quickfix-users

[Quickfix-users] Newbie Questions

[Glenn B. <gbe...@we...>]

All (especially Oren),

First, thanks for QuickFIX.  I'm very impressed with the functionality, 
support, and effort that's been put into this project.

I'm adding support for submitting trade tickets for stocks and options 
to an existing pricing analysis tool.  Inasmuch, my requirements are 
pretty simple -- I don't need to support all the functionality of an 
order management system.

I've got QuickFIX built and working pretty well in a sample order entry 
.NET application.  However, I've run into two issues:

(1) I'm finding the lack of documented source code and/or detailed 
documentation for .NET a significant impediment to more rapid 
development.  Any plans to improve documentation?  I know that DoxyGen 
(tool used to build current QuickFIX C++ documentation) has the ability 
to process C# inlined documentation.

(2) I need the ability to provide nominal validation that a submitted 
trade ticket was received by the FIX server I'm connecting to.  Two sub 
questions here:

(2a) Using the sample Executor application, if I purposefully malform a 
message, I get a message back (in fromApp method) with the msgType field 
(35) set to a reject code (such as 3 or j).  HOWEVER, attempts to 
extract the msgType field fail with a field not found exception -- 
here's my code:

    public void fromApp(Message message, SessionID sessionID) {
      crack(message, sessionID);
      QuickFix.MsgType messageType = new MsgType();
      message.getField(messageType);
      QuickFix44.Message
      if( messageType.Equals( '3' )  || messageType.Equals( 'j' )) {
        Text failedReason = new Text("<uninitialized>");
        message.getField(failedReason);
        Console.WriteLine("\nMessage send appears to have failed: " + 
failedReason);
        throw new Exception("\nMessage send appears to have failed: " + 
failedReason);
      }
    }

The field not found exception is thrown on the line 
"message.getField(messageType)".

(2b) The above notification sent back from FIX server, and sent to my 
fromApp method occurs only if the message was rejected.  Is there a way 
of getting a positive confirmation that a submitted order was received 
successfully by the FIX server?

Thanks!

Glenn B

Re: [Quickfix-users] Newbie Questions

[Glenn B. <gbe...@we...>]

All,

Thanks to some helpful replies (thanks Paige && Mike), I got it working.

I needed to override the following onMessage methods:

    public override void onMessage(QuickFix44.ExecutionReport report, 
SessionID sessionID)
    public override void onMessage(QuickFix44.BusinessMessageReject 
reject, SessionID sessionID)

Working perfectly now.

Thanks!

Glenn B

Glenn Berntson wrote:
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> All (especially Oren),
>
> First, thanks for QuickFIX.  I'm very impressed with the functionality, 
> support, and effort that's been put into this project.
>
> I'm adding support for submitting trade tickets for stocks and options 
> to an existing pricing analysis tool.  Inasmuch, my requirements are 
> pretty simple -- I don't need to support all the functionality of an 
> order management system.
>
> I've got QuickFIX built and working pretty well in a sample order entry 
> .NET application.  However, I've run into two issues:
>
> (1) I'm finding the lack of documented source code and/or detailed 
> documentation for .NET a significant impediment to more rapid 
> development.  Any plans to improve documentation?  I know that DoxyGen 
> (tool used to build current QuickFIX C++ documentation) has the ability 
> to process C# inlined documentation.
>
> (2) I need the ability to provide nominal validation that a submitted 
> trade ticket was received by the FIX server I'm connecting to.  Two sub 
> questions here:
>
> (2a) Using the sample Executor application, if I purposefully malform a 
> message, I get a message back (in fromApp method) with the msgType field 
> (35) set to a reject code (such as 3 or j).  HOWEVER, attempts to 
> extract the msgType field fail with a field not found exception -- 
> here's my code:
>
>     public void fromApp(Message message, SessionID sessionID) {
>       crack(message, sessionID);
>       QuickFix.MsgType messageType = new MsgType();
>       message.getField(messageType);
>       QuickFix44.Message
>       if( messageType.Equals( '3' )  || messageType.Equals( 'j' )) {
>         Text failedReason = new Text("<uninitialized>");
>         message.getField(failedReason);
>         Console.WriteLine("\nMessage send appears to have failed: " + 
> failedReason);
>         throw new Exception("\nMessage send appears to have failed: " + 
> failedReason);
>       }
>     }
>
> The field not found exception is thrown on the line 
> "message.getField(messageType)".
>
> (2b) The above notification sent back from FIX server, and sent to my 
> fromApp method occurs only if the message was rejected.  Is there a way 
> of getting a positive confirmation that a submitted order was received 
> successfully by the FIX server?
>
> Thanks!
>
> Glenn B
>
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