quickfix-developers

[Quickfix-developers] nested groups inside MassQuote message

[Joy B. <jo...@cy...>]

i am still having problem using inner (nested) groups. Here is a =
detailed discription of what i am doing. I am using quickfix-1.8.0  and =
FIX 44 version on windows platform. I have written the client and the =
server in c++. I am having problem handling MassQuote message since it =
has a group (NoQuoteEntries) nested within another group (NoQuoteSets).=20
I have the following questions:

1.  Does the user enter values for fields like TotNoQuoteEntries and =
NoQuoteEntries?
     If not,  then on the client side are these fields to be set with =
empty objects of TotNoQuoteEntries and  NoQuoteEntries? OR Are these =
fields not to be set at all?=20
     How does one handle these two fiels on the client side? And how =
does QuickFix generate values for these fields?
     It seems in my case "NoQuoteSets" is having no problem in =
generating the proper value even without the need to set it on the =
client side but but the same does not seem to be happening in case of =
TotNoQuoteEntries and NoQuoteEntries (i.e it does not get any value =
unless it is set on the client side ). Please have a look at the code =
provided below.

2.   i am getting the following output on the server side:

<20040818-11:49:16, FIX.4.4:TW->CLIENT1, incoming>
  =
(8=3DFIX.4.4=E2=98=BA9=3D75=E2=98=BA35=3Di=E2=98=BA34=3D95=E2=98=BA49=3DC=
LIENT1=E2=98=BA52=3D20040818-11:49:16.000=E2=98=BA56=3DTW=E2=98=BA117=3DI=
Dq=E2=98=BA296=3D1=E2=98=BA302=3DIDs=E2=98=BA10=3D158=E2=98=BA)
MassQuote Msg received from client
 QuoteID=3D IDq
 NoQuoteSets=3D 1
 QuoteSetID=3D IDs
 have defined noQuoteEntriesGroup1
 TotNoQuoteEntries=3D
 NoQuoteEntries=3D
<20040818-11:49:16, FIX.4.4:TW->CLIENT1, event>
  (Message 95 Rejected: Required tag missing:295)

(NOTE:  TotNoQuoteEntries and NoQuoteEntries have not generated any =
values)

The server side program seems to be throwing an exception at the =
following line :=20
   message.getGroup(1, noQuoteEntriesGroup1);

Please have a look at the server side program and advise me as to what =
could be the problem and why am i receiving "Required tag missing:295".


server side code :

void Application::onMessage( const FIX44::MassQuote& message, const =
FIX::SessionID& sessionID )
{
 std :: cout<< "MassQuote Msg received from client" << std::endl;
  FIX::QuoteID quoteID;
  FIX::NoQuoteSets noQuoteSets;
 =20
  message.get( quoteID );
   std :: cout<< " QuoteID=3D " << quoteID <<std::endl;
  message.get( noQuoteSets );
   std :: cout<< " NoQuoteSets=3D " << noQuoteSets <<std::endl;

  FIX44::MassQuote::NoQuoteSets noQuoteSetsGroup;
=20
  FIX::QuoteSetID quoteSetID;
  FIX::TotNoQuoteEntries totNoQuoteEntries;
  FIX::NoQuoteEntries noQuoteEntries;

  message.getGroup(1, noQuoteSetsGroup);
   noQuoteSetsGroup.get( quoteSetID );
   std :: cout<< " QuoteSetID=3D " << quoteSetID <<std::endl;

  if( noQuoteSetsGroup.isSet( totNoQuoteEntries ) ){
  noQuoteSetsGroup.get( totNoQuoteEntries );
  std :: cout<< " TotNoQuoteEntries=3D " << totNoQuoteEntries =
<<std::endl;
   }

  if( noQuoteSetsGroup.isSet( noQuoteEntries ) ){
  noQuoteSetsGroup.get( noQuoteEntries );
  std :: cout<< " NoQuoteEntries=3D " << noQuoteEntries <<std::endl;
  }
 =20
  FIX44::MassQuote::NoQuoteSets::NoQuoteEntries noQuoteEntriesGroup1;
  FIX::QuoteEntryID quoteEntryID;

  std :: cout<< " have defined noQuoteEntriesGroup1 " << std::endl;
  std :: cout<< " TotNoQuoteEntries=3D " << totNoQuoteEntries =
<<std::endl;
  std :: cout<< " NoQuoteEntries=3D " << noQuoteEntries <<std::endl;

  message.getGroup(1, noQuoteEntriesGroup1);

  std :: cout<< " we have got noQuoteEntriesGroup1 " << std::endl;

  if( !noQuoteEntriesGroup1.isSet( quoteEntryID ) )
   {  =20
      std :: cout<< " QuoteEntryID field not set" << std::endl;
   }=20
 =20
  if( noQuoteEntriesGroup1.isSet( quoteEntryID ) ){
  noQuoteEntriesGroup1.get( quoteEntryID );
    std :: cout<< " QuoteEntryID=3D " << quoteEntryID <<std::endl;
    std :: cout<< "have reached here" << std::endl;
   }

 FIX44::MassQuoteAcknowledgement massQuoteAcknowledgement =3D =
FIX44::MassQuoteAcknowledgement
      ( FIX::QuoteStatus( 0 ));

  try
  {
    FIX::Session::sendToTarget( massQuoteAcknowledgement, sessionID );
  }
  catch ( FIX::SessionNotFound& ) {}

