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

[Tom H. <to...@go...>]

Use 

if (message.IsSetField(FIX::FIELDS::TransactTime)
	time = message.getField(FIX::FIELDS::TransactTime);

 for example

Tom


Tom Higgins
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-----Original Message-----
From: gtsafas [mailto:gt...@rb...] 
Sent: 25 February 2010 2:10 PM
To: qui...@li...
Subject: [Quickfix-users] Checking for tags in message.

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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