Thread: [Quickfix-developers] Re peating Group adding to PositionReport message

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quickfix-developers

[Quickfix-developers] Re peating Group adding to PositionReport message

From: gvanto <gv...@gm...> - 2010-01-27 23:21:32

Was wondering if anyone had tips on creating repeating group message in
relation to short positions for a position report type QuickFix (.Net)
object:

http://btobits.com/fixopaedia/fixdic50/message_Position_Report_AP_.html

[code]
QuickFix44.PositionReport posReport = new QuickFix44.PositionReport(
                new PosMaintRptID("TEST_Rpt_ID"),
                new PosReqResult(2), //no. of position reports
                new ClearingBusinessDate("20100122"),
                new Account("SUSQ"),
                new
AccountType(AccountType.ACCOUNT_IS_HOUSE_TRADER_AND_IS_CROSS_MARGINED),                
                new SettlPrice(10.0),
                new SettlPriceType(SettlPriceType.FINAL),
                new PriorSettlPrice(10.0)
                );
[\code]

I need to now add some position information to this posReport object and I
believe it has to be done using Groups however not quite sure how to do it
(what to add to the group, etc) .

Any help would be greatly appreciated,
gvanto
-- 
View this message in context: http://old.nabble.com/Repeating-Group-adding-to-PositionReport-message-tp27334593p27334593.html
Sent from the QuickFIX - Dev mailing list archive at Nabble.com.

Re: [Quickfix-developers] Re peating Group adding to PositionReport message

From: Gert V. T. <gv...@go...> - 2010-01-28 00:02:05

Hi Draupnir thanks for the reply.

I can see how to create groups however I am having trouble seeing how the
structure of the PositionReport relates to position information.

For example, lets say I have just 1 position and we are short 10000 stocks
of BHP.AX <http://bhp.ax/> - this involves us (SUSQ) and a counterparty
(lets say commonwealth bank, CBA) and some information *about this
particular position*.

In the ASIC FIX rules of engagement document
http://www.asic.gov.au/asic/pdflib.nsf/LookupByFileName/ShortSellingReporting-RulesOfEngagement.pdf/$file/ShortSellingReporting-RulesOfEngagement.pdfon
page 20 the message is described. On page 21 it gets to Tag no 453
(NoPartyIDs tag).

Now I expect to have to create a group after this, only I don't know what
group to create (I would have expected something like a 'Position' group
since the information is 'grouped' by position). But the available groups
(in QuickFix44.PositionReport class) are only:
NoPartyIDs
NoPositions
NoPosAmt
...

------------------------


QuickFix44.PositionReport posReport = new QuickFix44.PositionReport(
                new PosMaintRptID("TEST_Rpt_ID"),
                new PosReqResult(1), //no. of position reports

                new ClearingBusinessDate("20100122"),
                new Account("SUSQ"),
                new
AccountType(AccountType.ACCOUNT_IS_HOUSE_TRADER_AND_IS_CROSS_MARGINED),

                new SettlPrice(10.0), //why is settlement price required
here?

                new SettlPriceType(SettlPriceType.FINAL),
                new PriorSettlPrice(10.0)
                );

            posReport.setField(new TotalNumPosReports(1)); //sending only 1
PosReport
            posReport.setField(new NoPartyIDs(2)); //submitting entity &
short-seller's details - not sure if this is right?

    // now what to do?

------------------------------
-------------

Perhaps I am misunderstanding how positions are grouped and that rather each
position (short 10000 BHP.AX <http://bhp.ax/> ) maps to only ONE
PositionReport object ?? (and then these are in turn added to a group?
however doesn't like from the doco that this is the case).


Thanks again for your help, much appreciated.


