Re: [Quickfix-users] Checking for tags in message.
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From: Eugene K. <ek...@qu...> - 2010-02-25 21:36:02
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You can use the method in the FieldMap class: bool isSetField<http://www.quickfixengine.org/quickfix/doc/html/class_f_i_x_1_1_field_map.html#a9>(const FieldBase<http://www.quickfixengine.org/quickfix/doc/html/class_f_i_x_1_1_field_base.html>&field) const Check to see if a field is set. On Thu, Feb 25, 2010 at 9:09 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; > > > -- > View this message in context: > http://old.nabble.com/Checking-for-tags-in-message.-tp27714438p27714438.html > Sent from the QuickFIX - User mailing list archive at Nabble.com. > > > > ------------------------------------------------------------------------------ > Download Intel® Parallel Studio Eval > Try the new software tools for yourself. Speed compiling, find bugs > proactively, and fine-tune applications for parallel performance. > See why Intel Parallel Studio got high marks during beta. > http://p.sf.net/sfu/intel-sw-dev > _______________________________________________ > Quickfix-users mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-users > DISCLAIMER: This e-mail and any attachments are for the confidential use of the intended recipient. If you are not the intended recipient of this message you are hereby notified that any review, dissemination, distribution or copying of this message is strictly prohibited. This communication is for information purposes only and should not be regarded as an offer to sell or as a solicitation of an offer to buy any investment product, an official confirmation of any transaction or an official statement of Quantitative Brokers, LLC. E-mail transmissions cannot be guaranteed to be secure or error-free. Therefore, we do not represent that this information is complete or accurate and it should not be relied upon as such. All information is subject to change without notice. Quantitative Brokers may, at its discretion, monitor and review the content of all e-mail communications. |