Thread: [Quickfix-users] Checking for tags in message.
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From: gtsafas <gt...@rb...> - 2010-02-25 14:10:03
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I am currently catching execution reports using quickfix in c++. When I look for something like tag 60 (TransactTime) if a message doesnt contain it it rejects it. NYSE for example will not put 60 on some of their messages. How can I check if the tag exists before I set it. FIX::TransactTime fTRANSACTTIME; FIX::Symbol fSYMBOL; FIX::Side fSIDE; FIX::OrderQty fORDERQTY; FIX::LastShares fLASTSHARES; FIX::LastMkt fLASTMKT; FIX::LastPx fLASTPX; FIX::ExecBroker fEXECBROKER; FIX::OrdStatus fORDSTATUS; FIX::ClOrdID fCLORDID; std::cout << std::endl << "Execution Report: " << message << std::endl << std::endl; std::cout << "Transact Time(60): " << message.get(fTRANSACTTIME) << std::endl; std::cout << "Exec Broker(76): " << message.get(fEXECBROKER) << std::endl; std::cout << "Symbol(55): " << message.get(fSYMBOL) << std::endl; std::cout << "Side(54): " << message.get(fSIDE) << std::endl; std::cout << "FULL Order Quantity(32): " << message.get(fORDERQTY) << std::endl; std::cout << "Order Quantity(32): " << message.get(fLASTSHARES) << std::endl; std::cout << "Price(31): " << message.get(fLASTPX) << std::endl; std::cout << "Last Market of Execution(30): " << message.get(fLASTMKT) << std::endl; -- View this message in context: http://old.nabble.com/Checking-for-tags-in-message.-tp27714438p27714438.html Sent from the QuickFIX - User mailing list archive at Nabble.com. |
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From: Grant B. <gbi...@co...> - 2010-02-25 14:19:47
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Use isSetField(): bool isSetField (const FieldBase &field) const Check to see if a field is set. See FieldMap: http://quickfixengine.org/quickfix/doc/html/class_f_i_x_1_1_field_map.html which is the superclass of Message. -Grant On Thu, Feb 25, 2010 at 8:09 AM, gtsafas <gt...@rb...> wrote: > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > > I am currently catching execution reports using quickfix in c++. > > When I look for something like tag 60 (TransactTime) if a message doesnt > contain it it rejects it. NYSE for example will not put 60 on some of their > messages. > > How can I check if the tag exists before I set it. > > > > > FIX::TransactTime fTRANSACTTIME; > FIX::Symbol fSYMBOL; > FIX::Side fSIDE; > > FIX::OrderQty fORDERQTY; > FIX::LastShares fLASTSHARES; > > FIX::LastMkt fLASTMKT; > FIX::LastPx fLASTPX; > > FIX::ExecBroker fEXECBROKER; > > FIX::OrdStatus fORDSTATUS; > FIX::ClOrdID fCLORDID; > > > > > > std::cout << std::endl << "Execution Report: " << message << std::endl << > std::endl; > std::cout << "Transact Time(60): " << message.get(fTRANSACTTIME) << > std::endl; > std::cout << "Exec Broker(76): " << message.get(fEXECBROKER) << std::endl; > std::cout << "Symbol(55): " << message.get(fSYMBOL) << std::endl; > std::cout << "Side(54): " << message.get(fSIDE) << std::endl; > std::cout << "FULL Order Quantity(32): " << message.get(fORDERQTY) << > std::endl; > std::cout << "Order Quantity(32): " << message.get(fLASTSHARES) << > std::endl; > std::cout << "Price(31): " << message.get(fLASTPX) << std::endl; > std::cout << "Last Market of Execution(30): " << message.get(fLASTMKT) << > std::endl; > > > -- > View this message in context: http://old.nabble.com/Checking-for-tags-in-message.-tp27714438p27714438.html > Sent from the QuickFIX - User mailing list archive at Nabble.com. > > > ------------------------------------------------------------------------------ > Download Intel® Parallel Studio Eval > Try the new software tools for yourself. Speed compiling, find bugs > proactively, and fine-tune applications for parallel performance. > See why Intel Parallel Studio got high marks during beta. > http://p.sf.net/sfu/intel-sw-dev > _______________________________________________ > Quickfix-users mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-users > |
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From: Tom H. <to...@go...> - 2010-02-25 15:04:16
