RE: [Quickfix-developers] NoRelatedSym Class
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orenmnero
From: Mike H. <mi...@an...> - 2003-04-28 09:47:15
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Hi All, i also seem to have problems using the group NoRelatedSym in a MarketDataRequest message. i have followed the previous threads on this but to no avail. Basically i always get a 'Tag not defined for this message type' for Symbol (55). my setup (Fix4.3, java1.4, QF 1.4.1, linux build gcc3.2) i've applied the following DataDictionary patches from Oren's previous mail (and i have the latest DataDictionary from cvs): =20 http://cvs.sourceforge.net/cgi-bin/viewcvs.cgi/quickfix/quickfix/src/C%2b%2= b/DataDictionary.h.diff?r1=3D1.10&r2=3D1.11 http://cvs.sourceforge.net/cgi-bin/viewcvs.cgi/quickfix/quickfix/src/C%2b%2= b/DataDictionary.cpp.diff?r1=3D1.14&r2=3D1.15 here's my message creation code: org.quickfix.fix43.MarketDataRequest.NoMDEntryTypes marketDataEntryGroup =3D new org.quickfix.fix43.MarketDataRequest.NoMDEntryTypes(); MDEntryType mdType =3D new MDEntryType(); mdType.setValue(MDEntryType.BID); marketDataEntryGroup.set(mdType); org.quickfix.fix43.MarketDataRequest.NoRelatedSym symbolGroup =3D new org.quickfix.fix43.MarketDataRequest.NoRelatedSym(); =20 symbolGroup.set(new Symbol(md.getSymbol())); =20 SubscriptionRequestType subType =3D new SubscriptionRequestType(); subType.setValue(SubscriptionRequestType.SNAPSHOT); org.quickfix.fix43.MarketDataRequest message =3D new org.quickfix.fix43.MarketDataRequest(); message.set(new MDReqID( md.getID())); message.set(subType); message.set(new MarketDepth(((Integer)md.getMarketDepth()).intValue())); message.addGroup(marketDataEntryGroup); message.addGroup(symbolGroup); send(message, md.getSessionID()); And this is what it looks like prior to being sent: <message> <header> <field number=3D"8" value=3D"FIX.4.3"/> <field number=3D"35" value=3D"V"/> </header> <body> <field number=3D"146" value=3D"1"/> <field number=3D"262" value=3D"1"/> <field number=3D"263" value=3D"0"/> <field number=3D"264" value=3D"0"/> <field number=3D"267" value=3D"1"/> <group> <field number=3D"55" value=3D"tsco.l"/> </group> <group> <field number=3D"269" value=3D"0"/> </group> </body> <trailer> </trailer> </message> Any ideas what could be wrong, Am i doing something stupid ?? Cheers, Mike |