Re: [Quickfix-users] Problem with custom data dictionary
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From: Evans, J. \(IT Woodbridge\) <JF...@he...> - 2011-02-07 21:13:28
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I'm an ICE user, too Here is what I did... Commented out the original def and added the ICE version: <!--<field number="828" name="TrdType" type="INT"> <value enum="0" description="REGULAR_TRADE" /> <value enum="1" description="BLOCK_TRADE" /> <value enum="2" description="EFP" /> <value enum="3" description="TRANSFER" /> <value enum="4" description="LATE_TRADE" /> <value enum="5" description="T_TRADE" /> <value enum="6" description="WEIGHTED_AVERAGE_PRICE_TRADE" /> <value enum="7" description="BUNCHED_TRADE" /> <value enum="8" description="LATE_BUNCHED_TRADE" /> <value enum="9" description="PRIOR_REFERENCE_PRICE_TRADE" /> </field>--> <field number="828" name="TrdType" type="STRING"> <value enum="0" description="REGULAR_TRADE" /> <value enum="K" description="BLOCK_TRADE" /> <value enum="E" description="EFP_TRADE" /> <value enum="S" description="EFS_TRADE" /> <value enum="V" description="BILATERAL_OFF_EXCHANGE_TRADE" /> <value enum="O" description="NG_EFP/EFS_TRADE" /> <value enum="9" description="CCX_EFP_TRADE" /> <value enum="J" description="EFR_TRADE" /> <value enum="T" description="CONTRA_TRADE" /> <value enum="Y" description="CROSS_CONTRA_TRADE" /> <value enum="F" description="EFS/EFP_CONTRA_TRADE" /> </field> In my code (VB), I used the generic methods to get the TrdType: Private qff_TrdType As New QuickFix.StringField(828) . . . If message.isSetField(qff_TrdType) Then myTradeCaptureData.TrdType = message.getField(qff_TrdType).getValue End If 'must use above because we cannot use strongly typed field because ICE is using it as a string whereas QuickFix as an integer. 'If message.isSetTrdType Then ' myTradeCaptureData.TrdType = message.getTrdType.getValue 'End If -----Original Message----- From: Dan Bonnett [mailto:dbo...@so...] Sent: Monday February 07, 2011 3:34 PM To: Mike Perik; qui...@li... Subject: Re: [Quickfix-users] Problem with custom data dictionary QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX Support: http://www.quickfixengine.org/services.html This e-mail and any attachments are for the sole use of the intended recipient(s) and may contain information that is confidential. If you are not the intended recipient(s) and have received this e-mail in error, please immediately notify the sender by return e-mail and delete this e-mail from your computer. Any distribution, disclosure or the taking of any other action by anyone other than the intended recipient(s) is strictly prohibited. |