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Use if (message.IsSetField(FIX::FIELDS::TransactTime) time = message.getField(FIX::FIELDS::TransactTime); for example Tom Tom Higgins Group CEO Gold-i Ltd & Gold-i LLC MetaQuotes UK & US Mob: +44 (0)7770 950038 Dir: +44 (0)1483 685412 Tel: +44 (0)1483 685410 www.gold-i.com to...@go... Surrey Technology Centre 40 Occam Road Guildford Surrey GU2 7YG Exclusive UK and US Distributor for MetaTrader and TeamWox Finalist for Toast of Surrey Business Awards 2010 NOTICE TO RECIPIENT The information in this email and any attachments may contain confidential and/or privileged information. It is intended solely for the addressee(s). If you are not the intended addressee, please notify the sender immediately (and destroy this email and any attachments from all computers). Any review, copying, redistribution in whole or in parts of this email or its attachments or any other action in reliance to this email or its attachments is strictly prohibited. Email transmission security and error-free status cannot be guaranteed as information could be intercepted, corrupted, destroyed, delayed, incomplete or contain viruses. The sender therefore does not accept any liability for any errors or omissions in the contents of this email or its attachments which may arise as a result of email transmission. -----Original Message----- From: gtsafas [mailto:gt...@rb...] Sent: 25 February 2010 2:10 PM To: qui...@li... Subject: [Quickfix-users] Checking for tags in message. QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX Support: http://www.quickfixengine.org/services.html I am currently catching execution reports using quickfix in c++. When I look for something like tag 60 (TransactTime) if a message doesnt contain it it rejects it. NYSE for example will not put 60 on some of their messages. How can I check if the tag exists before I set it. FIX::TransactTime fTRANSACTTIME; FIX::Symbol fSYMBOL; FIX::Side fSIDE; FIX::OrderQty fORDERQTY; FIX::LastShares fLASTSHARES; FIX::LastMkt fLASTMKT; FIX::LastPx fLASTPX; FIX::ExecBroker fEXECBROKER; FIX::OrdStatus fORDSTATUS; FIX::ClOrdID fCLORDID; std::cout << std::endl << "Execution Report: " << message << std::endl << std::endl; std::cout << "Transact Time(60): " << message.get(fTRANSACTTIME) << std::endl; std::cout << "Exec Broker(76): " << message.get(fEXECBROKER) << std::endl; std::cout << "Symbol(55): " << message.get(fSYMBOL) << std::endl; std::cout << "Side(54): " << message.get(fSIDE) << std::endl; std::cout << "FULL Order Quantity(32): " << message.get(fORDERQTY) << std::endl; std::cout << "Order Quantity(32): " << message.get(fLASTSHARES) << std::endl; std::cout << "Price(31): " << message.get(fLASTPX) << std::endl; std::cout << "Last Market of Execution(30): " << message.get(fLASTMKT) << std::endl; -- View this message in context: http://old.nabble.com/Checking-for-tags-in-message.-tp27714438p27714438.html Sent from the QuickFIX - User mailing list archive at Nabble.com. ------------------------------------------------------------------------------ Download Intel® Parallel Studio Eval Try the new software tools for yourself. Speed compiling, find bugs proactively, and fine-tune applications for parallel performance. See why Intel Parallel Studio got high marks during beta. http://p.sf.net/sfu/intel-sw-dev _______________________________________________ Quickfix-users mailing list Qui...@li... https://lists.sourceforge.net/lists/listinfo/quickfix-users |
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From: Kenny S. <ks...@co...> - 2010-02-25 15:14:30
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FIX::TransactTime tt;
if( msg.isSetField( tt ))
{
msg.get( tt );
}
--
Kenny Stone
Connamara Systems, LLC
On Thu, Feb 25, 2010 at 8:09 AM, gtsafas <gt...@rb...> wrote:
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> I am currently catching execution reports using quickfix in c++.
>
> When I look for something like tag 60 (TransactTime) if a message doesnt
> contain it it rejects it. NYSE for example will not put 60 on some of their
> messages.
