Re: [Quickfix-developers] QuickFix Quote Request Message: Set fields in particular order

[Andrew C. <And...@tw...>]

Rasheed,

 

Are you sure the order imposed by your broker in not in a group?

 

I've had this imposed by some counterparties (don't you just love
STANDARDS?) and remember a way to pass an int[] that held the order of the
tags. As Grant mentioned this might have just been a group by field however.
Might want to check out the CTORS for the messages you are trying to create
and see if any method signature takes this int[] I'm talking about.

 

Andrew Culross

Direct +1 (914) 220-8849

www.TwoFour.com <http://www.twofour.com/>  

 

From: Rasheed Waraich [mailto:ras...@gm...] 
Sent: Monday, October 17, 2011 10:16 AM
To: Grant Birchmeier
Cc: qui...@li...
Subject: Re: [Quickfix-developers] QuickFix Quote Request Message: Set
fields in particular order

 

Thanks Grant,

The thing is the acceptor application of my broker is rejecting my messages
only due to improper order of the fields in the messages...

So, I am kind of stuck now... as QF doesn't support ordering fields and my
broker application doesn't accept out of order fields..

Any other suggestions? Is there any FIX engine which supports it?

On Mon, Oct 17, 2011 at 4:10 PM, Grant Birchmeier
<gbi...@co...> wrote:

In FIX, the order of fields within the message body does not matter (outside
of repeating groups).  If you wish for a specific ordering, you are imposing
a restriction than FIX does not mandate.

 

Thus, I don't believe QF has support for what you are trying to do.  It
always resorts the fields in numerical order (outside of repeating groups)
as a side-effect of the way it stores fields internally.

 

(Within repeating groups, FIX mandate that ordering must be obeyed in
accordance with that specified in your DataDictionary.)

 

-Grant

 

On Mon, Oct 17, 2011 at 5:25 AM, Rasheed Waraich <ras...@gm...>
wrote:

QuickFIX Documentation:
http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html




Hi Experts,

I want to send fields of quickfix quote request message in particular order.

Can you please guide me how can I achieve that?

It doesn't matter in which order do I set the fields in my code, the
quickfix engine some how re-arranges them to some different order...

Thanks for help and guidance.

-- 
//Regards
Rasheed

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