Thread: [Quickfix-developers] Messagecreation
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From: Fabio R. <FRe...@1e...> - 2009-11-04 15:07:06
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Hi I try to create a message like this: Message message = new Message(string FixString); As FixString I put: 8=FIX.4.4?9=434?35=R?34=1?49=Vontobel?52=20091104-15:00:03.565?56=Merrill?131=1?146=1?55=101337?167=PUT?541=20101101?225=20091104?240=20101108?206=E?711=1?311=ABBN.VX?457=1?458=CH0012221716?459=I-?462=1?316=120?941=CHF?308=XSWX?318=CHF?10025=1?10060=1?303=1?537=1?54=2?854=0?38=25000?64=20091109?15=CHF?232=1?233=ISDAREF?234=1235465?735=1?695=B?692=3?62=20091030-14:30:50?453=2?448=VON?447=D?452=7?448=MER?447=D?452=17?5508=1?10001=0?10005=0?10010=0?10=227? And the afterwards sended message looks like this: 8=FIX.4.4?9=434?35=R?34=1?49=Vontobel?52=20091104-15:01:00.676?56=Merrill?15=CHF?38=25000?54=2?55=101337?62=20091030-14:30:50?64=20091109?131=1?146=1?167=PUT?206=E?225=20091104?232=1?233=ISDAREF?234=1235465?240=20101108?303=1?308=XSWX?311=ABBN.VX?316=120?318=CHF?447=D?447=D?448=VON?448=MER?452=7?452=17?453=2?457=1?458=CH0012221716?459=I-?462=1?537=1?541=20101101?692=3?695=B?711=1?735=1?854=0?941=CHF?5508=1?10001=0?10005=0?10010=0?10025=1?10060=1?10=228? So there the same information in it, but in a totally different order. Can anybody explain me why this happens? Best Regards Fabio |
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From: Grant B. <gbi...@co...> - 2009-11-04 15:21:29
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I believe that, on construction, QuickFIX is converting your string into its internal storage format. On sending, the internal storage is re-string-ified. As long as the order of fields within repeating groups is the same, the two message strings are equivalent. -Grant On Wed, Nov 4, 2009 at 10:06 AM, Fabio Renggli <FRe...@1e...> wrote: > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > > Hi > > I try to create a message like this: > > Message message = new Message(string FixString); > > As FixString I put: > > > 8=FIX.4.4?9=434?35=R?34=1?49=Vontobel?52=20091104-15:00:03.565?56=Merrill?131=1?146=1?55=101337?167=PUT?541=20101101?225=20091104?240=20101108?206=E?711=1?311=ABBN.VX?457=1?458=CH0012221716?459=I-?462=1?316=120?941=CHF?308=XSWX?318=CHF?10025=1?10060=1?303=1?537=1?54=2?854=0?38=25000?64=20091109?15=CHF?232=1?233=ISDAREF?234=1235465?735=1?695=B?692=3?62=20091030-14:30:50?453=2?448=VON?447=D?452=7?448=MER?447=D?452=17?5508=1?10001=0?10005=0?10010=0?10=227? > > > > And the afterwards sended message looks like this: > > 8=FIX.4.4?9=434?35=R?34=1?49=Vontobel?52=20091104-15:01:00.676?56=Merrill?15=CHF?38=25000?54=2?55=101337?62=20091030-14:30:50?64=20091109?131=1?146=1?167=PUT?206=E?225=20091104?232=1?233=ISDAREF?234=1235465?240=20101108?303=1?308=XSWX?311=ABBN.VX?316=120?318=CHF?447=D?447=D?448=VON?448=MER?452=7?452=17?453=2?457=1?458=CH0012221716?459=I-?462=1?537=1?541=20101101?692=3?695=B?711=1?735=1?854=0?941=CHF?5508=1?10001=0?10005=0?10010=0?10025=1?10060=1?10=228? > > So there the same information in it, but in a totally different order. Can anybody explain me why this happens? > > Best Regards > Fabio > ------------------------------------------------------------------------------ > Let Crystal Reports handle the reporting - Free Crystal Reports 2008 30-Day > trial. Simplify your report design, integration and deployment - and focus on > what you do best, core application coding. Discover what's new with > Crystal Reports now. http://p.sf.net/sfu/bobj-july > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > |
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From: Mikhail V. <mve...@gm...> - 2009-11-04 15:25:35
