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

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

Hi all

I have the following data for Market Data Request Message

MQReqID = "XXXX1"
SubSriptionType='1'
MarketDepth=0
MDUpdateType=0
NoMDEntryTypes=1
MDEntryType='5'
NoRelatedSym=2
Symbol="XXX"
SymbolSfx="XXXX"
SecurityID="NONE"
IDSource="1"
IDSource="2"
MaturityMonthYear="200303"
PutOrCall=0
StrkePrice=4.34
Symbol="XXX"
SymbolSfx="YYYY"
SecurityID="NONE1"
IDSource="1"
IDSource="2"
MaturityMonthYear="200303"
PutOrCall=0
StrkePrice=4.35


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

Can Somebody help me with an example?

Krishna

[Krishna, 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 );
/  };
/};