On Thu, Jan 28, 2010 at 10:32 AM, Draupnir Guðmundsson - Libra <
dra...@li...> wrote:

> Add somthing similar to this to your code:
>                 QuickFix44.PositionReport.SomeGroup grp =
> new QuickFix44.PositionReport.SomeGroup();
>                 grp.setField(new QuickFix.ContraBroker("SGA"));
>                 posReport.addGroup(grp);
>
> br,
> Draupnir
>
>
> On Wed, Jan 27, 2010 at 23:21, gvanto <gv...@gm...> wrote:
>
>> QuickFIX Documentation:
>> http://www.quickfixengine.org/quickfix/doc/html/index.html
>> QuickFIX Support: http://www.quickfixengine.org/services.html
>>
>>
>> Was wondering if anyone had tips on creating repeating group message in
>> relation to short positions for a position report type QuickFix (.Net)
>> object:
>>
>> http://btobits.com/fixopaedia/fixdic50/message_Position_Report_AP_.html
>>
>> [code]
>> QuickFix44.PositionReport posReport = new QuickFix44.PositionReport(
>>                new PosMaintRptID("TEST_Rpt_ID"),
>>                new PosReqResult(2), //no. of position reports
>>                new ClearingBusinessDate("20100122"),
>>                new Account("SUSQ"),
>>                new
>> AccountType(AccountType.ACCOUNT_IS_HOUSE_TRADER_AND_IS_CROSS_MARGINED),
>>                new SettlPrice(10.0),
>>                new SettlPriceType(SettlPriceType.FINAL),
>>                new PriorSettlPrice(10.0)
>>                );
>> [\code]
>>
>> I need to now add some position information to this posReport object and I
>> believe it has to be done using Groups however not quite sure how to do it
>> (what to add to the group, etc) .
>>
>> Any help would be greatly appreciated,
>> gvanto
>> --
>> View this message in context:
>> http://old.nabble.com/Repeating-Group-adding-to-PositionReport-message-tp27334593p27334593.html
>> Sent from the QuickFIX - Dev mailing list archive at Nabble.com.
>>
>>
>>
>> ------------------------------------------------------------------------------
>> The Planet: dedicated and managed hosting, cloud storage, colocation
>> Stay online with enterprise data centers and the best network in the
>> business
>> Choose flexible plans and management services without long-term contracts
>> Personal 24x7 support from experience hosting pros just a phone call away.
>> http://p.sf.net/sfu/theplanet-com
>> _______________________________________________
>> Quickfix-developers mailing list
>> Qui...@li...
>> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>>
>
>

Re: [Quickfix-developers] Re peating Group adding to PositionReport message

From: Gert V. T. <gv...@go...> - 2010-01-28 01:01:22

Ok I think I'm making progress:

QuickFix44.PositionReport posReport = new QuickFix44.PositionReport(
                new PosMaintRptID("TEST_Rpt_ID"),
                new PosReqResult(1), //no. of position reports
                new ClearingBusinessDate("20100122"),
                new Account("SUSQ"),
                new
AccountType(AccountType.ACCOUNT_IS_HOUSE_TRADER_AND_IS_CROSS_MARGINED),

                new SettlPrice(10.0),
                new SettlPriceType(SettlPriceType.FINAL),
                new PriorSettlPrice(10.0)
                );

            //posReport.setField(new TotalNumPosReports(1)); //sending only
1 PosReport
            posReport.set(new TotalNumPosReports(1));

            //PARTIES block
            QuickFix44.PositionReport.NoPartyIDs ptyID_grp1 =
                new QuickFix44.PositionReport.NoPartyIDs();
            ptyID_grp1.set(new PartyID("23082467605")); //ABN: 23 082 467
605
            ptyID_grp1.set(new PartyIDSource('9'));
            ptyID_grp1.set(new PartyRole(66)); //
http://btobits.com/fixopaedia/fixdic50/tag_452_PartyRole_.html?version=5.0&q=PartyRole
            ptyID_grp1.set(new NoPartySubIDs(0));
            posReport.addGroup(ptyID_grp1);

            //INSTRUMENT
            posReport.set(new Symbol("BHP.AX"));


Have a quick Question: What is the significance of Component Blocks? For
example the <Instrument> component block - should this necessarily be a
repeating group as well ?  (There doesn't seem to be a Instrument group
class in QuickFix or is there?)

thanks again for help,
Gert


On Thu, Jan 28, 2010 at 11:01 AM, Gert Van Tonder <gv...@go...>wrote:

> Hi Draupnir thanks for the reply.
>
> I can see how to create groups however I am having trouble seeing how the
> structure of the PositionReport relates to position information.
>
> For example, lets say I have just 1 position and we are short 10000 stocks
> of BHP.AX <http://bhp.ax/> - this involves us (SUSQ) and a counterparty
> (lets say commonwealth bank, CBA) and some information *about this
> particular position*.
>
> In the ASIC FIX rules of engagement document
> http://www.asic.gov.au/asic/pdflib.nsf/LookupByFileName/ShortSellingReporting-RulesOfEngagement.pdf/$file/ShortSellingReporting-RulesOfEngagement.pdfon page 20 the message is described. On page 21 it gets to Tag no 453
> (NoPartyIDs tag).
>
> Now I expect to have to create a group after this, only I don't know what
> group to create (I would have expected something like a 'Position' group
> since the information is 'grouped' by position). But the available groups
> (in QuickFix44.PositionReport class) are only:
> NoPartyIDs
> NoPositions
> NoPosAmt
> ...
>
> ------------------------
>
>
> QuickFix44.PositionReport posReport = new QuickFix44.PositionReport(
>                 new PosMaintRptID("TEST_Rpt_ID"),
>                 new PosReqResult(1), //no. of position reports
>
>                 new ClearingBusinessDate("20100122"),
>                 new Account("SUSQ"),
>                 new
> AccountType(AccountType.ACCOUNT_IS_HOUSE_TRADER_AND_IS_CROSS_MARGINED),
>
>                 new SettlPrice(10.0), //why is settlement price required
> here?
>
>                 new SettlPriceType(SettlPriceType.FINAL),
>                 new PriorSettlPrice(10.0)
>                 );
>
>             posReport.setField(new TotalNumPosReports(1)); //sending only 1
> PosReport
>             posReport.setField(new NoPartyIDs(2)); //submitting entity &
> short-seller's details - not sure if this is right?
>
>     // now what to do?
>
> ------------------------------
> -------------
>
> Perhaps I am misunderstanding how positions are grouped and that rather
> each position (short 10000 BHP.AX <http://bhp.ax/> ) maps to only ONE
> PositionReport object ?? (and then these are in turn added to a group?
> however doesn't like from the doco that this is the case).
>
>
> Thanks again for your help, much appreciated.
>
>
> On Thu, Jan 28, 2010 at 10:32 AM, Draupnir Guðmundsson - Libra <
> dra...@li...> wrote:
>
>> Add somthing similar to this to your code:
>>                 QuickFix44.PositionReport.SomeGroup grp =
>> new QuickFix44.PositionReport.SomeGroup();
>>                 grp.setField(new QuickFix.ContraBroker("SGA"));
>>                 posReport.addGroup(grp);
>>
>> br,
>> Draupnir
>>
>>
>> On Wed, Jan 27, 2010 at 23:21, gvanto <gv...@gm...> wrote:
>>
>>> QuickFIX Documentation:
>>> http://www.quickfixengine.org/quickfix/doc/html/index.html
>>> QuickFIX Support: http://www.quickfixengine.org/services.html
>>>
>>>
>>> Was wondering if anyone had tips on creating repeating group message in
>>> relation to short positions for a position report type QuickFix (.Net)
>>> object:
>>>
>>> http://btobits.com/fixopaedia/fixdic50/message_Position_Report_AP_.html
>>>
>>> [code]
>>> QuickFix44.PositionReport posReport = new QuickFix44.PositionReport(
>>>                new PosMaintRptID("TEST_Rpt_ID"),
>>>                new PosReqResult(2), //no. of position reports
>>>                new ClearingBusinessDate("20100122"),
>>>                new Account("SUSQ"),
>>>                new
>>> AccountType(AccountType.ACCOUNT_IS_HOUSE_TRADER_AND_IS_CROSS_MARGINED),
>>>                new SettlPrice(10.0),
>>>                new SettlPriceType(SettlPriceType.FINAL),
>>>                new PriorSettlPrice(10.0)
>>>                );
>>> [\code]
>>>
>>> I need to now add some position information to this posReport object and
>>> I
>>> believe it has to be done using Groups however not quite sure how to do
>>> it
>>> (what to add to the group, etc) .
>>>
>>> Any help would be greatly appreciated,
>>> gvanto
>>> --
>>> View this message in context:
>>> http://old.nabble.com/Repeating-Group-adding-to-PositionReport-message-tp27334593p27334593.html
>>> Sent from the QuickFIX - Dev mailing list archive at Nabble.com.
>>>
>>>
>>>
>>> ------------------------------------------------------------------------------
>>> The Planet: dedicated and managed hosting, cloud storage, colocation
>>> Stay online with enterprise data centers and the best network in the
>>> business
>>> Choose flexible plans and management services without long-term contracts
>>> Personal 24x7 support from experience hosting pros just a phone call
>>> away.
>>> http://p.sf.net/sfu/theplanet-com
>>> _______________________________________________
>>> Quickfix-developers mailing list
>>> Qui...@li...
>>> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>>>
>>
>>
>

