[Quickfix-users] Market Data Request
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[Quickfix-users] Market Data Request
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From: Vamsi K. <Vam...@ib...> - 2003-05-26 23:46:02
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Hi Oren
I am composing the following FIX message by my back office system
8=3DFIX.4.2=019=3D3305=0135=3DV=0134=3D1=0149=3DIWAY=0156=3DINSTINET=0114=
6=3D97=0155=3DABCO=01167=3DCS=01201
=3D0=01202=3D0.000000=0155=3DACAP=01167=3DCS=01201=3D0=01202=3D0.000000=01=
55=3DACAS=01167=3DCS=01201=3D0=012
02=3D0.000000=0155=3DAEE=01167=3DCS=01201=3D0=01202=3D0.000000=0155=3DAEP=
=01167=3DCS=01201=3D0=01202=3D0.0
00000=0155=3DAFCE=01167=3DCS=01201=3D0=01202=3D0.000000=0155=3DAG=01167=3D=
CS=01201=3D0=01202=3D0.000000=01
55=3DAGEN=01167=3DCS=01201=3D0=01202=3D0.000000=0155=3DAGIX=01167=3DCS=01=
201=3D0=01202=3D0.000000=0155=3DA
IV=01167=3DCS=01201=3D0=01202=3D0.000000=0155=3DAMLN=01167=3DCS=01201=3D0=
=01202=3D0.000000=0155=3DAPA=0116
7=3DCS=01201=3D0=01202=3D0.000000=0155=3DARLP=01167=3DCS=01201=3D0=01202=3D=
0.000000=0155=3DATG=01167=3DCS=01
201=3D0=01202=3D0.000000=0155=3DBGFV=01167=3DCS=01201=3D0=01202=3D0.00000=
0=0155=3DBMRN=01167=3DCS=01201=3D
0=01202=3D0.000000=0155=3DBPL=01167=3DCS=01201=3D0=01202=3D0.000000=0155=3D=
CBZ=01167=3DCS=01201=3D0=01202=3D
0.000000=0155=3DCEY=01167=3DCS=01201=3D0=01202=3D0.000000=0155=3DCGX=0116=
7=3DCS=01201=3D0=01202=3D0.0000
00=0155=3DCLI=01167=3DCS=01201=3D0=01202=3D0.000000=0155=3DCNXS=01167=3DC=
S=01201=3D0=01202=3D0.000000=0155
=3DCOF=01167=3DCS=01201=3D0=01202=3D0.000000=0155=3DCOO=01167=3DCS=01201=3D=
0=01202=3D0.000000=0155=3DCRAY=01
167=3DCS=01201=3D0=01202=3D0.000000=0155=3DDAL=01167=3DCS=01201=3D0=01202=
=3D0.000000=0155=3DDCAI=01167=3DC
S=01201=3D0=01202=3D0.000000=0155=3DDDN=01167=3DCS=01201=3D0=01202=3D0.00=
0000=0155=3DDIA=01167=3DCS=01201=3D
0=01202=3D0.000000=0155=3DDZTK=01167=3DCS=01201=3D0=01202=3D0.000000=0155=
=3DENH=01167=3DCS=01201=3D0=01202
=3D0.000000=0155=3DEPD=01167=3DCS=01201=3D0=01202=3D0.000000=0155=3DERIE=01=
167=3DCS=01201=3D0=01202=3D0.00
0000=0155=3DF=01167=3DCS=01201=3D0=01202=3D0.000000=0155=3DFCN=01167=3DCS=
=01201=3D0=01202=3D0.000000=0155=3D
FHRX=01167=3DCS=01201=3D0=01202=3D0.000000=0155=3DFIC=01167=3DCS=01201=3D=
0=01202=3D0.000000=0155=3DFST=011
67=3DCS=01201=3D0=01202=3D0.000000=0155=3DFTS=01167=3DCS=01201=3D0=01202=3D=
0.000000=0155=3DGM=01167=3DCS=012
01=3D0=01202=3D0.000000=0155=3DHC=01167=3DCS=01201=3D0=01202=3D0.000000=01=
55=3DHDI=01167=3DCS=01201=3D0=0120
2=3D0.000000=0155=3DHETC=01167=3DCS=01201=3D0=01202=3D0.000000=0155=3DHI=01=
167=3DCS=01201=3D0=01202=3D0.00
0000=0155=3DHL=01167=3DCS=01201=3D0=01202=3D0.000000=0155=3DIBA=01167=3DC=
S=01201=3D0=01202=3D0.000000=0155
=3DIMH=01167=3DCS=01201=3D0=01202=3D0.000000=0155=3DIN=01167=3DCS=01201=3D=
0=01202=3D0.000000=0155=3DINTU=011
67=3DCS=01201=3D0=01202=3D0.000000=0155=3DIPG=01167=3DCS=01201=3D0=01202=3D=
0.000000=0155=3DISPH=01167=3DCS
=01201=3D0=01202=3D0.000000=0155=3DJDSU=01167=3DCS=01201=3D0=01202=3D0.00=
0000=0155=3DJNY=01167=3DCS=01201=3D
0=01202=3D0.000000=0155=3DKIRK=01167=3DCS=01201=3D0=01202=3D0.000000=0155=
=3DKPP=01167=3DCS=01201=3D0=01202
=3D0.000000=0155=3DKRB=01167=3DCS=01201=3D0=01202=3D0.000000=0155=3DLCUT=01=
167=3DCS=01201=3D0=01202=3D0.00
0000=0155=3DLF=01167=3DCS=01201=3D0=01202=3D0.000000=0155=3DLIN=01167=3DC=
