quickfixj-users

[Quickfixj-users] Reading MarketDataIncrementalRefresh message

[Hristo K. <hr...@ri...>]

Hi,

I am new to QuickFix/J and have difficulties reading a FIX 4.4 
"MarketDataIncrementalRefresh" message.
Could somebody post a code snippet, showing how to do this?

many thanks,
Hristo

Re: [Quickfixj-users] Reading MarketDataIncrementalRefresh message

[Matyas B. <ma...@ba...>]

Hi!

This is from our code... The difficult part could be the repeating 
group. But in the quickfixj webpage there are a good examples...

       MarketDataIncrementalRefresh mdIncrRefresh = new 
MarketDataIncrementalRefresh();
       mdIncrRefresh.set(mdReq.getMDReqID());
       mdIncrRefresh.set(NO_MD_ENTRIES_1);
       //Here we create a NoMDEntries group
       MarketDataIncrementalRefresh.NoMDEntries noMdEntries = new 
MarketDataIncrementalRefresh.NoMDEntries();
       noMdEntries.set(new MDUpdateAction(mdUpdateAction));
       noMdEntries.set(MD_ENTRY_TYPE_INDEX_VALUE);
       //mdEntryId
       //mdEntryRefId
       noMdEntries.set(new Symbol(getSymbolFromReutersCode(rtCode, 
category)));
       noMdEntries.set(PRODUCT_CURRENCY);
       noMdEntries.set(SECURITY_TYPE_FOR);
       noMdEntries.set(new MDEntryPx(midPrice));
       //currency
       //MDEntryDate
       //MDEntryTime
       //TickDirection
       //MDMkt
       noMdEntries.set(tradSessID);
       //text
       //Here we add the group to the message! You can create more than 
one group...
       mdIncrRefresh.addGroup(noMdEntries);
       sendMessage(mdIncrRefresh, sessionID);

Regards,
Matyas

Hristo Katsarski wrote:

>QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
>QuickFIX/J Support: http://www.quickfixj.org/support/
>Hi,
>
>I am new to QuickFix/J and have difficulties reading a FIX 4.4 
>"MarketDataIncrementalRefresh" message.
>Could somebody post a code snippet, showing how to do this?
>
>many thanks,
>Hristo
>
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