I sent this to the quickfix-user list, I apologize for the duplicate post,
not sure which is the correct list to send this question to.
I am having trouble parsing a Quote message using a c# version of QuickFix.
An example message I have received is:
8=FIX.4.4
9=207
35=S
49=JTEST1
56=J_UAT_1
34=23
52=20090727-18:58:58
131=0
5271=InstrumentValuationResponse
555=1
600=NG
611=20091200
608=OCXXXX
1188=0.5775604818
7966=0.7208459105
612=4.9
681=1.098108096
1=dm1
10=021
I have the following method for reading the message:
public override void onMessage(QuickFix44.Quote message, SessionID session)
{
int numLegs = message.getNoLegs().getValue();
for (uint n = 1; n<=numLegs; n++)
{
QuickFix44.Quote.NoLegs group = new
QuickFix44.Quote.NoLegs();
message.getGroup(n, group);
I correctly determine that the numLegs = 1. However, when I call
message.getGroup, I get a FieldNotFound exception.
If I am not using a data dictionary, I see the following in my event log:
20090727-18:59:05 : Message 23 Rejected: Conditionally Required Field
Missing:555
Though, the 555 field is in the message.
I suspect the problem has to do with the user defined fields, 1188 and/or
7966. I tried using a data dictionary, I modified the supplied fix44.xml
dictionary to add fields for 1188 and 7966 and included them in the
InsturmentLeg component. I also added the 5271 user defined field to the
Quote message in the dictionary. After those changes, when using the data
dictionary, the Quote message is rejected and I see the following in the
event log:
20090727-18:48:53 : Message 3 Rejected: Tag not defined for this message
type:612
612 is the LegStrikePrice, which should be supported on an InsturmentLeg, so
I'm not sure why that is occuring?
Is there anything else I need to do to handle these user defined fields? Am
I doing something wrong in the onMessage method? Or is the message I am
receiving badly formed? Is there anything else I should try to debug this?
Thanks
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