RE: [Quickfix-developers] session id's and arca fix certification

[Clark S. <cla...@ya...>]

I did a kind of kludey fix to the 4.1/ 4.2 problem. 
 
void add_3_sessions( FIX::Message& message) {
  FIX42::NewOrderSingle::NoTradingSessions group;
  group.set( FIX::TradingSessionID("P1" ) );
  message.addGroup( group );
  group.set( FIX::TradingSessionID("P2") );
  message.addGroup( group );
  group.set( FIX::TradingSessionID("P3") );
  message.addGroup( group );
}

I then pass in a FIX41 NewOrderSingle object.
Andrew <and...@ho...> wrote:

Clark,

I have done this w/the Java API for Arca.  Arca supports connecting via 4.0/4.1 not 4.2.  Are you sure you mean 4.2?   The bad news is that 4.1 does not include those tags so you have to add these guys to /quickfix/spec/fix41.xml

 

<group name="NoTradingSessions" required="N">

   <field name="TradingSessionID" required="N"/>

 </group>

 

Here is a link to mine:

http://www.nmedia.net/~andrew/FIX41.xml

 

then run the generate script to regen the appropriate bits of code.  You might need to download ruby and some of MS’s XML stuff if you’re doing it on Windows.

 

-Andrew

 

 

 

 

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From: qui...@li... [mailto:qui...@li...] On Behalf Of Clark Sims
Sent: Friday, June 04, 2004 12:21 PM
To: qui...@li...
Subject: [Quickfix-developers] session id's and arca fix certification


 

I need to set NoTradingSessions(386) = 3


and add


336=P1 336=P2 336=P3


 


to pass the Arca Fix Certification.


 


I went through the documentation on repeating groups:


 


// create a market data message
    FIX42::MarketDataSnapshotFullRefresh message(FIX::Symbol("QF"));


// repeating group in the form of MessageName::NoField  FIX42::MarketDataSnapshotFullRefresh::NoMDEntries group;
    group.set(FIX::MDEntryType('0'));
    group.set(FIX::MDEntryPx(12.32));
    group.set(FIX::MDEntrySize(100));
    group.set(FIX::OrderID("ORDERID"));
    message.addGroup(group);


I found the following statement in Fields.h


DEFINE_NUMINGROUP(NoTradingSessions)


 


and I found


NoTradingSessions = 386  in FildNumbers.h


 


But I can't figure out how to specify the group I need to add!


I have tried:


FIX::TradingSessionId::NoTradingSessions group;


 


but it doesn't compile.


 


What is the C++ syntax to say :  386=3 336=P1 336=P2 336=P3 

in the FIX message?



 


 


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