Re: [Quickfix-users] bug in repeated group? or in my code?

[Hei C. <str...@ya...>]

Sorry, please discarded my message.
The field didn't exist in the message.
Sorry.




________________________________
From: Hei Chan <str...@ya...>
To: qui...@li...
Sent: Monday, July 13, 2009 4:47:12 PM
Subject: bug in repeated group? or in my code?


Hi,

I am using the latest C++ version of quickfix.

Here is the part of the dictionary I used:

  <message name="MarketDataIncrementalRefresh" msgtype="X" msgcat="app">
    <group name="NoMDEntries" required="Y">
      <field name="MDUpdateAction" required="Y" />
      <field name="MDEntryType" required="Y" />
      <field name="MDElementName" required="Y" />
      <field name="Symbol" required="Y" />
      <field name="CFICode" required="Y" />
      <field name="SettlType" required="Y" />
      <field name="QuoteCondition" required="N" />
      <field name="MDEntryPx" required="N" />
      <field name="TradeCondition" required="N" />
      <field name="MDEntrySize" required="N" />
      <component name="Parties" required="N" />
      <field name="PriceTimeStamp" required="N" />
    </group>
  </message>

I used the following to traverse the groups:
void someFunction(const FIX::message& message) {
    FIX44::MarketDataIncrementalRefresh::NoMDEntries group;
    FIX::MDUpdateAction action;

    FIX::MDEntryType entryType;
    FIX::MDEntryPx rate;
    FIX::MDEntrySize size;
    FIX::QuoteCondition quoteCondition;

    for(int i = 1; i <= entryCount; i++)
    {
        message.getGroup(i, group);
        group.get(action);
        if (action.getValue() == FIX::MDUpdateAction_CHANGE) {
                printf("get entryType\n");
                group.get(entryType);
                bool hasTradeCondition = false;
                try {
                    printf("get trade condition\n");
                    group.get(tradeCondition);
                    hasTradeCondition = true;
                    printf("has trade condition\n");
                }
                catch (FIX::FieldNotFound) {}

                std::string sizeStr;
                std::string rateStr;
                printf("get size\n");
                group.get(size);
                printf("get price\n");
                group.get(rate);
                printf("convert\n");
                sizeStr = size.getString();
                rateStr = rate.getString();
                printf("got price\n");

        }
        else {
            printf("Unexpected update action: %c\n", action.getValue());
        }
    }
}

When it tries to retrieve the value of field 271 (MDEntrySize), it throws a FIX::FieldNotFound exception.
Here is the incoming FIX message:
8=FIX.4.4
9=323
35=X
49=[...]
56=[...]
34=6
52=20090113-23:29:06.725
268=4
279=1
269=1
5450=2
55=USD/JPY
461=RCSXXX
63=0
270=93.06
279=1
269=1
5450=46
55=USD/JPY
461=RCSXXX
63=0
270=93.06
271=2000000
279=1
269=1
5450=54
55=USD/JPY
461=RCSXXX
63=0
270=93.07
271=0
279=1
269=1
5450=52
55=USD/JPY
461=RCSXXX
63=0
270=93.08
271=2000000
10=086

It seems okay to me.

I used the log viewer to open the log file, and it doesn't parse the groups correct either.

Any idea?

Side question: how come I can't catch FIX::FieldNotFound by reference?

Thanks in advance.