{{Quickfixn}} FW: FW: question about messages

[Grant Birchmeier]

If you get custom FIX tags that aren't in your DD (aka XML file), then
I'd expect the engine to reject those messages.  You won't get a
chance to call a function!

Granted, you can opt not to use a DD, but in practice that never works
because you need a DD for repeating groups.

So, as I said, you should know your vendor's message/field
customizations before you even start writing code, and you should
customize your local DD accordingly.  Your vendor should have
documentation for you to refer to.

The Message class is a FieldMap > Dictionary > IEnumerable, so you
could iterate over the fields that way.  It won't dig into repeating
groups, though -- for that you'll need to check whether each field is
a group counter and extract groups accordingly.

But honestly, I think your whole mindset here is a misguided approach.
 Use your vendor's documentation and tailor your DD accordingly.
Don't use your code to guess-and-test the vendor's message format.
(I've actually done the latter before on one of my first projects
because I was a noob and the vendor's docs were terrible; it's not
efficient.)

-Grant


On Tue, Mar 5, 2013 at 11:35 AM, James A. Smith <jsmith at anstca.com> wrote:
> Sorry for my unclear explanation of what I am trying to do.  Let me
> re-phrase and hopefully this will make more sense:
>
>
>
> Given an incoming message, how can I get *the* set of keys (Fix TAGS) for
> that message?  I understand the messages are pre-defined in the XML file,
> however, vendors can add custom Fix TAGS too right?  So there may be
> additional Fix TAGS that are vendor specific in a given message?  Is there a
> generic way to get the set of Fix TAGS from the message that are in the
> message?
>
>
>
> From: quickfixn-bounces at lists.quickfixn.com
> [mailto:quickfixn-bounces at lists.quickfixn.com] On Behalf Of James A. Smith
> Sent: Tuesday, March 05, 2013 9:41 AM
> To: Mailing list for QuickFIX/n
> Subject: {{Quickfixn}} FW: question about messages
>
>
>
> In the code below fieldOrder is NULL?  Additionally when I try to do a
> message.FieldOrder.ToString() I get a null pointer?
>
>
>
> From: James A. Smith
> Sent: Tuesday, March 05, 2013 8:49 AM
> To: Mailing list for QuickFIX/n
> Subject: FW: question about messages
>
>
>
> Does this give me an array of all tag Ids in the message?
>
>
>
> int[] fieldOrder = message.FieldOrder;
>
>
>
>
>
> From: James A. Smith
> Sent: Tuesday, March 05, 2013 8:20 AM
> To: Mailing list for QuickFIX/n
> Subject: question about messages
>
>
>
> Is there a way to get a list of tags from any message type?  I know there is
> the standard defined set of tags per message type and then there could be
> custom tags in a message as well.  Is there a way to get a list of tag
> identifiers from the message?  Much like getting a set of Keys from a Map?
>
>
>
> thanks,
>
> James Smith
>
>
>
>
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-- 
Grant Birchmeier
Connamara Systems, LLC
Made-To-Measure Trading Solutions.
Exactly what you need. No more. No less.
http://connamara.com