Re: [Quickfix-users] Repeated groups
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From: Jonathan S. <jst...@je...> - 2014-03-19 14:47:51
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>The messages come with repeated tags. I do not understand the QuickFix/Net >documentation on how to deal with it. Basically, you do two things to handle a set of repeating groups 1) Get the number of items in the repeating group 2) Call GetGroup that number of times to retrieve each group item of the specified type: So , say for a QuickFix42.MarketDataIncrementalRefresh message, number of groups are in the NoMDEntries *field* of the message The repeated groups are of *type* "NoMDEntries", and you call getGroup for each index. e.g. //get the number of groups int count = message.getNoMDEntries().getValue(); //variable for each group item QuickFix42.MarketDataIncrementalRefresh.NoMDEntries repeatingMDItem = new QuickFix42.MarketDataIncrementalRefresh.NoMDEntries(); for (int i = 1; i <= count; i++) { //get group item # I message.getGroup(i, repeatingMDItem); //repeatingMDItem now has the data in repeating group number i. //Do whatever you need to get the data for the group item.... } Good luck! Jonathan Steinberg -----Original Message----- From: xmoon 2000 [mailto:xmo...@go...] Sent: Wednesday, March 19, 2014 7:56 AM To: qui...@li... Subject: [Quickfix-users] Repeated groups QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX Support: http://www.quickfixengine.org/services.html Jefferies archives and monitors outgoing and incoming e-mail. The contents of this email, including any attachments, are confidential to the ordinary user of the email address to which it was addressed. If you are not the addressee of this email you may not copy, forward, disclose or otherwise use it or any part of it in any form whatsoever. This email may be produced at the request of regulators or in connection with civil litigation. Jefferies accepts no liability for any errors or omissions arising as a result of transmission. Use by other than intended recipients is prohibited. In the United Kingdom, Jefferies operates as Jefferies International Limited; registered in England: no. 1978621; registered office: Vintners Place, 68 Upper Thames Street, London EC4V 3BJ. Jefferies International Limited is authorized and regulated by the Financial Conduct Authority. |