Hi,
I am newbie to FIX and based on your sample examples, I am trying to write a
Trading Application that integrates with SQL Server that generates the new
Orders. In the application I get the newly generated orders from SQL Server
and store it in a array using STL vectors.
However, the problem is some of the fields of Msg Type "D" is not converting
into correct FIX field format and not showing it in the order or message and
this led to not able to STAGE the orders. Below is my piece of code
// declaration....
FIX::ClOrdID aClOrdID;
aClOrdID = FIX::ClOrdID(Table[ii][0]);
aSymbol = FIX::Symbol(Table[ii][1]);
aMaturityMonthYear = FIX::MaturityMonthYear(Table[ii][2]);
aMaturityDay = FIX::MaturityDay(Table[ii][3]);
aContractMultiplier = FIX::ContractMultiplier(atof(Table[ii][4].c_str()));
aSide = FIX::Side(Table[ii][4].c_str());
aOrderQty = FIX::OrderQty(atoi(Table[ii][6].c_str()));
aOrdType = FIX::OrdType(Table[ii][7].c_str());
aPrice = FIX::Price(atof(Table[ii][8].c_str()));
The problem I found is in Tags "Side" and "OrderType". A sample example of
fieldconverters into FIX format is highly appreciated. Also, let me know if
I am using accessing variables in wrong way.
Thanks,
mambadas.
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