Re: [Quickfix-developers] Simple beginner questions

[<ja...@sk...>]

(Sorry, didn't include CC)

Currently, my config is as shown. There is nothing much critical as this 
is a demo server.

# default settings for sessions
[DEFAULT]
ConnectionType=initiator
ReconnectInterval=60
SenderCompID=************
FileStorePath = incoming
FileLogPath = outgoing

[SESSION]
BeginString=FIX.4.2
TargetCompID=**********
StartTime=00:00:00
EndTime=23:59:00
# overide default setting for RecconnectInterval
ReconnectInterval=30
HeartBtInt=30
SocketConnectPort=6912
SocketConnectHost=208.48.16.202
DataDictionary=E:\Downloads\quickfix-1.14.3\quickfix\spec\FIX42.xml

I have printed out to console, and this is the reply.

8=FIX.4.2☺      9=135☺      35=W☺      34=5☺      49=*********☺      
52=20150615-16:41:40.872☺      56=*********☺
57=**********☺      55=F.US.GCEQ15☺      262=MARKETDATAID☺      268=0☺   
    387=110170☺      10=113☺


On 2015-06-16 00:35, Grant Birchmeier wrote:
> (Please keep your mails on the list, thanks.)
> 
> Something's not right.  I need to know the following:
> 
> 1) Show me your config.  (Mask any sensitive info, please.)
> 
> 2) In the first line of your OnMessage(MDSFR), print out "message" to
> console.  Paste it in your reply.  (If you can, please change the
> field separators to something visible.)
> 
> -Grant
> 
> On Mon, Jun 15, 2015 at 11:27 AM, <ja...@sk...> wrote:
> 
>> Yes I have tried using message.get(NoMDEntries) to get the value of
>> 268, however, when I printed it out, the value is 0. What I'm trying
>> to achieve is to get the value of 270, MDEntryPx, but I am unable to
>> do a simple message.get(MDEntryPx), due to it being in a group.
>> 
>> 
> http://btobits.com/fixopaedia/fixdic42/message_Market_Data_Snapshot_Full_Refresh_W_.html
>> [1]
>> 
>> I am unable to understand why I can't extract the field directly.
>> 
>> On 2015-06-16 00:18, Grant Birchmeier wrote:
>> 
>> 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 [2] [1]
>> 
>> Links:
>> ------
>> [1] http://connamara.com [2]
> 
> --
> 
> Grant Birchmeier
> 
> CONNAMARA SYSTEMS, LLC
> 
> MADE-TO-MEASURE TRADING SOLUTIONS.
> Exactly what you need. No more. No less.
> 
> http://connamara.com [2]
> 
> 
> Links:
> ------
> [1]
> http://btobits.com/fixopaedia/fixdic42/message_Market_Data_Snapshot_Full_Refresh_W_.html
> [2] http://connamara.com