RE: [Quickfix-developers] New To the Library

[Bishop, B. <Bar...@gs...>]

Hi,

A FIX data dictionary tool that I've found very useful is found here:

http://www.ttconnect.net/ttportal/datadict/browser.jsp

It gives good descriptions of messages, tags and sometimes little bit =
of
logic as to what goes with what.

Best of luck,
barry bishop


-----Original Message-----
From: Jon Dahl [mailto:jd...@Li...]
Sent: 23 April 2003 17:49
To: qui...@li...
Subject: [Quickfix-developers] New To the Library


Hey all,
=20
I've been working with the 1.4.1 library for a few days now and have =
hit
some snags and climbed some hills so to speak with it.
=20
My main purpose for the library initially is to customize it for Quote
Requests, Quote Request Reject, and Indicatives. I was wondering if =
anyone
has implemented the library for these types of requests?
=20
I have started to code the QuoteRequest in the executor project but I =
want
to make sure I am coding the right thing.
=20
Here is something I have started:
void Application::onMessage( const FIX43::QuoteRequest& message,
       const FIX::SessionID& sessionID)
{
 FIX::NoRelatedSym noRelatedSym;
 FIX::QuoteType quoteType;
 FIX::MaturityMonthYear maturityMonthYear;
 FIX::Symbol symbol;
 FIX::Side side;
 FIX::QuoteReqID quoteReqID;
 FIX::OrderQty orderQty;
 FIX::Price price;
 FIX::ClOrdID clOrdID;
 FIX::CFICode cfiCode;
 FIX::StrikePrice strikePrice;
 message.get( quoteReqID );
 if( message.MsgType()!=3D FIX::MsgType_QuoteRequest )
  throw FIX::IncorrectTagValue(quoteReqID.getField() );
 FIX43::ExecutionReport executionReport;
 =20
 try
 {
  FIX::Session::sendToTarget(executionReport, sessionID);
 }
 catch ( FIX::SessionNotFound& ){}
}
=20
Now is ExecutionReport only for single orders or is it for all =
requests? It
seems like it is more for Orders only.
=20
Anyone have any ideas on what I should use for a QuoteRequest Response
Message?
=20
Thanks,
=20
JD
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