Re: [Quickfix-developers] Simple beginner questions
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From: Grant B. <gbi...@co...> - 2015-06-16 13:38:28
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Good catch, Hei! I forgot about how repeating group indexing starts with 1 (for some inane reason). Jaryl, I think you are getting different messages, some have the value and some do not. Remember how earlier you pasted a message that didn't have it? On Mon, Jun 15, 2015 at 11:02 PM, <ja...@sk...> wrote: > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/ > > 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 > > > ------------------------------------------------------------------------------ > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > -- Grant Birchmeier *Connamara Systems, LLC* *Made-To-Measure Trading Solutions.* Exactly what you need. No more. No less. http://connamara.com |