[Quickfix-developers] User Defined Messages & Groups
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From: Michael H. <mh...@li...> - 2005-06-06 11:51:58
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I am using QuickFix 1.9.4 to connect to SFE. They have user defined messages with user defined repeating groups. I can process and handle the incoming messages okay. My problem exists with outgoing messages. I add the tags in the order I want them to be in the message, but they are serialized in a random / different way. I am just wondering what the best / recommended way to implement this is. I searched through the library and found the message_order and group_order structs. Should I create a new class and derive from the Message class similar to the MassQuote class?=20 =20 Thanks =20 Michael Holm Liquid Capital Markets Ltd 11 Old Jewry London EC2R 8DU Tel:020 7726 3028 =20 |