Hi,
Currently I'm trying to obtain the market value of a symbol from a reply
message from a server, however, I'm not sure on how to obtain the value
in field 270(MDEntryPx).
void Application::onMessage
(const FIX42::MarketDataSnapshotFullRefresh& message, const
FIX::SessionID&) {
FIX::NoMDEntries noMDEntries;
message.get(noMDEntries); // incomplete type is not allowed
}
when I typed in the above code in my application.cpp, I could not
compile due to the error commented.
void Application::fromApp(const FIX::Message& message, const
FIX::SessionID& sessionID)
throw(FIX::FieldNotFound, FIX::IncorrectDataFormat,
FIX::IncorrectTagValue, FIX::UnsupportedMessageType)
{
crack(message, sessionID);
std::cout << std::endl << "IN: " << message << std::endl;
FIX::MsgType msgType;
message.getHeader().getField(msgType);
if (msgType.getValue() == "W"){
std::string value = message.getHeader().getField(270); //MDEntryPx
mkval = std::stod(value); //mkval is a double
}
}
when I used the above code, I could compile and run, but when it reached
the line std::string value = message.getHeader().getField(270);
I received an toApp message with 58=Conditionally Required Field Missing
<270>
May I know what I can change in order to be able to store the symbol
price into a double object?
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