Re: [Quickfix-developers] Simple beginner questions
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From: Grant B. <gbi...@co...> - 2015-06-15 16:41:21
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You should be able to simply call "message.get(NoMDEntries)" to get the value of 268 (where NoMDEntries is a FIX::NoMDEntries, of course). Is that what you tried? On Mon, Jun 15, 2015 at 11:00 AM, <ja...@sk...> wrote: > Yes, I do understand that I'm trying to extract field 268, which is the > NoMDEntries. However, I'm not sure why it is not set in this case, and when > I print out the value of NoMDEntries, it gave me 0. What I really need is > in field 270, MDEntryPx, but I'm not able to retrieve this information. > Apparently, I'm able to receive the field 270 from the Market Data Snapshot > request reply, but not field 268, which I have to refer to as a group in > order to retrieve it. I am able to provide the message given by the server. > > 15:56:20.567 262=MARKETDATAID 55=F.US.GCEQ15 387=104656 268=1 269=0 > 290=1 270=1188.6000 271=26 10=123 > I am using the below code to retrieve field 270. > > void Application::onMessage > (const FIX42::MarketDataSnapshotFullRefresh& message, const > FIX::SessionID&) { > > FIX42::MarketDataSnapshotFullRefresh::NoMDEntries group; > FIX::MDEntryType MDEntryType; > FIX::MDEntryPx MDEntryPx; > FIX::MDEntrySize MDEntrySize; > FIX::OrderID orderID; > > message.getGroup(0, group); > group.get(MDEntryType); > group.get(MDEntryPx); > group.get(MDEntrySize); > group.get(orderID); > > } > > However, I am unable to retrieve the value in field 270. Please advise. > > -- Grant Birchmeier *Connamara Systems, LLC* *Made-To-Measure Trading Solutions.* Exactly what you need. No more. No less. http://connamara.com |