[Quickfix-developers] Using QuickFix to analyze logged messages.
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From: Rob K. <ro...@ri...> - 2003-02-03 15:57:24
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I have a FIX message log of all orders that I have sent on a particular = day. I need to parse those messages to get a report of all traffic for = a particular user. I tried the following strategy using C# Fix.Message m =3D new Fix.Message(mes); Fix.SenderSubID subID =3D new SenderSubID(); m.getField(subID); mes is the raw fix message read from a database. I always get an = Exception "FixFieldNotFound" even though inspection of the string = reveals that tag 50 is present. I realize I am using QuickFix slightly = different than it was designed for, but I think I should be able to do = this. any suggestions on how to parse Fix messages this way? |