Re: [Quickfix-developers] Absence of Symbol in FIX44::NewOrderSingle constructor
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From: Grant B. <gbi...@co...> - 2013-02-15 22:38:48
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I think you nailed it. The difference in the data dictionary is causing the generator to generate the constructor slightly differently. I think your workaround is the correct way to go. (To be honest, it's probably the only way to go.) Of course, if you want to try your hand at extending the generator to include required component fields in ctors, I'm sure the patch will be welcome :) -Grant On Fri, Feb 15, 2013 at 4:15 PM, K. Frank <kfr...@gm...> wrote: > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > Hello List! > > The constructor for FIX44::NewOrderSingle: > > NewOrderSingle( > const FIX::ClOrdID& aClOrdID, > const FIX::Side& aSide, > const FIX::TransactTime& aTransactTime, > const FIX::OrdType& aOrdType ) > > takes fewer arguments than that for FIX42::NewOrderSingle: > > NewOrderSingle( > const FIX::ClOrdID& aClOrdID, > const FIX::HandlInst& aHandlInst, > const FIX::Symbol& aSymbol, > const FIX::Side& aSide, > const FIX::TransactTime& aTransactTime, > const FIX::OrdType& aOrdType ) > > in particular, not including the Symbol, even though the instrument to > be traded is a required field. > > I'm guessing this has something to do with the FIX 4.2 required field: > > <field name='Symbol' required='Y' /> > > being replaced with the FIX 4.4 required component: > > <component name='Instrument' required='Y' /> > > I have two questions: > > First, what is going on here? > > Second, what is the "right" way to construct a FIX44::NewOrderSingle? > > I have been calling the shorter constructor: > > FIX44::NewOrderSingle order (/* doesn't include Symbol */ ); > order.set (FIX::Symbol (mySymbol)); > > This works, but it seems like I am mixing styles, using both a > constructor and setters. > > Is this construct / set approach the cleanest way to go? > > (The same issue applies to other messages, but NewOrderSingle > is a typical example.) > > Thanks for any insight. > > > K. Frank > > ------------------------------------------------------------------------------ > The Go Parallel Website, sponsored by Intel - in partnership with Geeknet, > is your hub for all things parallel software development, from weekly thought > leadership blogs to news, videos, case studies, tutorials, tech docs, > whitepapers, evaluation guides, and opinion stories. Check out the most > recent posts - join the conversation now. http://goparallel.sourceforge.net/ > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers -- Grant Birchmeier Connamara Systems, LLC Made-To-Measure Trading Solutions. Exactly what you need. No more. No less. http://connamara.com |