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

[James A. Smith]

Thank you for the rich perspective, there is another foot step I see in
front of me...

-----Original Message-----
From: quickfixn-bounces at lists.quickfixn.com
[mailto:quickfixn-bounces at lists.quickfixn.com] On Behalf Of Grant
Birchmeier
Sent: Tuesday, March 05, 2013 12:49 PM
To: Mailing list for QuickFIX/n
Subject: Re: {{Quickfixn}} FW: FW: question about messages

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
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