}

=20
 client side code :

FIX44::MassQuote Application::queryMassQuote44()
{

  FIX44::MassQuote massQuote(FIX::QuoteID( "IDq" ) );
  FIX44::MassQuote::NoQuoteSets noQuoteSetsGroup;

  FIX::TotNoQuoteEntries totNoQuoteEntries;
  FIX::NoQuoteEntries noQuoteEntries;
 =20
  noQuoteSetsGroup.set( FIX::QuoteSetID( "IDs" ) );
  massQuote.addGroup( noQuoteSetsGroup );
=20
  FIX44::MassQuote::NoQuoteSets::NoQuoteEntries noQuoteEntriesGroup1;
  noQuoteEntriesGroup.setField(FIX::QuoteEntryID( "IDe" ) );
  noQuoteSetsGroup.addGroup( noQuoteEntriesGroup1 );=20

  queryHeader( massQuote.getHeader() );
  return massQuote;
  =20
}

Regards=20
Joy=20

Re: [Quickfix-developers] nested groups inside MassQuote message

[Oren M. <or...@qu...>]

Joy, I think you're client code should look more like this.  It looks=20
like in your version you are adding an empty noQuoteEntriesGroup. =20
Also, you are adding the noQuoteEntriesGroup1 to your noQuoteSetsGroup=20=

after having already added it to the massQuote.  This means the group=20
will never make it into the actual message.

FIX44::MassQuote Application::queryMassQuote44()
{
   FIX44::MassQuote massQuote(FIX::QuoteID( "IDq" ) );
   FIX44::MassQuote::NoQuoteSets noQuoteSetsGroup;

   FIX::TotNoQuoteEntries totNoQuoteEntries;
   FIX::NoQuoteEntries noQuoteEntries;

   noQuoteSetsGroup.set( FIX::QuoteSetID( "IDs" ) );
   FIX44::MassQuote::NoQuoteSets::NoQuoteEntries noQuoteEntriesGroup1;
   noQuoteEntriesGroup.setField(FIX::QuoteEntryID( "IDe" ) );
   noQuoteSetsGroup.addGroup( noQuoteEntriesGroup1 );
   massQuote.addGroup( noQuoteSetsGroup1 );

   queryHeader( massQuote.getHeader() );
   return massQuote;
}

As for which number fields to set, you never need to set the field the=20=

group is named after.  So when you create a=20
FIX44::MassQuote::NoQuoteSets, you know that you don't have to set the=20=

NoQuoteSets field.  TotNoQuoteEntries is not one of those, so you must=20=

set it yourself.

--oren

On Aug 18, 2004, at 8:10 AM, Joy Bannerjee wrote:

> i am still having problem using inner (nested) groups. Here is a=20
> detailed discription of what i am doing. I am using quickfix-1.8.0=A0=20=

> and FIX 44 version on windows platform. I have written the client and=20=

> the server in c++. I am having problem handling MassQuote message=20
> since it has a group (NoQuoteEntries) nested within another group=20
> (NoQuoteSets).
>  I have the following questions:
> =A0
> 1.=A0 Does the user enter values for fields like TotNoQuoteEntries and=20=

> NoQuoteEntries?
> =A0=A0=A0=A0=A0If not, =A0then on the client side are these fields to =
be set with=20
> empty objects of TotNoQuoteEntries=A0and=A0=A0NoQuoteEntries? OR Are =
these=20
> fields=A0not to be set at all?
>  =A0=A0=A0=A0 How does one handle these two fiels on the client side? =
And=A0how=20
> does QuickFix generate values for these fields?
> =A0=A0=A0 =A0It seems in my case "NoQuoteSets" is having no problem in=20=

> generating the proper value even without the need to set it on the=20
> client side but but the same does not seem to be happening in case of=20=

> TotNoQuoteEntries and NoQuoteEntries (i.e it does not get any value=20
> unless it is set on the client side ). Please have a look at the code=20=

> provided below.
>
<snip>
> =A0
> FIX44::MassQuote Application::queryMassQuote44()
> {
> =A0
> =A0 FIX44::MassQuote massQuote(FIX::QuoteID( "IDq" ) );
> =A0 FIX44::MassQuote::NoQuoteSets noQuoteSetsGroup;
> =A0
> =A0 FIX::TotNoQuoteEntries totNoQuoteEntries;
> =A0 FIX::NoQuoteEntries noQuoteEntries;
> =A0
>  =A0 noQuoteSetsGroup.set( FIX::QuoteSetID( "IDs" ) );
> =A0 massQuote.addGroup( noQuoteSetsGroup );
> =A0
> =A0 FIX44::MassQuote::NoQuoteSets::NoQuoteEntries =
noQuoteEntriesGroup1;
> =A0 noQuoteEntriesGroup.setField(FIX::QuoteEntryID( "IDe" ) );
> =A0 noQuoteSetsGroup.addGroup( noQuoteEntriesGroup1 );
>  =A0
> =A0 queryHeader( massQuote.getHeader() );
> =A0 return massQuote;
> =A0=A0
>  }
> Regards
>  Joy=A0
> =A0
> =A0
> =A0
> =A0
> =A0
> =A0
> =A0
> =A0
> =A0