[Quickfix-developers] Composing FIX messages.. through QuickFIX C++

[Vamsi K. <Vam...@ib...>]

Hi 
How do I use this class to compose MarketDataRequest Message and spit
out in String form?

Can Somebody help me with an example?

Vamsi



class MarketDataRequest : public Message
{
public:
MarketDataRequest() : Message( MsgType() ) {}
MarketDataRequest( const Message& m ) : Message( m ) {}
  static FIX::MsgType MsgType() { return FIX::MsgType( "V" ); }
  //
  MarketDataRequest(
    const FIX::MDReqID& aMDReqID,
    const FIX::SubscriptionRequestType& aSubscriptionRequestType,
    const FIX::MarketDepth& aMarketDepth,
    const FIX::NoMDEntryTypes& aNoMDEntryTypes,
    const FIX::NoRelatedSym& aNoRelatedSym )
: Message( FIX::MsgType( "V" ) )

  {
    set( aMDReqID );
    set( aSubscriptionRequestType );
    set( aMarketDepth );
    set( aNoMDEntryTypes );
    set( aNoRelatedSym );
  }

  FIELD_SET( *this, FIX::MDReqID );
  FIELD_SET( *this, FIX::SubscriptionRequestType );
  FIELD_SET( *this, FIX::MarketDepth );
  FIELD_SET( *this, FIX::MDUpdateType );
  FIELD_SET( *this, FIX::AggregatedBook );
  FIELD_SET( *this, FIX::NoMDEntryTypes );

class NoMDEntryTypes : public FIX::Group
  {
  public:
  NoMDEntryTypes() : FIX::Group( 267, 269, FIX::message_order( 1, 269, 0
) ) {}

    FIELD_SET( *this, FIX::MDEntryType );
  };
  FIELD_SET( *this, FIX::NoRelatedSym );

class NoRelatedSym : public FIX::Group
  {
  public:
  NoRelatedSym() : FIX::Group( 146, 55, FIX::message_order( 20, 55, 65,
48, 22, 167, 200, 205, 201, 202, 206, 231, 223, 207, 106, 348, 349, 107,
350, 351, 336, 0 ) ) {}

    FIELD_SET( *this, FIX::Symbol );
    FIELD_SET( *this, FIX::SymbolSfx );
    FIELD_SET( *this, FIX::SecurityID );
    FIELD_SET( *this, FIX::IDSource );
    FIELD_SET( *this, FIX::SecurityType );
    FIELD_SET( *this, FIX::MaturityMonthYear );
    FIELD_SET( *this, FIX::MaturityDay );
    FIELD_SET( *this, FIX::PutOrCall );
    FIELD_SET( *this, FIX::StrikePrice );
    FIELD_SET( *this, FIX::OptAttribute );
    FIELD_SET( *this, FIX::ContractMultiplier );
    FIELD_SET( *this, FIX::CouponRate );
    FIELD_SET( *this, FIX::SecurityExchange );
    FIELD_SET( *this, FIX::Issuer );
    FIELD_SET( *this, FIX::EncodedIssuerLen );
    FIELD_SET( *this, FIX::EncodedIssuer );
    FIELD_SET( *this, FIX::SecurityDesc );
    FIELD_SET( *this, FIX::EncodedSecurityDescLen );
    FIELD_SET( *this, FIX::EncodedSecurityDesc );
    FIELD_SET( *this, FIX::TradingSessionID );
  };
};