Re: [Quickfixj-users] Generate FIX string with tags in a specific order?

[Steve B. <st...@te...>]

Hi Dan,

Based on what you've said, it sounds nonstandard. The FIX
specification does specify the order of repeating group fields
but not the non-group message fields.

Which exchange is requiring this behavior?

I assume you are building your message using the generated
group subclasses. Is that right? If so, you could instead create
a Group object with the required nonstandard first/delimeter
field and the required field order for the remaining group
fields.

For example, the Header.NoHops group class is defined as ...

  public static class NoHops extends Group {
    public NoHops() {
        super(627, 628,
            new int[] {628, 629, 630,  0 } );
    }

    ...
  }

The first constructor argument is the count tag, the 
second argument is the delimeter/first field tag and the third 
argument is the group field ordering.

If you need field 629 to be the first group field you
could use a generic Group like ...

   new Group(627, 629, new int[] { 629, 628, 630, 0 });

This group could be created using data from a data dictionary.
You could also create a custom subclass with the modified 
constructor.

  public class NonstandardNoHops extends Group {
    public NoHops() {
        super(627, 629,
            new int[] {629, 628, 630,  0 } );
    }

    ...
  }

Another option is to modify the data dictionary XML and
regenerate the classes for the nonstandard exchange. (This might
require running the engine for that exchange in it's own
JVM to avoid problems with differing message classes.)

There are lots of options. As you mentioned, we could also
format group-related fields using a data dictionary but
this will be somewhat slower than the current approach. 

Regards,

Steve

> -----Original Message-----
> From: qui...@li... 
> [mailto:qui...@li...] On 
> Behalf Of dmd
> Sent: Thursday, January 31, 2008 9:37 PM
> To: qui...@li...
> Subject: Re: [Quickfixj-users] Generate FIX string with tags 
> in a specific order?
> 
> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
> QuickFIX/J Support: http://www.quickfixj.org/support/
> 
> 
> 
> This solution will work, but it seems rather inefficient, 
> especially for latency sensitive applications, like ours for 
> instance.  Will this issue be 'fixed' at some point?
> 
> Actually, does the FIX spec mandate that tags be in a 
> particular order?  Or is it just according to the 
> dictionary's definition?  In other words, is the particular 
> aforementioned exchange doing something non-standard?
> 
> Cheers,
> Dan
> 
> 
> 
> toli wrote:
> > 
> > QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
> > QuickFIX/J Support: http://www.quickfixj.org/support/ David,
> > 
> >> I was hoping for something that let me do (in effect)
> >> msg.toString(Dictionary)
> > 
> > There actually is a quickfix.Message call you can use:
> >     public void fromString(String messageData, DataDictionary dd, 
> > boolean doValidation)
> > 
> > Will that work of you? you can create one message the 
> "regular way", 
> > then to a toString() on it and use the string-based FIX messgae to 
> > re-create it using a custom dictionary.
> > 
> > Perhaps that may work for you?
> > 
> > --
> > Toli Kuznets
> > http://www.marketcetera.com: Open-Source Trading Platform 
> > download.run.trade.
> > 
> > 
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> 
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> fic-order--tp12129446p15219578.html
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