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From: Kodippili A. A. <as...@ls...> - 2018-12-17 08:11:10
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The server that our tool is communicating with has defined 3 different repeating group messages with the same fix tag but different delimiters.
Ex: Sever has 3 different messages (message types "3345", ""3350_1", "3350_2"). All 3 have the same fix tag "295", but message type 3345 has the delimiter tag 55 ( FIX Symbol) while 3350_1 and 3350_2 messages have the delimiter tag "299" ("Fix Quote Entry ID" )
<fld name="Fix Number of Quote Entries" fixtag="295" datatype="smsg_array" presence="optional" ref_msgtype="3345" />
<fld name="Fix Number of Quote Entries" fixtag="295" datatype="smsg_array" presence="mandatory" ref_msgtype="3350_1" />
<fld name="Fix Number of Quote Entries" fixtag="295" datatype="smsg_array" presence="optional" ref_msgtype="3350_2" />
<msg name="exchange::Fix5 Quote Entry" type="3345">
<fld name="Fix Symbol" fixtag="55" datatype="string" presence="optional" maxlen="25" />
<fld name="Fix NoUnderlyings" fixtag="711" datatype="smsg_array" presence="optional" ref_msgtype="3341" />
</msg>
<msg name="exchange::Fix5 Mass Quote Ack Quote Entry" type="3350_1" rpt_grp_only="true">
<fld name="Fix Quote Entry ID" fixtag="299" datatype="string" presence="mandatory" maxlen="20" />
<fld name="Fix Symbol" fixtag="55" datatype="string" presence="mandatory" maxlen="25" />
<fld name="Fix Bid Price" fixtag="132" datatype="double" presence="optional" decimals="8" />
<fld name="Fix Bid Size" fixtag="134" datatype="double" presence="optional" decimals="8" />
<fld name="Fix Offer Price" fixtag="133" datatype="double" presence="optional" decimals="8" />
<fld name="Fix Offer Size" fixtag="135" datatype="double" presence="optional" decimals="8" />
</msg>
<msg name="exchange::Fix5 Mass Quote Ack Quote Entry" type="3350_2" rpt_grp_only="true">
<fld name="Fix Quote Entry ID" fixtag="299" datatype="string" presence="optional" maxlen="20" />
<fld name="Fix Symbol" fixtag="55" datatype="string" presence="optional" maxlen="25" />
<fld name="Fix Quote Entry Status" fixtag="1167" datatype="int32" presence="optional" />
<fld name="Fix Quote Entry Reject Reason" fixtag="368" datatype="int32" presence="optional" />
</msg>
We are using the below method to create the groups via quickfix and have set a limitation in our end that if multiple repeating groups have the same fix tag, they should all share the same delimiter.
public Group(int field, int delim)
Does quickfix/J support setting multiple delimiters for the same group tag ?
Thanks,
Kodippili Arachchige Asanka
Specialist Software Engineer, MillenniumIT
LSEG Technology
Telephone +94 11 241 6000 Ext 26717
Mobile +94 77 9627002
as...@ls...<mailto:as...@ls...>
MillenniumIT, No 01, Millennium Drive, Malabe
www.lseg.com<http://www.lseg.com/>
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