RE: [Quickfix-developers] Handling FIX Messages From An External Source

[Oren M. <ore...@ya...>]

Yeah Jon, you can just use the constructor of the
message class to parse.  The only thing you need to
worry about is if you are passing around messages with
repeating groups you must pass in a DataDictionary to
the constructor with the appropriate FIX version or
the message will not have enough information to parse.
 This isn't a problem with message types like
NewOrderSingle, ExecutionReport etc.

--oren

--- "Dahl, Jon" <JD...@cm...> wrote:
> Well, that is basically what I am doing. I'm using
> the Message class for
> extraction.
> 
> Just wanted to know if there was anything else I
> should be using when
> dealing with
> an external FIX message.
> 
> JD
> 
> -----Original Message-----
> From: Miller, Oren
> [mailto:OM...@ri...] 
> Sent: Tuesday, March 16, 2004 8:40 AM
> To: Dahl, Jon;
> qui...@li...
> Subject: Re: [Quickfix-developers] Handling FIX
> Messages From An
> External Source
> 
> 
> Hmm,
> 
> Can't you just make a copy of the ExecutionReport
> message, lookup the
> clordid, set the correct sender and target compids
> and send it along to
> the client?
> 
> --oren
> 
> --------------------------
> Sent from my BlackBerry Wireless Handheld
> 
> 
> -----Original Message-----
> From: Dahl, Jon <JD...@cm...>
> To: qui...@li...
> <qui...@li...>
> Sent: Mon Mar 15 10:45:08 2004
> Subject: [Quickfix-developers] Handling FIX Messages
> From An External
> Source
> 
> Currently, we are writing an Order Entry Gateway
> that will handle
> requests from clients and forward the message off to
> the engine in FIX
> Format. Execution Report Messages will be returned
> in FIX format as
> well.
> 
> The response message from the engine will not have
> correct SenderCompID
> and TargetCompID fields in it. So I will need to be
> able to extract
> fields from the message and place them in a valid
> ExecutionReport
> message to be sent off to the correct client. I will
> be returned the
> original ClOrdID from the engine so there shouldn't
> be a problem
> returning it to the correct client if I cache
> requests.
> 
> My biggest ? is having the ability to parse the
> ExecutionReport message
> for fields to build the ExecutionReport message
> being sent back to the
> client. Right now, it looks like the Message class
> is the place to
> start. Anyone else have any suggestions how to parse
> the fields out?
> Would MessageCracker blow up if the SenderCompID and
> TargetCompID are
> not a valid Session connected?
> 
> Thanks,
> 
> JD
> 
> P.S. - Kudos on the new
> website(http://www.quickfixengine.org).
> 
> 
>
-------------------------------------------------------
> This SF.Net email is sponsored by: IBM Linux
> Tutorials
> Free Linux tutorial presented by Daniel Robbins,
> President and CEO of
> GenToo technologies. Learn everything from
> fundamentals to system
>
administration.http://ads.osdn.com/?ad_id70&alloc_id638&op=ick
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
>
https://lists.sourceforge.net/lists/listinfo/quickfix-developers
> 
> 
> 
>
-------------------------------------------------------
> This SF.Net email is sponsored by: IBM Linux
> Tutorials
> Free Linux tutorial presented by Daniel Robbins,
> President and CEO of
> GenToo technologies. Learn everything from
> fundamentals to system
>
administration.http://ads.osdn.com/?ad_id70&alloc_id638&op=click
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
>
https://lists.sourceforge.net/lists/listinfo/quickfix-developers


__________________________________
Do you Yahoo!?
Yahoo! Mail - More reliable, more storage, less spam
http://mail.yahoo.com