Re: [Quickfix-developers] Re peating Group adding to PositionReport message

From: Draupnir G. - L. <dra...@li...> - 2010-01-28 02:27:00

Add somthing similar to this to your code:
                QuickFix44.PositionReport.SomeGroup grp =
new QuickFix44.PositionReport.SomeGroup();
                grp.setField(new QuickFix.ContraBroker("SGA"));
                posReport.addGroup(grp);

br,
Draupnir


On Wed, Jan 27, 2010 at 23:21, gvanto <gv...@gm...> wrote:

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> Was wondering if anyone had tips on creating repeating group message in
> relation to short positions for a position report type QuickFix (.Net)
> object:
>
> http://btobits.com/fixopaedia/fixdic50/message_Position_Report_AP_.html
>
> [code]
> QuickFix44.PositionReport posReport = new QuickFix44.PositionReport(
>                new PosMaintRptID("TEST_Rpt_ID"),
>                new PosReqResult(2), //no. of position reports
>                new ClearingBusinessDate("20100122"),
>                new Account("SUSQ"),
>                new
> AccountType(AccountType.ACCOUNT_IS_HOUSE_TRADER_AND_IS_CROSS_MARGINED),
>                new SettlPrice(10.0),
>                new SettlPriceType(SettlPriceType.FINAL),
>                new PriorSettlPrice(10.0)
>                );
> [\code]
>
> I need to now add some position information to this posReport object and I
> believe it has to be done using Groups however not quite sure how to do it
> (what to add to the group, etc) .
>
> Any help would be greatly appreciated,
> gvanto
> --
> View this message in context:
> http://old.nabble.com/Repeating-Group-adding-to-PositionReport-message-tp27334593p27334593.html
> Sent from the QuickFIX - Dev mailing list archive at Nabble.com.
>
>
>
> ------------------------------------------------------------------------------
> The Planet: dedicated and managed hosting, cloud storage, colocation
> Stay online with enterprise data centers and the best network in the
> business
> Choose flexible plans and management services without long-term contracts
> Personal 24x7 support from experience hosting pros just a phone call away.
> http://p.sf.net/sfu/theplanet-com
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>

Re: [Quickfix-developers] executor

From: Mr G <zip...@ya...> - 2010-01-28 21:29:04

does anyone have a working quickfix executor (exchange simulator) in C#?
 
thanks

Re: [Quickfix-developers] executor

From: Kenny S. <ks...@co...> - 2010-01-28 22:31:03

in the "examples/executor/" folder

http://github.com/quickfix/quickfix/tree/master/examples/executor/csharp/

--
Kenny Stone
Connamara Systems, LLC


On Thu, Jan 28, 2010 at 3:28 PM, Mr G <zip...@ya...> wrote:

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> does anyone have a working quickfix executor (exchange simulator) in C#?
>
>
>
> thanks
>
>
>
> ------------------------------------------------------------------------------
> The Planet: dedicated and managed hosting, cloud storage, colocation
> Stay online with enterprise data centers and the best network in the
> business
> Choose flexible plans and management services without long-term contracts
> Personal 24x7 support from experience hosting pros just a phone call away.
> http://p.sf.net/sfu/theplanet-com
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>