[Quickfixj-users] Quickfix 44 MarketDataSnapshotFullRefresh Error

[Nicolas R. <Nik...@ho...>]

Hi guys,

I am a new user of your package quickfix on Python and I am trying  to parse a MarketDataSnapshotFullRefresh (MsgType "w").

I have the following message:
8=FIX.4.4|9=219|35=W|34=4|49=id|52=20200618-14:34:20.738|56=id1|42=20200618-14:34:20.688|55=EUR/USD|262=1|268=2|269=0|270=1.12083|271=500000|269=1|270=1.12084|271=500000|10094=2020.06.18 14:34:20.688|10=141|

I am trying to retrieve fields 270, 271 with the following code:

message= quickfix.Message('8=FIX.4.4\x019=219\x0135=W\x0134=4\x0149=id\x0152=20200618-14:34:20.738\x0156=id1\x0142=20200618-14:34:20.688\x0155=EURUSD\x01262=1\x01268=2\x01269=0\x01269=1\x01270=1.12083\x01270=1.12084\x01271=500000\x01271=500000\x0110094=2020.06.18 14:34:20.688\x0110=141\x01')

group = quickfix44.MarketDataSnapshotFullRefresh.NoMDEntries()

fix_no_entries = quickfix.NoMDEntries()
message.getField(fix_no_entries)
no_entries = fix_no_entries.getValue() # print = 2 as expected

message.getGroup(1, group)

yields the error:

FieldNotFound: Field not found

I have been trying to understand where I made a mistake but could not find anything.

Could you tell me if there is an error in my code, or something odd in source code please.

Thank you a lot for your help,
Nicolas Rey