[Quickfix-users] Re: Market Data Request

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You should use the constructor that takes a DataDictionary:

Message( const std::string& string, const DataDictionary& dataDictionary )  

Vamsi Krishna <Vam...@ib...> wrote:

Hi Oren
I am composing the following FIX message by my back office system

8=FIX.4.29=330535=V34=149=IWAY56=INSTINET146=9755=ABCO167=CS201
=0202=0.00000055=ACAP167=CS201=0202=0.00000055=ACAS167=CS201=02
02=0.00000055=AEE167=CS201=0202=0.00000055=AEP167=CS201=0202=0.0
0000055=AFCE167=CS201=0202=0.00000055=AG167=CS201=0202=0.000000
55=AGEN167=CS201=0202=0.00000055=AGIX167=CS201=0202=0.00000055=A
IV167=CS201=0202=0.00000055=AMLN167=CS201=0202=0.00000055=APA16
7=CS201=0202=0.00000055=ARLP167=CS201=0202=0.00000055=ATG167=CS
201=0202=0.00000055=BGFV167=CS201=0202=0.00000055=BMRN167=CS201=
0202=0.00000055=BPL167=CS201=0202=0.00000055=CBZ167=CS201=0202=
0.00000055=CEY167=CS201=0202=0.00000055=CGX167=CS201=0202=0.0000
0055=CLI167=CS201=0202=0.00000055=CNXS167=CS201=0202=0.00000055
=COF167=CS201=0202=0.00000055=COO167=CS201=0202=0.00000055=CRAY
167=CS201=0202=0.00000055=DAL167=CS201=0202=0.00000055=DCAI167=C
S201=0202=0.00000055=DDN167=CS201=0202=0.00000055=DIA167=CS201=
0202=0.00000055=DZTK167=CS201=0202=0.00000055=ENH167=CS201=0202
=0.00000055=EPD167=CS201=0202=0.00000055=ERIE167=CS201=0202=0.00
000055=F167=CS201=0202=0.00000055=FCN167=CS201=0202=0.00000055=
FHRX167=CS201=0202=0.00000055=FIC167=CS201=0202=0.00000055=FST1
67=CS201=0202=0.00000055=FTS167=CS201=0202=0.00000055=GM167=CS2
01=0202=0.00000055=HC167=CS201=0202=0.00000055=HDI167=CS201=020
2=0.00000055=HETC167=CS201=0202=0.00000055=HI167=CS201=0202=0.00
000055=HL167=CS201=0202=0.00000055=IBA167=CS201=0202=0.00000055
=IMH167=CS201=0202=0.00000055=IN167=CS201=0202=0.00000055=INTU1
67=CS201=0202=0.00000055=IPG167=CS201=0202=0.00000055=ISPH167=CS
201=0202=0.00000055=JDSU167=CS201=0202=0.00000055=JNY167=CS201=
0202=0.00000055=KIRK167=CS201=0202=0.00000055=KPP167=CS201=0202
=0.00000055=KRB167=CS201=0202=0.00000055=LCUT167=CS201=0202=0.00
000055=LF167=CS201=0202=0.00000055=LIN167=CS201=0202=0.00000055
=LJPC167=CS201=0202=0.00000055=MFW167=CS201=0202=0.00000055=MGAM
167=CS201=0202=0.00000055=MGM167=CS201=0202=0.00000055=MHX167=C
S201=0202=0.00000055=MKC167=CS201=0202=0.00000055=MTCT167=CS201
=0202=0.00000055=NDC167=CS201=0202=0.00000055=NEU167=CS201=0202
=0.00000055=NLS167=CS201=0202=0.00000055=NTZ167=CS201=0202=0.000
00055=NWL167=CS201=0202=0.00000055=NXTP167=CS201=0202=0.0000005
5=OIS167=CS201=0202=0.00000055=OKE167=CS201=0202=0.00000055=OSTK
167=CS201=0202=0.00000055=PCO167=CS201=0202=0.00000055=PDX167=C
S201=0202=0.00000055=POSS167=CS201=0202=0.00000055=PPD167=CS201
=0202=0.00000055=PSA167=CS201=0202=0.00000055=PTSX167=CS201=020
2=0.00000055=QQQ167=CS201=0202=0.00000055=RAS167=CS201=0202=0.00
000055=REGN167=CS201=0202=0.00000055=RGLD167=CS201=0202=0.000000
55=RINO167=CS201=0202=0.00000055=RRGB167=CS201=0202=0.00000055=
SPY167=CS201=0202=0.00000055=SSFT167=CS201=0202=0.00000055=STT1
67=CS201=0202=0.00000055=SWTX167=CS201=0202=0.00000055=TKR167=CS
201=0202=0.00000055=TTN167=CS201=0202=0.00000055=VLI167=CS201=0
202=0.00000055=VLO167=CS201=0202=0.00000055=WEL167=CS201=0202=0
.00000055=WQNI167=CS201=0202=0.000000262=TD1263=1264=0265=1267=
100269=010=040

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

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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