RE: [Quickfix-developers] NewOrderMultileg compilation issue.
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From: Boby P. <bp...@gl...> - 2005-04-27 15:30:15
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Hi Caleb/quickfixers,
Can anybody please tell me how to get multi-leg components (eg LegSymbol
(600) from a Multi-leg order? For example
void CMyApplication::onMessage(const FIX43::NewOrderMultileg& aMsg, const
FIX::SessionID& aSessionID)
{
FIX::NoLegs aNoLegs;
FIX::LegSymbol aSymbol;
aMsg.get(aNoLegs) ; // this is ok
aMsg.get(aSymbol); // NOT good
aNoLegs.get(aSymbol); // NOT good see below my Note
}
Note : But it seems NoLeg is a class in Quickfix derived from Group.
How can I get the leg components? How should I loop thru legs?
Any helps are highly appreciated.
Boby
-----Original Message-----
From: Caleb Epstein [mailto:cal...@gm...]
Sent: Tuesday, April 26, 2005 8:27 AM
To: Boby Paul
Cc: qui...@li...
Subject: Re: [Quickfix-developers] NewOrderMultileg compilation issue.
On 4/25/05, Boby Paul <bp...@gl...> wrote:
> void CMyApplication::onMessage(const FIX43::NewOrderMultileg& aMsg, const
> FIX::SessionID& aSessionID)
> {
> FIX::SenderCompID aSenderCompID; // this is OK
> aMsg.getHeader().get(aSenderCompID); // this
> is NOT ok
I suspect you have not included the header
<quickfix/fix43/NewOrderMultileg.h>. The MessageCracker includes a
forward declaration for it, but does not include the header file
itself. You need to do this in your application.
--
Caleb Epstein
caleb dot epstein at gmail dot com
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