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

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

Djalma,

Thanks for pointing out my stupid mistake...I found that few minutes after I posted.  Sorry for the spam.

For the catch-by-reference problem, it is very odd (or probably my C++ is too rusty to realize the actual problem).  If I try to catch by reference for FieldNotFound, the FieldNotFound catch block isn't entered.  Very old.
I am using gcc 3.x on redhat.  It seems like a compiler problem to me.  Let me try to see if I can upgrade my compiler or try on another box.

Thanks.




________________________________
From: Djalma Rosa dos Santos Filho <drs...@gm...>
To: "Qui...@li..." <qui...@li...>
Sent: Saturday, July 18, 2009 10:32:19 AM
Subject: Re: [Quickfix-users] bug in repeated group? or in my code?

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

Hei,

The field 271 (MDEntrySize) is an optional field and it is not present in the first instance of your repeating group.

268=4
279=1
269=1
5450=2
55=USD/JPY
461=RCSXXX
63=0
270=93.06
279=1

If you want to avoid the FieldNotFound exception you must check the presense of the field with isSetField.

I`ve never got problems to catch FIX::FieldNotFound by reference, what is the compiler error?

Djalma


On Mon, Jul 13, 2009 at 8:47 PM, Hei Chan<str...@ya...> wrote:
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> 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.
>
>
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