Re: [Quickfix-developers] Simple beginner questions
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From: <ja...@sk...> - 2015-06-16 04:03:18
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I am able to extract the value, however I do not understand the logic behind it. Additionally, I would require a few tries before I'm able to get the value. Is this a problem on the server side? Thank you so much, Mr Chan On 2015-06-16 09:06, Hei Chan wrote: > 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/ [1] > > 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] >>> [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][3] [2] [1] >>> >>> Links: >>> ------ >>> [1] http://connamara.com [3][3] [2] >>> >>> -- >>> >>> Grant Birchmeier >>> >>> CONNAMARA SYSTEMS, LLC >>> >>> MADE-TO-MEASURE TRADING SOLUTIONS. >>> Exactly what you need. No more. No less. >>> >>> http://connamara.com [3][3] [2] >>> >>> Links: >>> ------ >>> [1] >>> >> > http://btobits.com/fixopaedia/fixdic42/message_Market_Data_Snapshot_Full_Refresh_W_.html > [2] >>> [2] >>> [2] http://connamara.com [3][3] >> >> -- >> >> Grant Birchmeier >> >> CONNAMARA SYSTEMS, LLC >> >> MADE-TO-MEASURE TRADING SOLUTIONS. >> Exactly what you need. No more. No less. >> >> http://connamara.com [3][3] >> >> >> Links: >> ------ >> [1] tel:208.48.16.202 > >> [2] >> > http://btobits.com/fixopaedia/fixdic42/message_Market_Data_Snapshot_Full_Refresh_W_.html > [2] >> [3] http://connamara.com [3] > > ------------------------------------------------------------------------------ > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers [4] > > > > Links: > ------ > [1] http://www.quickfixengine.org/quickfix/doc/html/ > [2] > http://btobits.com/fixopaedia/fixdic42/message_Market_Data_Snapshot_Full_Refresh_W_.html > [3] http://connamara.com/ > [4] https://lists.sourceforge.net/lists/listinfo/quickfix-developers |