quickfixj-users

[Quickfixj-users] Message Cracker and Testing

[stacyann_1 <sta...@gs...>]

I a super newbie with QuickFix/J, so please bear with me.

2 Questions
1 - If I use Message Cracker when receiving a message, does that mean that I
must define ALL the fields that might be in the FIX message I'm receiving?
Or only the ones I care about. I looked at the documentation and the section
called 'receiving messages' and I'm still not clear on this.

2-For testing purposes is there a way to read a FIX message defined in the
code or a text file?

Thanks,
Stacy
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Re: [Quickfixj-users] Message Cracker and Testing

[Toli K. <to...@ma...>]

Stacy,

> 1 - If I use Message Cracker when receiving a message, does that mean that I
> must define ALL the fields that might be in the FIX message I'm receiving?
> Or only the ones I care about. I looked at the documentation and the section
> called 'receiving messages' and I'm still not clear on this.

You can only override the methods you are interested in. Look at the
Ordermatch example, it's only dealing with incoming NewOrderSingle
messages:
http://quickfixj.svn.sourceforge.net/viewvc/quickfixj/trunk/examples/src/main/java/quickfix/examples/ordermatch/Application.java?revision=464&view=markup

I'm not sure i understand your question.  What do you mean by "define
all fields that may be in FIX message"?
You only "subscribe" to the kinds of messages you want (by overriding
the right onMessage functions) and deal with them, extracting whatever
fields you want.

> 2-For testing purposes is there a way to read a FIX message defined in the
> code or a text file?

You can use the Message(String text) constructor to create a message
from an existing string (so you can iterate over your file):
Here's an example of it in our code:
http://trac.marketcetera.org/trac.fcgi/browser/platform/trunk/core/src/main/java/org/marketcetera/spring/JMSFIXMessageConverter.java#L58
and an example in the test code in QFJ (line 85):
http://quickfixj.svn.sourceforge.net/viewvc/quickfixj/trunk/core/src/test/java/quickfix/MessageTest.java?revision=601&view=markup

You can also take a look at our OrderLoader code that reads orders
from a file and sends them to our OMS:
http://trac.marketcetera.org/trac.fcgi/browser/platform/trunk/orderloader/src/main/java/org/marketcetera/orderloader/OrderLoader.java

and if you want to try it out (sorry, this is a plug) you can just
download the entire Marketcetera platform and mess with our code
directly, it may be a better way to get started by looking at
examples: http://trac.marketcetera.org

-- 
Toli Kuznets
http://www.marketcetera.com: Open-Source Trading Platform
download.run.trade.

Re: [Quickfixj-users] Message Cracker and Testing

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

Hi Stacy,

> 2-For testing purposes is there a way to read a FIX message defined in the
> code or a text file?

In the upcoming QFJ 1.1 release the FIXMessageDecoder can be used to extract
messages from a file that can also contain any other content. You can
request a list of messages to be returned or you can have the messages
streamed to you if the file is so large that memory might be a problem.

Steve