there any way to avoid quickfix re ordering the fields in my group when sending a message out??
>
>
>
> Thanks
>
>
>
> Marta Kamara
>
> Financial Software Engineer
>
> IKOS CIF Limited - Cyprus
>
> --------------------------------
>
> ph:      +357 25554454
>
> fax:     +357 25814744
>
>
>
>
>
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