>
> How can I check if the tag exists before I set it.
>
>
>
>
> FIX::TransactTime fTRANSACTTIME;
> FIX::Symbol fSYMBOL;
> FIX::Side fSIDE;
>
> FIX::OrderQty fORDERQTY;
> FIX::LastShares fLASTSHARES;
>
> FIX::LastMkt fLASTMKT;
> FIX::LastPx fLASTPX;
>
> FIX::ExecBroker fEXECBROKER;
>
> FIX::OrdStatus fORDSTATUS;
> FIX::ClOrdID fCLORDID;
>
>
>
>
>
> std::cout << std::endl << "Execution Report: " << message <<
> std::endl <<
> std::endl;
> std::cout << "Transact Time(60): " << message.get(fTRANSACTTIME) <<
> std::endl;
> std::cout << "Exec Broker(76): " << message.get(fEXECBROKER) <<
> std::endl;
> std::cout << "Symbol(55): " << message.get(fSYMBOL) << std::endl;
> std::cout << "Side(54): " << message.get(fSIDE) << std::endl;
> std::cout << "FULL Order Quantity(32): " << message.get(fORDERQTY)
> <<
> std::endl;
> std::cout << "Order Quantity(32): " << message.get(fLASTSHARES) <<
> std::endl;
> std::cout << "Price(31): " << message.get(fLASTPX) << std::endl;
> std::cout << "Last Market of Execution(30): " <<
> message.get(fLASTMKT) <<
> std::endl;
>
>
> --
> View this message in context:
> http://old.nabble.com/Checking-for-tags-in-message.-tp27714438p27714438.html
> Sent from the QuickFIX - User mailing list archive at Nabble.com.
>
>
>
> ------------------------------------------------------------------------------
> Download Intel® Parallel Studio Eval
> Try the new software tools for yourself. Speed compiling, find bugs
> proactively, and fine-tune applications for parallel performance.
> See why Intel Parallel Studio got high marks during beta.
> http://p.sf.net/sfu/intel-sw-dev
> _______________________________________________
> Quickfix-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-users
>
|
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From: George T. <GT...@rb...> - 2010-02-25 14:34:08
|
Was just looking at that, sorry for the silly question. Thanks for your
promptness. Appreciate it grately
George Tsafas
Rosenblatt Securities
212.607.3188
516.510.4699
________________________________
From: Kenny Stone [mailto:ks...@co...]
Sent: Thursday, February 25, 2010 9:15 AM
To: George Tsafas
Cc: qui...@li...
Subject: Re: [Quickfix-users] Checking for tags in message.
FIX::TransactTime tt;
if( msg.isSetField( tt ))
{
msg.get( tt );
}
--
Kenny Stone
Connamara Systems, LLC
On Thu, Feb 25, 2010 at 8:09 AM, gtsafas <gt...@rb...> wrote:
QuickFIX Documentation:
http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html
I am currently catching execution reports using quickfix in c++.
When I look for something like tag 60 (TransactTime) if a message doesnt
contain it it rejects it. NYSE for example will not put 60 on some of
their
messages.
How can I check if the tag exists before I set it.
FIX::TransactTime fTRANSACTTIME;
FIX::Symbol fSYMBOL;
FIX::Side fSIDE;
FIX::OrderQty fORDERQTY;
FIX::LastShares fLASTSHARES;
FIX::LastMkt fLASTMKT;
FIX::LastPx fLASTPX;
FIX::ExecBroker fEXECBROKER;
FIX::OrdStatus fORDSTATUS;
FIX::ClOrdID fCLORDID;
std::cout << std::endl << "Execution Report: " << message <<
std::endl <<
std::endl;
std::cout << "Transact Time(60): " << message.get(fTRANSACTTIME)
<<
std::endl;
std::cout << "Exec Broker(76): " << message.get(fEXECBROKER) <<
std::endl;
std::cout << "Symbol(55): " << message.get(fSYMBOL) << std::endl;
std::cout << "Side(54): " << message.get(fSIDE) << std::endl;
std::cout << "FULL Order Quantity(32): " <<
message.get(fORDERQTY) <<
std::endl;
std::cout << "Order Quantity(32): " << message.get(fLASTSHARES)
<<
std::endl;
std::cout << "Price(31): " << message.get(fLASTPX) << std::endl;
std::cout << "Last Market of Execution(30): " <<
message.get(fLASTMKT) <<
std::endl;
--
View this message in context:
http://old.nabble.com/Checking-for-tags-in-message.-tp27714438p27714438.
html
Sent from the QuickFIX - User mailing list archive at Nabble.com.
