Re: [Quickfix-users] Repeated groups
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Re: [Quickfix-users] Repeated groups
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From: Grant B. <gbi...@co...> - 2014-03-19 16:05:29
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Regular QuickFIX: written in C++. Also has a wrapper library so you can use it in C#. Website is http://quickfixengine.org. QuickFIX/n: written completely in C#. Website is http://quickfixn.org. This mailing list is for the C++ QuickFIX. You appear to be using QuickFIX/n. Thus you are on the wrong mailing list. Go to quickfixn.org and see if some of its documentation can help you, and join their mailing list. On Wed, Mar 19, 2014 at 10:57 AM, xmoon 2000 <xmo...@go...>wrote: > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > > I really don't understand. > > I am using c# from Visual Studio with .NET > > What dll etc should I be using? > > > On 19 March 2014 15:46, Mike Gatny <mg...@co...> wrote: > >> It looks like you are using QuickFIX/n and not the .NET wrapper for >> QuickFIX/c++ (this is the quickfix mailing list, not the quickfix/n list, >> FYI). If so, docs for QF/n repeating groups are here: >> http://quickfixn.org/tutorial/repeating-groups >> >> -- >> Mike Gatny >> Connamara Systems, LLC >> >> >> On Wed, Mar 19, 2014 at 10:40 AM, xmoon 2000 <xmo...@go...>wrote: >> >>> QuickFIX Documentation: >>> http://www.quickfixengine.org/quickfix/doc/html/index.html >>> QuickFIX Support: http://www.quickfixengine.org/services.html >>> >>> >>> I don't seem to have this: >>> >>> QuickFix42.MarketDataIncrementalRefresh >>> >>> I have >>> >>> QuickFix.FIX42.MarketDataIncrementalRefresh >>> >>> and compiler can't find a suitable onMessage() overide. >>> >>> Have I declared stuff wrong? >>> >>> using QuickFix; >>> using QuickFix.Fields; >>> using QuickFix.FIX42; >>> >>> >>> >>> On 19 March 2014 14:25, Jonathan Steinberg <jst...@je...>wrote: >>> >>>> QuickFIX Documentation: >>>> http://www.quickfixengine.org/quickfix/doc/html/index.html >>>> QuickFIX Support: http://www.quickfixengine.org/services.html >>>> >>>> >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. >>>> >>>> >>>> ------------------------------------------------------------------------------ >>>> Learn Graph Databases - Download FREE O'Reilly Book >>>> "Graph Databases" is the definitive new guide to graph databases and >>>> their >>>> applications. Written by three acclaimed leaders in the field, >>>> this first edition is now available. Download your free book today! >>>> http://p.sf.net/sfu/13534_NeoTech >>>> _______________________________________________ >>>> Quickfix-users mailing list >>>> Qui...@li... >>>> https://lists.sourceforge.net/lists/listinfo/quickfix-users >>>> >>> >>> >>> >>> ------------------------------------------------------------------------------ >>> Learn Graph Databases - Download FREE O'Reilly Book >>> "Graph Databases" is the definitive new guide to graph databases and >>> their >>> applications. Written by three acclaimed leaders in the field, >>> this first edition is now available. Download your free book today! >>> http://p.sf.net/sfu/13534_NeoTech >>> _______________________________________________ >>> Quickfix-users mailing list >>> Qui...@li... >>> https://lists.sourceforge.net/lists/listinfo/quickfix-users >>> >>> >> > > > ------------------------------------------------------------------------------ > Learn Graph Databases - Download FREE O'Reilly Book > "Graph Databases" is the definitive new guide to graph databases and their > applications. Written by three acclaimed leaders in the field, > this first edition is now available. Download your free book today! > http://p.sf.net/sfu/13534_NeoTech > _______________________________________________ > Quickfix-users mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-users > > -- Grant Birchmeier *Connamara Systems, LLC* *Made-To-Measure Trading Solutions.* Exactly what you need. No more. No less. http://connamara.com |
