Re: [Quickfix-developers] Capturing message from fromApp event
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From: Michael D. <md...@li...> - 2011-06-07 13:58:51
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This is my fromApp: def fromApp(self, message, sessionID): print "fromApp sessionID: ", sessionID print "fromApp msg: ", message LNLog.debug("Notification of app msgbeing recvd from target") LNLog.debug(message) LNLog.debug(sessionID) msgType = qfix.MsgType() beginString = qfix.BeginString() header = message.getHeader() trailer = message.getTrailer() field_beginString = header.getField(beginString) field_msgType = header.getField(msgType) if msgType.getValue() == qfix.MsgType_ExecutionReport: LNLog.info('Execution Report was sent') symbol = qfix.Symbol() side = qfix.Side() orderQty = qfix.OrderQty() price = qfix.Price() clOrdID = qfix.ClOrdID() #TODO: strip ^A character field_symbol = message.getField( symbol ) field_side = message.getField( side ) field_orderQty = message.getField( orderQty ) field_price = message.getField( price ) field_clOrdID = message.getField( clOrdID ) else: LNLog.info('No Execution Report was sent') append_fix_message(message) Here is the fix message "35=W" being sent out: INFO PID:10896 06/03 13:44:01.993 fix.py 229 SENT 8=FIX.4.2|9=121|35=W|49=LQNT|56=REUTERS|34=2|52=20110603-17:44:01| 55=STA.V|268=1|269=2|270=40.52|271=1000|272=20110603|273=17:44:01| 37=3|10=28| |