[Quickfix-developers] Repeating Groups

[Patrick F. <pat...@ch...>]

Developers,
	I am getting an exception "Incorrect NumInGroup count for repeating
group" when I pass a MassQuote object.  There are three count fields and =
the
FIX documentation does not do much to clarify what each should be set =
to.
How should this C# code work?

MassQuote massQuote =3D new MassQuote();

foreach(Quote q in quotes)
{
			QuickFix44.MassQuote.NoQuoteSets grp =3D new
QuickFix44.MassQuote.NoQuoteSets();
			QuickFix44.MassQuote.NoQuoteSets.NoQuoteEntries
fields=3Dnew=20
=09
QuickFix44.MassQuote.NoQuoteSets.NoQuoteEntries();
		=09
			fields.set(new BidPx((double)q.BidPrice));
			fields.set(new BidSize((double)q.BidQuantity));
			fields.set(new OfferPx((double)q.AskPrice));
			fields.set(new OfferSize((double)q.AskQuantity));
			=09
			grp.addGroup(fields);
		=09
			TotNoQuoteEntries tot =3D new TotNoQuoteEntries();
			tot.setValue(1);
			grp.set(tot);	//?? Not sure what this is

			NoQuoteEntries qu =3D new NoQuoteEntries();
			qu.setValue(1);
			grp.set(qu);

			massQuote.addGroup(grp);
}


-----------------------------------------------------------=20
This email message is intended only for the addressee(s)=20
and contains information that may be confidential and/or=20
copyright.  If you are not the intended recipient please=20
notify the sender by reply email and immediately delete=20
this email. Use, disclosure or reproduction of this email=20
by anyone other than the intended recipient(s) is strictly=20
prohibited. No representation is made that this email or=20
any attachments are free of viruses. Virus scanning is=20
recommended and is the responsibility of the recipient.

Thank you.
-----------------------------------------------------------=20

For more information on CTC, LLC please visit
our website at:=20

           http://www.chicagotrading.com.