S=01201=3D0=01202=3D0.000000=0155
=3DLJPC=01167=3DCS=01201=3D0=01202=3D0.000000=0155=3DMFW=01167=3DCS=01201=
=3D0=01202=3D0.000000=0155=3DMGAM
=01167=3DCS=01201=3D0=01202=3D0.000000=0155=3DMGM=01167=3DCS=01201=3D0=01=
202=3D0.000000=0155=3DMHX=01167=3DC
S=01201=3D0=01202=3D0.000000=0155=3DMKC=01167=3DCS=01201=3D0=01202=3D0.00=
0000=0155=3DMTCT=01167=3DCS=01201
=3D0=01202=3D0.000000=0155=3DNDC=01167=3DCS=01201=3D0=01202=3D0.000000=01=
55=3DNEU=01167=3DCS=01201=3D0=01202
=3D0.000000=0155=3DNLS=01167=3DCS=01201=3D0=01202=3D0.000000=0155=3DNTZ=01=
167=3DCS=01201=3D0=01202=3D0.000
000=0155=3DNWL=01167=3DCS=01201=3D0=01202=3D0.000000=0155=3DNXTP=01167=3D=
CS=01201=3D0=01202=3D0.000000=015
5=3DOIS=01167=3DCS=01201=3D0=01202=3D0.000000=0155=3DOKE=01167=3DCS=01201=
=3D0=01202=3D0.000000=0155=3DOSTK
=01167=3DCS=01201=3D0=01202=3D0.000000=0155=3DPCO=01167=3DCS=01201=3D0=01=
202=3D0.000000=0155=3DPDX=01167=3DC
S=01201=3D0=01202=3D0.000000=0155=3DPOSS=01167=3DCS=01201=3D0=01202=3D0.0=
00000=0155=3DPPD=01167=3DCS=01201
=3D0=01202=3D0.000000=0155=3DPSA=01167=3DCS=01201=3D0=01202=3D0.000000=01=
55=3DPTSX=01167=3DCS=01201=3D0=0120
2=3D0.000000=0155=3DQQQ=01167=3DCS=01201=3D0=01202=3D0.000000=0155=3DRAS=01=
167=3DCS=01201=3D0=01202=3D0.00
0000=0155=3DREGN=01167=3DCS=01201=3D0=01202=3D0.000000=0155=3DRGLD=01167=3D=
CS=01201=3D0=01202=3D0.000000
=0155=3DRINO=01167=3DCS=01201=3D0=01202=3D0.000000=0155=3DRRGB=01167=3DCS=
=01201=3D0=01202=3D0.000000=0155=3D
SPY=01167=3DCS=01201=3D0=01202=3D0.000000=0155=3DSSFT=01167=3DCS=01201=3D=
0=01202=3D0.000000=0155=3DSTT=011
67=3DCS=01201=3D0=01202=3D0.000000=0155=3DSWTX=01167=3DCS=01201=3D0=01202=
=3D0.000000=0155=3DTKR=01167=3DCS
=01201=3D0=01202=3D0.000000=0155=3DTTN=01167=3DCS=01201=3D0=01202=3D0.000=
000=0155=3DVLI=01167=3DCS=01201=3D0
=01202=3D0.000000=0155=3DVLO=01167=3DCS=01201=3D0=01202=3D0.000000=0155=3D=
WEL=01167=3DCS=01201=3D0=01202=3D0
.000000=0155=3DWQNI=01167=3DCS=01201=3D0=01202=3D0.000000=01262=3DTD1=012=
63=3D1=01264=3D0=01265=3D1=01267=3D
100=01269=3D0=0110=3D040=01
Its rather big message.
But I tried to form MarketDataRequest object... within initiator ( My
initiator polls the database which is served by back office system
which composes FIX messages) by using
FIX::MarketDataRequest mesg(string,true);
When I try to print the mesg by using
Mesg.toString().c_str();
I observed the following...
a) XML output is as follows:
XML representation<message>
<header>
<field number=3D"8" value=3D"FIX.4.2"/>
<field number=3D"9" value=3D"111"/>
<field number=3D"35" value=3D"V"/>
<field number=3D"34" value=3D"1"/>
<field number=3D"49" value=3D"IWAY"/>
<field number=3D"56" value=3D"INSTINET"/>
</header>
<body>
<field number=3D"55" value=3D"WQNI"/>
<field number=3D"146" value=3D"97"/>
<field number=3D"167" value=3D"CS"/>
<field number=3D"201" value=3D"0"/>
<field number=3D"202" value=3D"0.000000"/>
<field number=3D"262" value=3D"TD1"/>
<field number=3D"263" value=3D"1"/>
<field number=3D"264" value=3D"0"/>
<field number=3D"265" value=3D"1"/>
<field number=3D"267" value=3D"100"/>
<field number=3D"269" value=3D"0"/>
</body>
<trailer>
<field number=3D"10" value=3D"040"/>
</trailer>
</message>
That means it is taking only last group.
Is there any other way of forming the message from the string..?
Vamsi
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