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From: dmd <dm...@co...> - 2008-02-01 04:40:23
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Thanks very much Steve! It seems like subclassing the Group and defining the custom ordering will be the best solution in our case. Cheers, Dan Steve Bate wrote: > > QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ > QuickFIX/J Support: http://www.quickfixj.org/support/ > > > 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. >> > >> > >> ---------------------------------------------------------------------- >> > --- This SF.net email is sponsored by: Splunk Inc. >> > Still grepping through log files to find problems? Stop. >> > Now Search log events and configuration files using AJAX >> and a browser. >> > Download your FREE copy of Splunk now >> http://get.splunk.com/ >> > _______________________________________________ >> > Quickfixj-users mailing list >> > Qui...@li... >> > https://lists.sourceforge.net/lists/listinfo/quickfixj-users >> > >> > >> >> -- >> View this message in context: >> http://www.nabble.com/Generate-FIX-string-with-tags-in-a-speci >> fic-order--tp12129446p15219578.html >> Sent from the QuickFIX/J mailing list archive at Nabble.com. >> >> >> -------------------------------------------------------------- >> ----------- >> This SF.net email is sponsored by: Microsoft >> Defy all challenges. Microsoft(R) Visual Studio 2008. >> http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/ >> _______________________________________________ >> Quickfixj-users mailing list >> Qui...@li... >> https://lists.sourceforge.net/lists/listinfo/quickfixj-users >> > > > > ------------------------------------------------------------------------- > This SF.net email is sponsored by: Microsoft > Defy all challenges. Microsoft(R) Visual Studio 2008. > http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/ > _______________________________________________ > Quickfixj-users mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfixj-users > > -- View this message in context: http://www.nabble.com/Generate-FIX-string-with-tags-in-a-specific-order--tp12129446p15220625.html Sent from the QuickFIX/J mailing list archive at Nabble.com. |