Re: [Quickfix-users] Newbie Questions
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From: Glenn B. <gbe...@we...> - 2007-06-12 14:47:23
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All, Thanks to some helpful replies (thanks Paige && Mike), I got it working. I needed to override the following onMessage methods: public override void onMessage(QuickFix44.ExecutionReport report, SessionID sessionID) public override void onMessage(QuickFix44.BusinessMessageReject reject, SessionID sessionID) Working perfectly now. Thanks! Glenn B Glenn Berntson wrote: > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > All (especially Oren), > > First, thanks for QuickFIX. I'm very impressed with the functionality, > support, and effort that's been put into this project. > > I'm adding support for submitting trade tickets for stocks and options > to an existing pricing analysis tool. Inasmuch, my requirements are > pretty simple -- I don't need to support all the functionality of an > order management system. > > I've got QuickFIX built and working pretty well in a sample order entry > .NET application. However, I've run into two issues: > > (1) I'm finding the lack of documented source code and/or detailed > documentation for .NET a significant impediment to more rapid > development. Any plans to improve documentation? I know that DoxyGen > (tool used to build current QuickFIX C++ documentation) has the ability > to process C# inlined documentation. > > (2) I need the ability to provide nominal validation that a submitted > trade ticket was received by the FIX server I'm connecting to. Two sub > questions here: > > (2a) Using the sample Executor application, if I purposefully malform a > message, I get a message back (in fromApp method) with the msgType field > (35) set to a reject code (such as 3 or j). HOWEVER, attempts to > extract the msgType field fail with a field not found exception -- > here's my code: > > public void fromApp(Message message, SessionID sessionID) { > crack(message, sessionID); > QuickFix.MsgType messageType = new MsgType(); > message.getField(messageType); > QuickFix44.Message > if( messageType.Equals( '3' ) || messageType.Equals( 'j' )) { > Text failedReason = new Text("<uninitialized>"); > message.getField(failedReason); > Console.WriteLine("\nMessage send appears to have failed: " + > failedReason); > throw new Exception("\nMessage send appears to have failed: " + > failedReason); > } > } > > The field not found exception is thrown on the line > "message.getField(messageType)". > > (2b) The above notification sent back from FIX server, and sent to my > fromApp method occurs only if the message was rejected. Is there a way > of getting a positive confirmation that a submitted order was received > successfully by the FIX server? > > Thanks! > > Glenn B > > ------------------------------------------------------------------------- > This SF.net email is sponsored by DB2 Express > Download DB2 Express C - the FREE version of DB2 express and take > control of your XML. No limits. Just data. Click to get it now. > http://sourceforge.net/powerbar/db2/ > _______________________________________________ > Quickfix-users mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-users > > |