Cheers Barry,
there are others - a good one is from Javelin Technologies - so as long
as you don't mind using the opposition's tools :)
http://www.javtech.com/rc/fixionary.htm
Cheers
Mike
On Thu, 2003-04-24 at 10:06, Bishop, Barry wrote:
> Hi,
>=20
> A FIX data dictionary tool that I've found very useful is found here:
>=20
> http://www.ttconnect.net/ttportal/datadict/browser.jsp
>=20
> It gives good descriptions of messages, tags and sometimes little bit of
> logic as to what goes with what.
>=20
> Best of luck,
> barry bishop
>=20
>=20
> -----Original Message-----
> From: Jon Dahl [mailto:jd...@Li...]
> Sent: 23 April 2003 17:49
> To: qui...@li...
> Subject: [Quickfix-developers] New To the Library
>=20
>=20
> Hey all,
> =20
> I've been working with the 1.4.1 library for a few days now and have hit
> some snags and climbed some hills so to speak with it.
> =20
> My main purpose for the library initially is to customize it for Quote
> Requests, Quote Request Reject, and Indicatives. I was wondering if anyon=
e
> has implemented the library for these types of requests?
> =20
> I have started to code the QuoteRequest in the executor project but I wan=
t
> to make sure I am coding the right thing.
> =20
> Here is something I have started:
> void Application::onMessage( const FIX43::QuoteRequest& message,
> const FIX::SessionID& sessionID)
> {
> FIX::NoRelatedSym noRelatedSym;
> FIX::QuoteType quoteType;
> FIX::MaturityMonthYear maturityMonthYear;
> FIX::Symbol symbol;
> FIX::Side side;
> FIX::QuoteReqID quoteReqID;
> FIX::OrderQty orderQty;
> FIX::Price price;
> FIX::ClOrdID clOrdID;
> FIX::CFICode cfiCode;
> FIX::StrikePrice strikePrice;
> message.get( quoteReqID );
> if( message.MsgType()!=3D FIX::MsgType_QuoteRequest )
> throw FIX::IncorrectTagValue(quoteReqID.getField() );
> FIX43::ExecutionReport executionReport;
> =20
> try
> {
> FIX::Session::sendToTarget(executionReport, sessionID);
> }
> catch ( FIX::SessionNotFound& ){}
> }
> =20
> Now is ExecutionReport only for single orders or is it for all requests? =
It
> seems like it is more for Orders only.
> =20
> Anyone have any ideas on what I should use for a QuoteRequest Response
> Message?
> =20
> Thanks,
> =20
> JD
> N=18=01=E9=9A=8AX'u<)=19Y\g-=07=17 =7Fb=1EH=1EzG(=1FBu=DE=96^=C9=9AXX
> rG=02=D7=AFzZ)z%l2q=07=07zm6?X=E0=AC=B6(=1E~zw-X=0Fb=1D?*u=DE=96^
>=20
>=20
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> Qui...@li...
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--=20
|