------------------------------------------------------------------------
------
Download Intel® Parallel Studio Eval
Try the new software tools for yourself. Speed compiling, find bugs
proactively, and fine-tune applications for parallel performance.
See why Intel Parallel Studio got high marks during beta.
http://p.sf.net/sfu/intel-sw-dev
_______________________________________________
Quickfix-users mailing list
Qui...@li...
https://lists.sourceforge.net/lists/listinfo/quickfix-users
|
|
From: Eugene K. <ek...@qu...> - 2010-02-25 21:36:02
|
You can use the method in the FieldMap class: bool isSetField<http://www.quickfixengine.org/quickfix/doc/html/class_f_i_x_1_1_field_map.html#a9>(const FieldBase<http://www.quickfixengine.org/quickfix/doc/html/class_f_i_x_1_1_field_base.html>&field) const Check to see if a field is set. On Thu, Feb 25, 2010 at 9:09 AM, gtsafas <gt...@rb...> wrote: > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > > I am currently catching execution reports using quickfix in c++. > > When I look for something like tag 60 (TransactTime) if a message doesnt > contain it it rejects it. NYSE for example will not put 60 on some of their > messages. > > How can I check if the tag exists before I set it. > > > > > FIX::TransactTime fTRANSACTTIME; > FIX::Symbol fSYMBOL; > FIX::Side fSIDE; > > FIX::OrderQty fORDERQTY; > FIX::LastShares fLASTSHARES; > > FIX::LastMkt fLASTMKT; > FIX::LastPx fLASTPX; > > FIX::ExecBroker fEXECBROKER; > > FIX::OrdStatus fORDSTATUS; > FIX::ClOrdID fCLORDID; > > > > > > std::cout << std::endl << "Execution Report: " << message << > std::endl << > std::endl; > std::cout << "Transact Time(60): " << message.get(fTRANSACTTIME) << > std::endl; > std::cout << "Exec Broker(76): " << message.get(fEXECBROKER) << > std::endl; > std::cout << "Symbol(55): " << message.get(fSYMBOL) << std::endl; > std::cout << "Side(54): " << message.get(fSIDE) << std::endl; > std::cout << "FULL Order Quantity(32): " << message.get(fORDERQTY) > << > std::endl; > std::cout << "Order Quantity(32): " << message.get(fLASTSHARES) << > std::endl; > std::cout << "Price(31): " << message.get(fLASTPX) << std::endl; > std::cout << "Last Market of Execution(30): " << > message.get(fLASTMKT) << > std::endl; > > > -- > View this message in context: > http://old.nabble.com/Checking-for-tags-in-message.-tp27714438p27714438.html > Sent from the QuickFIX - User mailing list archive at Nabble.com. > > > > ------------------------------------------------------------------------------ > Download Intel® Parallel Studio Eval > Try the new software tools for yourself. Speed compiling, find bugs > proactively, and fine-tune applications for parallel performance. > See why Intel Parallel Studio got high marks during beta. > http://p.sf.net/sfu/intel-sw-dev > _______________________________________________ > Quickfix-users mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-users > DISCLAIMER: This e-mail and any attachments are for the confidential use of the intended recipient. If you are not the intended recipient of this message you are hereby notified that any review, dissemination, distribution or copying of this message is strictly prohibited. This communication is for information purposes only and should not be regarded as an offer to sell or as a solicitation of an offer to buy any investment product, an official confirmation of any transaction or an official statement of Quantitative Brokers, LLC. E-mail transmissions cannot be guaranteed to be secure or error-free. Therefore, we do not represent that this information is complete or accurate and it should not be relied upon as such. All information is subject to change without notice. Quantitative Brokers may, at its discretion, monitor and review the content of all e-mail communications. |
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