Thread: [Quickfix-developers] NoRelatedSym field order
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From: Marcus M. <mar...@bo...> - 2005-08-17 17:31:58
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All, The order of tags in the quote request does not match the order in the FIX4.2 specification. What do I have to do to add NoRelatedSym tag with a value of 1, and get the appropriate (55,48,22,207 ...) tags to follow it? Currently the body of tags are in descending order. Regards, Marcus |
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From: Oren M. <or...@qu...> - 2005-08-17 17:45:09
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Did you read the section of the documentation on creating messages with repeating groups? http://www.quickfixengine.org/quickfix/doc/html/repeating_groups.html ----- Original Message ----- From: "Marcus Monaghan" <mar...@bo...> To: <qui...@li...> Sent: Wednesday, August 17, 2005 12:38 PM Subject: [Quickfix-developers] NoRelatedSym field order > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > All, > The order of tags in the quote request does not match the order in the > FIX4.2 specification. What do I have to do to add NoRelatedSym tag with a > value of 1, and get the appropriate (55,48,22,207 ...) tags to follow it? > > Currently the body of tags are in descending order. > > Regards, > Marcus > > > > > ------------------------------------------------------- > SF.Net email is Sponsored by the Better Software Conference & EXPO > September 19-22, 2005 * San Francisco, CA * Development Lifecycle > Practices > Agile & Plan-Driven Development * Managing Projects & Teams * Testing & QA > Security * Process Improvement & Measurement * http://www.sqe.com/bsce5sf > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > |
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From: Marcus M. <mar...@bo...> - 2005-08-22 07:35:51
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Oren,
Thanks for the reply. I have indeed read that section but it does not
appear to be working. The section of code I have is:
fixMessage->setField( FIX::OrdType( FIX::OrdType_MARKET ));
// Group these fields
fixMessage->setField( FIX::NoRelatedSym( 1 )); // 146 tag
FIX::Group grp =
FIX::Group(146,55,FIX::message_order(55,48,22,207,54,38,64,63));
grp.setField( FIX::Symbol( request.isin ) );
grp.setField( FIX::SecurityID( request.isin ) );
grp.setField( FIX::IDSource( FIX::SecurityIDSource_ISIN_NUMBER ) );
// Isin
grp.setField( FIX::SecurityExchange( "L" ) );
grp.setField( request.buyOrSell.toFixSide() );
grp.setField( FIX::OrderQty( request.quantity ) );
// Add the group
fixMessage->addGroup( grp );
Have I missed something?
Regards,
Marcus
Oren Miller wrote:
> Did you read the section of the documentation on creating messages
> with repeating groups?
>
> http://www.quickfixengine.org/quickfix/doc/html/repeating_groups.html
>
> ----- Original Message ----- From: "Marcus Monaghan"
> <mar...@bo...>
> To: <qui...@li...>
> Sent: Wednesday, August 17, 2005 12:38 PM
> Subject: [Quickfix-developers] NoRelatedSym field order
>
>
>> QuickFIX Documentation:
>> http://www.quickfixengine.org/quickfix/doc/html/index.html
>> QuickFIX Support: http://www.quickfixengine.org/services.html
>>
>> All,
>> The order of tags in the quote request does not match the order in
>> the FIX4.2 specification. What do I have to do to add NoRelatedSym
>> tag with a value of 1, and get the appropriate (55,48,22,207 ...)
>> tags to follow it?
>>
>> Currently the body of tags are in descending order.
>>
>> Regards,
>> Marcus
>>
>>
>>
>>
>> -------------------------------------------------------
>> SF.Net email is Sponsored by the Better Software Conference & EXPO
>> September 19-22, 2005 * San Francisco, CA * Development Lifecycle
>> Practices
>> Agile & Plan-Driven Development * Managing Projects & Teams * Testing
>> & QA
>> Security * Process Improvement & Measurement *
>> http://www.sqe.com/bsce5sf
>> _______________________________________________
>> Quickfix-developers mailing list
>> Qui...@li...
>> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>>
>
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From: Marcus M. <mar...@bo...> - 2005-08-22 09:09:56
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Found it.
Actually using the noRelatedSymGroup works fine. I think the problem
with the my original group was that I omitted the tag "0".
fixMessage->setField( FIX::OrdType( FIX::OrdType_MARKET ));
FIX42::QuoteRequest::NoRelatedSym noRelatedSymGroup;
noRelatedSymGroup.setField( FIX::Symbol( request.isin ) );
noRelatedSymGroup.setField( FIX::SecurityID( request.isin ) );
noRelatedSymGroup.setField( FIX::IDSource(
FIX::SecurityIDSource_ISIN_NUMBER ) ); // Isin
noRelatedSymGroup.setField( FIX::SecurityExchange( "L" ) );
noRelatedSymGroup.setField( request.buyOrSell.toFixSide() );
noRelatedSymGroup.setField( FIX::OrderQty( request.quantity ) );
// Add the group
fixMessage->addGroup( noRelatedSymGroup );
Regards,
Marcus
Marcus Monaghan wrote:
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Oren,
>
> Thanks for the reply. I have indeed read that section but it does not
> appear to be working. The section of code I have is:
>
> fixMessage->setField( FIX::OrdType( FIX::OrdType_MARKET ));
>
> // Group these fields
> fixMessage->setField( FIX::NoRelatedSym( 1 )); // 146 tag
> FIX::Group grp =
> FIX::Group(146,55,FIX::message_order(55,48,22,207,54,38,64,63));
>
> grp.setField( FIX::Symbol( request.isin ) );
> grp.setField( FIX::SecurityID( request.isin ) );
> grp.setField( FIX::IDSource( FIX::SecurityIDSource_ISIN_NUMBER ) );
> // Isin
> grp.setField( FIX::SecurityExchange( "L" ) );
> grp.setField( request.buyOrSell.toFixSide() );
> grp.setField( FIX::OrderQty( request.quantity ) );
>
> // Add the group
> fixMessage->addGroup( grp );
>
> Have I missed something?
>
> Regards,
> Marcus
>
> Oren Miller wrote:
>
>> Did you read the section of the documentation on creating messages
>> with repeating groups?
>>
>> http://www.quickfixengine.org/quickfix/doc/html/repeating_groups.html
>>
>> ----- Original Message ----- From: "Marcus Monaghan"
>> <mar...@bo...>
>> To: <qui...@li...>
>> Sent: Wednesday, August 17, 2005 12:38 PM
>> Subject: [Quickfix-developers] NoRelatedSym field order
>>
>>
>>> QuickFIX Documentation:
>>> http://www.quickfixengine.org/quickfix/doc/html/index.html
>>> QuickFIX Support: http://www.quickfixengine.org/services.html
>>>
>>> All,
>>> The order of tags in the quote request does not match the order in
>>> the FIX4.2 specification. What do I have to do to add NoRelatedSym
>>> tag with a value of 1, and get the appropriate (55,48,22,207 ...)
>>> tags to follow it?
>>>
>>> Currently the body of tags are in descending order.
>>>
>>> Regards,
>>> Marcus
>>>
>>>
>>>
>>>
>>> -------------------------------------------------------
>>> SF.Net email is Sponsored by the Better Software Conference & EXPO
>>> September 19-22, 2005 * San Francisco, CA * Development Lifecycle
>>> Practices
>>> Agile & Plan-Driven Development * Managing Projects & Teams *
>>> Testing & QA
>>> Security * Process Improvement & Measurement *
>>> http://www.sqe.com/bsce5sf
>>> _______________________________________________
>>> Quickfix-developers mailing list
>>> Qui...@li...
>>> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>>>
>>
>
>
> -------------------------------------------------------
> SF.Net email is Sponsored by the Better Software Conference & EXPO
> September 19-22, 2005 * San Francisco, CA * Development Lifecycle
> Practices
> Agile & Plan-Driven Development * Managing Projects & Teams * Testing
> & QA
> Security * Process Improvement & Measurement * http://www.sqe.com/bsce5sf
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
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