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If you notice all the fields after the header are in numeric order. In general it is easier to process this when you have them in some sort of order especially if the internal structures can be represented as arrays and use the field numbers as indexes. - Regards, Mikhail Veygman -----Original Message----- From: Fabio Renggli <FRe...@1e...> To: qui...@li... <qui...@li...> Subject: [Quickfix-developers] Messagecreation Date: Wed, 4 Nov 2009 16:06:35 +0100 QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX Support: http://www.quickfixengine.org/services.html Hi I try to create a message like this: Message message = new Message(string FixString); As FixString I put: 8=FIX.4.4?9=434?35=R?34=1?49=Vontobel?52=20091104-15:00:03.565?56=Merrill?131=1?146=1?55=101337?167=PUT?541=20101101?225=20091104?240=20101108?206=E?711=1?311=ABBN.VX?457=1?458=CH0012221716?459=I-?462=1?316=120?941=CHF?308=XSWX?318=CHF?10025=1?10060=1?303=1?537=1?54=2?854=0?38=25000?64=20091109?15=CHF?232=1?233=ISDAREF?234=1235465?735=1?695=B?692=3?62=20091030-14:30:50?453=2?448=VON?447=D?452=7?448=MER?447=D?452=17?5508=1?10001=0?10005=0?10010=0?10=227? And the afterwards sended message looks like this: 8=FIX.4.4?9=434?35=R?34=1?49=Vontobel?52=20091104-15:01:00.676?56=Merrill?15=CHF?38=25000?54=2?55=101337?62=20091030-14:30:50?64=20091109?131=1?146=1?167=PUT?206=E?225=20091104?232=1?233=ISDAREF?234=1235465?240=20101108?303=1?308=XSWX?311=ABBN.VX?316=120?318=CHF?447=D?447=D?448=VON?448=MER?452=7?452=17?453=2?457=1?458=CH0012221716?459=I-?462=1?537=1?541=20101101?692=3?695=B?711=1?735=1?854=0?941=CHF?5508=1?10001=0?10005=0?10010=0?10025=1?10060=1?10=228? So there the same information in it, but in a totally different order. Can anybody explain me why this happens? Best Regards Fabio ------------------------------------------------------------------------------ Let Crystal Reports handle the reporting - Free Crystal Reports 2008 30-Day trial. Simplify your report design, integration and deployment - and focus on what you do best, core application coding. Discover what's new with Crystal Reports now. http://p.sf.net/sfu/bobj-july _______________________________________________ Quickfix-developers mailing list Qui...@li... https://lists.sourceforge.net/lists/listinfo/quickfix-developers |
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From: Fabio R. <FRe...@1e...> - 2009-11-04 15:30:53
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So there is no way to create a message from an existing and valid fixstring without getting a crap of a fixstring which doesn't work? ________________________________________ Von: Mikhail Veygman [mve...@gm...] Gesendet: Mittwoch, 4. November 2009 16:25 An: Fabio Renggli Cc: qui...@li... Betreff: Re: [Quickfix-developers] Messagecreation If you notice all the fields after the header are in numeric order. In general it is easier to process this when you have them in some sort of order especially if the internal structures can be represented as arrays and use the field numbers as indexes. - Regards, Mikhail Veygman -----Original Message----- From: Fabio Renggli <FRe...@1e...> To: qui...@li... <qui...@li...