Re: [Quickfix-developers] Repeating groups?

[<OM...@th...>]

You need to use the specific group class.  If you just use the generic =
base
Group class, QF will not know how to properly sort the fields.  Instead=
 of
this:

Group Qset =3D new Group(296, 0x1);
Qset.setField(...);

Group Quotes =3D new Group(295, 0x1);
Quotes.setField(...);

you should have

QuickFix42.MassQuote.NoQuoteSets Qset =3D
  new QuickFix42.MassQuote.NoQuoteSets Qset();
Qset.set(...);

QuickFix42.MassQuote.NoQuoteSets.NoQuoteEntries Quotes =3D
  new QuickFix42.MassQuote.NoQuoteSets.NoQuoteEntries();
Quotes.set(...);

Here is a link to the C# example for creating messages with repeating
groups:
http://quickfix.thoughtworks.com/documentation/csharp/repeating_groups_=
1.html

--oren


|---------+----------------------------------------------->
|         |           "Rob Kulseth" <ro...@ri...>   |
|         |           Sent by:                            |
|         |           qui...@li...ur|
|         |           ceforge.net                         |
|         |                                               |
|         |                                               |
|         |           04/10/2003 02:07 PM                 |
|         |                                               |
|---------+----------------------------------------------->
  >--------------------------------------------------------------------=
--------------------------|
  |                                                                    =
                          |
  |       To:       <qui...@li...>        =
                          |
  |       cc:                                                          =
                          |
  |       Subject:  [Quickfix-developers] Repeating groups?            =
                          |
  >--------------------------------------------------------------------=
--------------------------|




I have attached the result of creating a quickfix MassQuote message wit=
h
three quotes for some RBK options.  it is presented in the order in whi=
ch
the string was generated, I have added tabs and linebreaks to show the
repeating groups.  When ever I send a message like this to my counterpa=
rty
it breaks their fix server.  They are telling me that the tags are out =
of
order.  tag 302 304 and 311 have to precede 209 and tag 301 has to prec=
ede
tag 296.  my question is this: Is this FIX standard?  If it is, what is=

wrong with generation of the message.  I have attached psudocode of my
message generation after the message.

8=3DFIX.4.2=019=3D433=0135=3Di=0134=3D30=0149=3DSENDER=0150=3DSUB=0152=3D=
20030410-18:09:08=0156=3DTARGET=01
57=3DTEST=01
117=3DQUOTEID=01
             296=3D1=01
                         295=3D3=01

                         55=3DRBK=01
                         60=3D20030410-13:09:08=01
                         132=3D0=01
                         133=3D0.05=01
                         134=3D1=01
                         135=3D1=01
                         167=3DOPT=01
                         200=3D200304=01
                         201=3D1=01
                         202=3D30=01
                         299=3D0=01
                         336=3DW_AM1=01

                         55=3DRBK=01
                         60=3D20030410-13:09:08=01
                         132=3D10.2=01
                         133=3D10.7=01
                         134=3D1=01
                         135=3D1=01
                         167=3DOPT=01
                         200=3D200304=01
                         201=3D0=01
                         202=3D32.5=01
                         299=3D1=01
                         336=3DW_AM1=01

                         55=3DRBK=01
                         60=3D20030410-13:09:08=01
                         132=3D0=01
                         133=3D0.05=01
                         134=3D1=01
                         135=3D1=01
                         167=3DOPT=01
                         200=3D200304=01
                         201=3D1=01
                         202=3D32.5=01
                         299=3D2=01
                         336=3DW_AM1=01

             302=3D1=01
             304=3D0=01
             311=3DRBK=01
301=3D1=01
10=3D063=01


private void Tick()
{
             QuickFix42.MassQuote m =3D new QuickFix42.MassQuote();
             m.setField(new QuoteID(mClient.mUserID));
             m.setField(new QuoteResponseLevel(1)); //tell me only abou=
t
bad quotes
             foreach(group of quotes I am quoting known as the variable=
 p)
             {
                         Group Qset =3D new Group(296, 0x1);
                         Qset.setField(new
QuoteSetID(mQuoteSetID.ToString()));
                         Qset.setField(new UnderlyingSymbol(p.Series));=

                         Qset.setField(new TotQuoteEntries(0));
                         foreach(quote in my quote group p known as Q)
                         {
                                     Group Quotes =3D new Group(295, 0x=
1);
                                     //set all the quote fields
                                     Quotes.setField(new
QuoteEntryID(i.ToString()));
                                     Quotes.setField(new Symbol(q.Symbo=
l));
                                     Quotes.setField(new
SecurityType(q.SecurityType));
                                     Quotes.setField(new
MaturityMonthYear(q.strMaturityMonthYear));
                                     Quotes.setField(new
SecurityType(q.SecurityType));
                                     Quotes.setField(new
StrikePrice(q.StrikePrice));
                                     Quotes.setField(new PutOrCall(q.Is=
Call
? PutOrCall.CALL : PutOrCall.PUT ));
                                     Quotes.setField(new BidPx(q.BidPX)=
);
                                     Quotes.setField(new
OfferPx(q.OfferPX));
                                     Quotes.setField(new
BidSize(q.BidSize));
                                     Quotes.setField(new
OfferSize(q.OfferSize));
                                     Quotes.setField(new
TransactTime(DateTime.Now));
                                     Quotes.setField(new
TradingSessionID(mClient.Parent.Key));
                                     i++;
                                     Qset.addGroup(Quotes);
                         }
                         m.addGroup(Qset);
                         mQuoteSetID++;
             }
             send m
}


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