Not sure why you want to do a regular expression on the entire raw FIX message.
If you want to apply regular expression or some sort on a tag value, you can do
such processing in toApp() or toAdmin().
----- Original Message ----
From: Richard Hedin <rh...@pe...>
To: "qui...@li..."
<qui...@li...>
Sent: Thu, April 14, 2011 11:36:08 AM
Subject: [Quickfix-users] Post-processing
QuickFIX Documentation:
http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html
Hello. I have an application that sends information to a variety of
destinations, through a variety of routes. The application works well.
Now it is emerging that some of those destinations want special treatment. “Oh,
when you send me my symbol name, please append this string to it. It will help
me in my processing.” I suspect that a lot of destinations will want some
particular thing slightly different. I can imagine my neat, simple application
getting festooned with crap.
It would be nice to do some post-processing. After the application has finished
its work, and thinks the fix message is ready to send out, it checks whether
there is a script stored for this destination. If there is, it runs the string
representing the fix message through the script, and sends the result. Perhaps
one can embed awk, or the perl regular expression processor.
Will I break anything if I pull the string representing the fix message back
from the QuickFix engine right before I call Session.sendToTarget, possibly
change the string, give it back to the engine, and call sendToTarget?
Regards,
Rick
Rick Hedin
Software Engineer
PE∆K6 Investments
141 W. Jackson Blvd. Suite 500
Chicago, Il 60604
D: (312) 362-4343
E: rh...@pe...
________________________________
See http://www.peak6.com/email_disclaimer.php for terms and conditions related
to this email
|
