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

[Mike Gatny]

On Tue, Mar 5, 2013 at 11:35 AM, James A. Smith <jsmith at anstca.com> wrote:

> 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?
>

True, and typically you would receive a specification document from your
counterparty instead of trying to figure this out on the fly.  You would
then modify the quickfix data dictionary (XML) accordingly.  You don't have
to do that if 1) you don't care about validation and 2) there are no
incoming messages with repeating groups.  They may even have a
quickfix-formatted data dictionary they can give you, if you ask.




>   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?
>

Each message is a FieldMap, which is IEnumerable.  So I suppose you could
do this:

foreach (KeyValuePair<int, QuickFix.Fields.IField> kvp in msg)
    System.Console.WriteLine(kvp);


-- 
Mike Gatny
Connamara Systems, LLC
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