> Subject: [Quickfix-developers] Messagecreation Date: Wed, 4 Nov 2009 16:06:35 +0100 QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX Support: http://www.quickfixengine.org/services.html Hi I try to create a message like this: Message message = new Message(string FixString); As FixString I put: 8=FIX.4.4?9=434?35=R?34=1?49=Vontobel?52=20091104-15:00:03.565?56=Merrill?131=1?146=1?55=101337?167=PUT?541=20101101?225=20091104?240=20101108?206=E?711=1?311=ABBN.VX?457=1?458=CH0012221716?459=I-?462=1?316=120?941=CHF?308=XSWX?318=CHF?10025=1?10060=1?303=1?537=1?54=2?854=0?38=25000?64=20091109?15=CHF?232=1?233=ISDAREF?234=1235465?735=1?695=B?692=3?62=20091030-14:30:50?453=2?448=VON?447=D?452=7?448=MER?447=D?452=17?5508=1?10001=0?10005=0?10010=0?10=227? And the afterwards sended message looks like this: 8=FIX.4.4?9=434?35=R?34=1?49=Vontobel?52=20091104-15:01:00.676?56=Merrill?15=CHF?38=25000?54=2?55=101337?62=20091030-14:30:50?64=20091109?131=1?146=1?167=PUT?206=E?225=20091104?232=1?233=ISDAREF?234=1235465?240=20101108?303=1?308=XSWX?311=ABBN.VX?316=120?318=CHF?447=D?447=D?448=VON?448=MER?452=7?452=17?453=2?457=1?458=CH0012221716?459=I-?462=1?537=1?541=20101101?692=3?695=B?711=1?735=1?854=0?941=CHF?5508=1?10001=0?10005=0?10010=0?10025=1?10060=1?10=228? So there the same information in it, but in a totally different order. Can anybody explain me why this happens? Best Regards Fabio ------------------------------------------------------------------------------ Let Crystal Reports handle the reporting - Free Crystal Reports 2008 30-Day trial. Simplify your report design, integration and deployment - and focus on what you do best, core application coding. Discover what's new with Crystal Reports now. http://p.sf.net/sfu/bobj-july _______________________________________________ Quickfix-developers mailing list Qui...@li... https://lists.sourceforge.net/lists/listinfo/quickfix-developers |
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From: Grant B. <gbi...@co...> - 2009-11-04 15:40:52
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How does the fixstring not work? The strings should be FIX-equivalent. FIX doesn't care about order except in repeating groups. On Wed, Nov 4, 2009 at 10:29 AM, Fabio Renggli <FRe...@1e...> wrote: > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > So there is no way to create a message from an existing and valid fixstring without getting a crap of a fixstring which doesn't work? > > ________________________________________ > Von: Mikhail Veygman [mve...@gm...] > Gesendet: Mittwoch, 4. November 2009 16:25 > An: Fabio Renggli > Cc: qui...@li... > Betreff: Re: [Quickfix-developers] Messagecreation > > If you notice all the fields after the header are in numeric order. > In general it is easier to process this when you have them in some sort > of order especially if the internal structures can be represented as > arrays and use the field numbers as indexes. > - > Regards, > > Mikhail Veygman > > > -----Original Message----- > From: Fabio Renggli <FRe...@1e...> > To: qui...@li... > <qui...@li...> > Subject: [Quickfix-developers] Messagecreation > Date: Wed, 4 Nov 2009 16:06:35 +0100 > > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > Hi > > I try to create a message like this: > > Message message = new Message(string FixString); > > As FixString I put: > > 8=FIX.4.4?9=434?35=R?34=1?49=Vontobel?52=20091104-15:00:03.565?56=Merrill?131=1?146=1?55=101337?167=PUT?541=20101101?225=20091104?240=20101108?206=E?711=1?311=ABBN.VX?457=1?458=CH0012221716?459=I-?462=1?316=120?941=CHF?308=XSWX?318=CHF?10025=1?10060=1?303=1?537=1?54=2?854=0?38=25000?64=20091109?15=CHF?232=1?233=ISDAREF?234=1235465?735=1?695=B?692=3?62=20091030-14:30:50?453=2?448=VON?447=D?452=7?448=MER?447=D?452=17?5508=1?10001=0?10005=0?10010=0?10=227? > > > > > And the afterwards sended message looks like this: > > 8=FIX.4.4?9=434?35=R?34=1?49=Vontobel?52=20091104-15:01:00.676?56=Merrill?15=CHF?38=25000?54=2?55=101337?62=20091030-14:30:50?64=20091109?131=1?146=1?167=PUT?206=E?225=20091104?232=1?233=ISDAREF?234=1235465?240=20101108?303=1?308=XSWX?311=ABBN.VX?316=120?318=CHF?447=D?447=D?448=VON?448=MER?452=7?452=17?453=2?457=1?458=CH0012221716?459=I-?462=1?537=1?541=20101101?692=3?695=B?711=1?735=1?854=0?941=CHF?5508=1?10001=0?10005=0?10010=0?10025=1?10060=1?10=228? > > So there the same information in it, but in a totally different order. > Can anybody explain me why this happens? > > Best Regards > Fabio > ------------------------------------------------------------------------------ > Let Crystal Reports handle the reporting - Free Crystal Reports 2008 30-Day > trial. Simplify your report design, integration and deployment - and focus on > what you do best, core application coding. Discover what's new with > Crystal Reports now. http://p.sf.net/sfu/bobj-july > _______________________________________________ Quickfix-developers mailing list Qui...@li... https://lists.sourceforge.net/lists/listinfo/quickfix-developers > ------------------------------------------------------------------------------ > Let Crystal Reports handle the reporting - Free Crystal Reports 2008 30-Day > trial. Simplify your report design, integration and deployment - and focus on > what you do best, core application coding. Discover what's new with > Crystal Reports now. http://p.sf.net/sfu/bobj-july > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > |
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From: Fabio R. <FRe...@1e...> - 2009-11-04 15:49:35
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yes and that's the problem: look at this: 146=1?55=101337?167=PUT? this string is ok. because 146 says that a repeating group starts and 55 is the starttag in this group. but in the new message there it looks like this: 146=1?167=PUT?206=E?225= and the tag 55 is just at the beginning of the message. regards. ________________________________________ Von: Grant Birchmeier [gbi...@co...] Gesendet: Mittwoch, 4. November 2009 16:40 An: Fabio Renggli Cc: Mikhail Veygman; qui...@li... Betreff: Re: [Quickfix-developers] Messagecreation How does the fixstring not work? The strings should be FIX-equivalent. FIX doesn't care about order except in repeating groups. On Wed, Nov 4, 2009 at 10:29 AM, Fabio Renggli <FRe...@1e...> wrote: > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > So there is no way to create a message from an existing and valid fixstring without getting a crap of a fixstring which doesn't work? > > ________________________________________ > Von: Mikhail Veygman [mve...@gm...] > Gesendet: Mittwoch, 4. November 2009 16:25 > An: Fabio Renggli > Cc: qui...@li... > Betreff: Re: [Quickfix-developers] Messagecreation > > If you notice all the fields after the header are in numeric order. > In general it is easier to process this when you have them in some sort > of order especially if the internal structures can be represented as > arrays and use the field numbers as indexes. > - > Regards, > > Mikhail Veygman > > > -----Original Message----- > From: Fabio Renggli <FRe...@1e...> > To: qui...@li... > <qui...@li...> > Subject: [Quickfix-developers] Messagecreation > Date: Wed, 4 Nov 2009 16:06:35 +0100 > > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > Hi > > I try to create a message like this: > > Message message = new Message(string FixString); > > As FixString I put: > > 8=FIX.4.4?9=434?35=R?34=1?49=Vontobel?52=20091104-15:00:03.565?56=Merrill?131=1?146=1?55=101337?167=PUT?541=20101101?225=20091104?240=20101108?206=E?711=1?311=ABBN.VX?457=1?458=CH0012221716?459=I-?462=1?316=120?941=CHF?308=XSWX?318=CHF?10025=1?10060=1?303=1?537=1?54=2?854=0?38=25000?64=20091109?15=CHF?232=1?233=ISDAREF?234=1235465?735=1?695=B?692=3?62=20091030-14:30:50?453=2?448=VON?447=D?452=7?448=MER?447=D?452=17?5508=1?10001=0?10005=0?10010=0?10=227? > > > > > And the afterwards sended message looks like this: > > 8=FIX.4.4?9=434?35=R?34=1?49=Vontobel?52=20091104-15:01:00.676?56=Merrill?15=CHF?38=25000?54=2?55=101337?62=20091030-14:30:50?64=20091109?131=1?146=1?167=PUT?206=E?225=20091104?232=1?233=ISDAREF?234=1235465?240=20101108?303=1?308=XSWX?311=ABBN.VX?316=120?318=CHF?447=D?447=D?448=VON?448=MER?452=7?452=17?453=2?457=1?458=CH0012221716?459=I-?462=1?537=1?541=20101101?692=3?695=B?711=1?735=1?854=0?941=CHF?5508=1?10001=0?10005=0?10010=0?10025=1?10060=1?10=228? > > So there the same information in it, but in a totally different order. > Can anybody explain me why this happens? > > Best Regards > Fabio > ------------------------------------------------------------------------------ > Let Crystal Reports handle the reporting - Free Crystal Reports 2008 30-Day > trial. Simplify your report design, integration and deployment - and focus on > what you do best, core application coding. Discover what's new with > Crystal Reports now. http://p.sf.net/sfu/bobj-july > _______________________________________________ Quickfix-developers mailing list Qui...@li... https://lists.sourceforge.net/lists/listinfo/quickfix-developers > ------------------------------------------------------------------------------ > Let Crystal Reports handle the reporting - Free Crystal Reports 2008 30-Day > trial. Simplify your report design, integration and deployment - and focus on > what you do best, core application coding. Discover what's new with > Crystal Reports now. http://p.sf.net/sfu/bobj-july > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > |
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From: Kenny S. <ks...@co...> - 2009-11-04 15:54:52
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You need to use a DataDictionary when constructing the message. Message( const std::string& string, const FIX::DataDictionary& dataDictionary, bool validate = true ) -- Kenny Stone Connamara Systems, LLC On Wed, Nov 4, 2009 at 9:49 AM, Fabio Renggli <FRe...@1e...> wrote: > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > yes and that's the problem: look at this: 146=1?55=101337?167=PUT? this > string is ok. because 146 says that a repeating group starts and 55 is the > starttag in this group. but in the new message there it looks like this: > 146=1?167=PUT?206=E?225= and the tag 55 is just at the beginning of the > message. > > regards. > ________________________________________ > Von: Grant Birchmeier [gbi...@co...] > Gesendet: Mittwoch, 4. November 2009 16:40 > An: Fabio Renggli > Cc: Mikhail Veygman; qui...@li... > Betreff: Re: [Quickfix-developers] Messagecreation > > How does the fixstring not work? The strings should be > FIX-equivalent. FIX doesn't care about order except in repeating > groups. > > > On Wed, Nov 4, 2009 at 10:29 AM, Fabio Renggli <FRe...@1e...> > wrote: > > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > > QuickFIX Support: http://www.quickfixengine.org/services.html > > > > So there is no way to create a message from an existing and valid > fixstring without getting a crap of a fixstring which doesn't work? > > > > ________________________________________ > > Von: Mikhail Veygman [mve...@gm...] > > Gesendet: Mittwoch, 4. November 2009 16:25 > > An: Fabio Renggli > > Cc: qui...@li... > > Betreff: Re: [Quickfix-developers] Messagecreation > > > > If you notice all the fields after the header are in numeric order. > > In general it is easier to process this when you have them in some sort > > of order especially if the internal structures can be represented as > > arrays and use the field numbers as indexes. > > - > > Regards, > > > > Mikhail Veygman > > > > > > -----Original Message----- > > From: Fabio Renggli <FRe...@1e...> > > To: qui...@li... > > <qui...@li...> > > Subject: [Quickfix-developers] Messagecreation > > Date: Wed, 4 Nov 2009 16:06:35 +0100 > > > > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > > QuickFIX Support: http://www.quickfixengine.org/services.html > > > > Hi > > > > I try to create a message like this: > > > > Message message = new Message(string FixString); > > > > As FixString I put: > > > > > 8=FIX.4.4?9=434?35=R?34=1?49=Vontobel?52=20091104-15:00:03.565?56=Merrill?131=1?146=1?55=101337?167=PUT?541=20101101?225=20091104?240=20101108?206=E?711=1?311=ABBN.VX?457=1?458=CH0012221716?459=I-?462=1?316=120?941=CHF?308=XSWX?318=CHF?10025=1?10060=1?303=1?537=1?54=2?854=0?38=25000?64=20091109?15=CHF?232=1?233=ISDAREF?234=1235465?735=1?695=B?692=3?62=20091030-14:30:50?453=2?448=VON?447=D?452=7?448=MER?447=D?452=17?5508=1?10001=0?10005=0?10010=0?10=227? > > > > > > > > > > And the afterwards sended message looks like this: > > > > > 8=FIX.4.4?9=434?35=R?34=1?49=Vontobel?52=20091104-15:01:00.676?56=Merrill?15=CHF?38=25000?54=2?55=101337?62=20091030-14:30:50?64=20091109?131=1?146=1?167=PUT?206=E?225=20091104?232=1?233=ISDAREF?234=1235465?240=20101108?303=1?308=XSWX?311=ABBN.VX?316=120?318=CHF?447=D?447=D?448=VON?448=MER?452=7?452=17?453=2?457=1?458=CH0012221716?459=I-?462=1?537=1?541=20101101?692=3?695=B?711=1?735=1?854=0?941=CHF?5508=1?10001=0?10005=0?10010=0?10025=1?10060=1?10=228? > > > > So there the same information in it, but in a totally different order. > > Can anybody explain me why this happens? > > > > Best Regards > > Fabio > > > ------------------------------------------------------------------------------ > > Let Crystal Reports handle the reporting - Free Crystal Reports 2008 > 30-Day > > trial. Simplify your report design, integration and deployment - and > focus on > > what you do best, core application coding. Discover what's new with > > Crystal Reports now. http://p.sf.net/sfu/bobj-july > > _______________________________________________ Quickfix-developers > mailing list Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > > > ------------------------------------------------------------------------------ > > Let Crystal Reports handle the reporting - Free Crystal Reports 2008 > 30-Day > > trial. Simplify your report design, integration and deployment - and > focus on > > what you do best, core application coding. Discover what's new with > > Crystal Reports now. http://p.sf.net/sfu/bobj-july > > _______________________________________________ > > Quickfix-developers mailing list > > Qui...@li... > > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > > > > ------------------------------------------------------------------------------ > Let Crystal Reports handle the reporting - Free Crystal Reports 2008 30-Day > trial. Simplify your report design, integration and deployment - and focus > on > what you do best, core application coding. Discover what's new with > Crystal Reports now. http://p.sf.net/sfu/bobj-july > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > |
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From: Fabio R. <FRe...@1e...> - 2009-11-04 16:32:55
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Thank you. It works like this. Regards Fabio ________________________________________ Von: Kenny Stone [ks...@co...] Gesendet: Mittwoch, 4. November 2009 16:54 An: qui...@li... Betreff: Re: [Quickfix-developers] Messagecreation QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX Support: http://www.quickfixengine.org/services.html |
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