Re: [Quickfix-developers] Simple beginner questions

[Grant B. <gbi...@co...>]

1) Add UseDataDictionary=Y to your config

2) You'll notice that 270 isn't in that message, and 268 is in fact set to
0.



On Mon, Jun 15, 2015 at 11:55 AM, <ja...@sk...> wrote:

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


-- 
Grant Birchmeier
*Connamara Systems, LLC*
*Made-To-Measure Trading Solutions.*
Exactly what you need. No more. No less.
http://connamara.com