Re: [Quickfix-developers] Custom Repeating Group Rejects when DataDict=N (C++)
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Re: [Quickfix-developers] Custom Repeating Group Rejects when DataDict=N (C++)
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From: <or...@qu...> - 2010-04-09 06:23:57
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Unfortunately if you will be receiving repeating groups you must have a data dictionary. That is the only way for QuickFIX to know what fields belong to groups. Otherwise there is no way to accurately parse the messages as it will not know when a group starts and when it ends. You can use those settings, however if a custom field has been added to a group it will cause you problems unless it is in your data dictionary. I would also recommend you use 1.13.3, as earlier versions of 1.13.x have a bug with those settings. --oren > -------- Original Message -------- > Subject: Re: [Quickfix-developers] Custom Repeating Group Rejects when > DataDict=N (C++) > From: "George Tsafas" <GT...@rb...> > Date: Thu, April 08, 2010 11:16 pm > To: <or...@qu...> > Cc: qui...@li... > > > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > I have those changes in my DataDictionary. But I have opted to not use a DataDictionary so that I do not reject execution reports for bad tag values. IE one of our sessions sent me 18=H the other day because they were passed this value. > > How do I Allow all values and this repeating group, I read somewhere that someone said removing all enum's from fields would allow any value. But wouldnt this leave me open for different tags? Or is that covered by > > ValidateFieldsHaveValues=N > ValidateUserDefinedFields=N > ValidateFieldsOutOfOrder=N > > ? > > Thank you for your prompt reply Oren. > > > -----Original Message----- > From: or...@qu... [mailto:or...@qu...] > Sent: Thu 4/8/2010 9:02 PM > To: George Tsafas > Cc: qui...@li... > Subject: RE: [Quickfix-developers] Custom Repeating Group Rejects when DataDict=N (C++) > > Make sure you update your data dictionary file with the same changes. > > --oren > > > -------- Original Message -------- > > Subject: [Quickfix-developers] Custom Repeating Group Rejects when > > DataDict=N (C++) > > From: gtsafas <gt...@rb...> > > Date: Thu, April 08, 2010 10:44 pm > > To: qui...@li... > > > > > > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html > > QuickFIX Support: http://www.quickfixengine.org/services.html > > > > > > I searched through the forums to figure out how to add a custom group. I am > > mainly using my engine to catch Execution Reports. As I do not want to > > reject any (I.E. Bad Values) I have opted to disable my DataDictionary. This > > seems to be working fine for everything, except for a custom repeating > > group. > > > > I modified my fix42/ExecutionReport.h to add the new group, In the > > ExecutionReport.h I first defined my custom tags using the FIX namespace. > > > > ---Modified ExectionReport.h--- > > > > namespace FIX{ > > USER_DEFINE_INT(NumCharges,8125); > > USER_DEFINE_STRING(ChargeName,8126); > > USER_DEFINE_STRING(ChargeType,8127); > > USER_DEFINE_STRING(ChargeRate,8128); > > USER_DEFINE_STRING(ChargeAmount,8129); > > } > > > > Then inside FIX42 Namespace I added this after NoContraBrokers > > > > class GroupCharges: public FIX::Group{ > > public: > > GroupCharges() : > > FIX::Group(8125,8126,FIX::message_order(8126,8127,8128,8129,0)) {} > > FIELD_SET(*this, FIX::ChargeName); > > FIELD_SET(*this, FIX::ChargeType); > > FIELD_SET(*this, FIX::ChargeRate); > > FIELD_SET(*this, FIX::ChargeAmount); > > }; > > > > ---End ExecutionReport.h--- > > > > > > Now inside my application I am attempting the following. > > > > > > > > ---Application.cpp--- > > > > //This is inside void Application::onMessage( const FIX42::ExecutionReport& > > message, const FIX::SessionID& ) > > > > > > FIX::NumCharges fNumCharges; > > if (message.isSetField(fNumCharges)){ > > message.getField(fNumCharges); > > > > > > FIX42::ExecutionReport::GroupCharges group; > > FIX::ChargeName fChargeName; > > FIX::ChargeType fChargeType; > > FIX::ChargeRate fChargeRate; > > FIX::ChargeAmount fChargeAmount; > > > > > > for (int i=0; i<fNumCharges.getValue();i++){ > > > > message.getGroup(i+1,group); > > group.get(fChargeName); > > group.get(fChargeType); > > group.get(fChargeRate); > > group.get(fChargeAmount); > > > > } > > } > > > > ---End Application.cpp--- > > > > > > > > End result is, This rejects due to repeating tag in message. Can someone > > point out what is wrong with my logic? > > > > > > Appreciate it Very Much. Thank You > > > > -George > > > > > > > > -- > > View this message in context: http://old.nabble.com/Custom-Repeating-Group-Rejects-when-DataDict%3DN-%28C%2B%2B%29-tp28187295p28187295.html > > Sent from the QuickFIX - Dev 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-developers mailing list > > Qui...@li... > > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > > > ------------------------------------------------------------------------------ > 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-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers |
