Re: [Quickfix-developers] Simple beginner questions
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Re: [Quickfix-developers] Simple beginner questions
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From: Hei C. <str...@ya...> - 2015-06-16 01:06:24
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change to getGroup(1,....)
sometimes, reading the source helps a lot :)
On Tuesday, June 16, 2015 1:21 AM, "ja...@sk..." <ja...@sk...> wrote:
QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/
Sorry again, I believe to have copied an irrelevant message. I will use
the most recent message where I have succeeded in receiving field 270
instead.
8=FIX.4.2☺ 9=168☺ 35=W☺ 49=CQG_Gateway☺
56=sktradingFC☺ 34=2☺ 57=TestFIXMarketData☺
52=20150615-15:56:20.567☺ 262=MARKETDATAID☺ 55=F.US.GCEQ15☺
387=104656☺ 268=1☺ 269=0☺ 290=1☺
270=1188.6000☺ 271=26☺ 10=123
Even when 268=1 here, I have received this message Conditionally
Required Field Missing (268)
I'm not sure what I have changed to make field 270 disappear, will look
into that.
On 2015-06-16 01:00, Grant Birchmeier wrote:
> 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 [1]
>> DataDictionary=E:Downloadsquickfix-1.14.3quickfixspecFIX42.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
>> [2]
>> [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 [3] [2] [1]
>>
>> Links:
>> ------
>> [1] http://connamara.com [3] [2]
>>
>> --
>>
>> Grant Birchmeier
>>
>> CONNAMARA SYSTEMS, LLC
>>
>> MADE-TO-MEASURE TRADING SOLUTIONS.
>> Exactly what you need. No more. No less.
>>
>> http://connamara.com [3] [2]
>>
>> Links:
>> ------
>> [1]
>>
> http://btobits.com/fixopaedia/fixdic42/message_Market_Data_Snapshot_Full_Refresh_W_.html
>> [2]
>> [2] http://connamara.com [3]
>
> --
>
> Grant Birchmeier
>
> CONNAMARA SYSTEMS, LLC
>
> MADE-TO-MEASURE TRADING SOLUTIONS.
> Exactly what you need. No more. No less.
>
> http://connamara.com [3]
>
>
> Links:
> ------
> [1] tel:208.48.16.202
> [2]
> http://btobits.com/fixopaedia/fixdic42/message_Market_Data_Snapshot_Full_Refresh_W_.html
> [3] http://connamara.com
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