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

[James A. Smith]

Thank you for shedding more light, this will help me out quite a bit.

 

From: quickfixn-bounces at lists.quickfixn.com
[mailto:quickfixn-bounces at lists.quickfixn.com] On Behalf Of Mike Gatny
Sent: Tuesday, March 05, 2013 12:50 PM
To: Mailing list for QuickFIX/n
Subject: Re: {{Quickfixn}} FW: FW: question about messages

 

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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