Re: [Quickfix-users] Checking for tags in message.

[George T. <GT...@rb...>]

Was just looking at that, sorry for the silly question. Thanks for your
promptness. Appreciate it grately

 

 

George Tsafas

Rosenblatt Securities

212.607.3188

516.510.4699 

________________________________

From: Kenny Stone [mailto:ks...@co...] 
Sent: Thursday, February 25, 2010 9:15 AM
To: George Tsafas
Cc: qui...@li...
Subject: Re: [Quickfix-users] Checking for tags in message.

 

FIX::TransactTime tt;

 

if( msg.isSetField( tt ))

{

  msg.get( tt );

}


--


Kenny Stone
Connamara Systems, LLC



On Thu, Feb 25, 2010 at 8:09 AM, gtsafas <gt...@rb...> wrote:

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


I am currently catching execution reports using quickfix in c++.

When I look for something like tag 60 (TransactTime) if a message doesnt
contain it it rejects it. NYSE for example will not put 60 on some of
their
messages.

How can I check if the tag exists before I set it.




  FIX::TransactTime fTRANSACTTIME;
  FIX::Symbol fSYMBOL;
  FIX::Side fSIDE;

  FIX::OrderQty fORDERQTY;
  FIX::LastShares fLASTSHARES;

  FIX::LastMkt fLASTMKT;
  FIX::LastPx fLASTPX;

  FIX::ExecBroker fEXECBROKER;

  FIX::OrdStatus fORDSTATUS;
  FIX::ClOrdID fCLORDID;





       std::cout << std::endl << "Execution Report: " << message <<
std::endl <<
std::endl;
       std::cout << "Transact Time(60): " << message.get(fTRANSACTTIME)
<<
std::endl;
       std::cout << "Exec Broker(76): " << message.get(fEXECBROKER) <<
std::endl;
       std::cout << "Symbol(55): " << message.get(fSYMBOL) << std::endl;
       std::cout << "Side(54): " << message.get(fSIDE) << std::endl;
       std::cout << "FULL Order Quantity(32): " <<
message.get(fORDERQTY) <<
std::endl;
       std::cout << "Order Quantity(32): " << message.get(fLASTSHARES)
<<
std::endl;
       std::cout << "Price(31): " << message.get(fLASTPX) << std::endl;
       std::cout << "Last Market of Execution(30): " <<
message.get(fLASTMKT) <<
std::endl;


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