{{Quickfixn}} get prices
Walter Robert Ditzler
ditwal001 at gmail.com
Fri Mar 8 13:05:54 PST 2013
Grant,
i did, those 2 links are open all day long. As far as I understood, the
MessageCracker is responsible that the application reaches the "OnMessage".
I tried many possibilities.
Your link
https://github.com/connamara/quickfixn/tree/master/Examples/Executor shows
how to pull a order but not how to get prices or 1 price in my case (depth =
1).
Also my code never runs into the try section of the method below.
public void OnMessage(QuickFix.FIX42.MarketDataSnapshotFullRefresh message,
QuickFix.SessionID sessionID)
{
try
{
Trace.WriteLine("OnMessage\n\n" +
message.ToString(),"abbeoo");
Console.Write(message.ToString());
}
catch(System.Exception ex)
{
Trace.WriteLine("OnMessage error\n\n" +
ex.ToString(),"abbeoo");
}
finally
{
}
}
What I miss is a "howto" to access simply field from a incoming fix stream.
Or I just dont see it, cause I remained too long on the pc :-(
Thanks a lot,
walter
-----Original Message-----
From: quickfixn-bounces at lists.quickfixn.com
[mailto:quickfixn-bounces at lists.quickfixn.com] On Behalf Of Grant Birchmeier
Sent: Freitag, 8. März 2013 21:29
To: Mailing list for QuickFIX/n
Subject: Re: {{Quickfixn}} get prices
Have you looked at the example programs? I think those would be helpful to
you. Have a look at the Executor:
https://github.com/connamara/quickfixn/tree/master/Examples/Executor
Also, read the tutorial if you haven't yet. This page is especially
relevant.
http://quickfixn.org/tutorial/receiving-messages
-Grant
On Fri, Mar 8, 2013 at 2:22 PM, Walter Robert Ditzler <ditwal001 at gmail.com>
wrote:
> Hi again there,
>
> i still didnt get the whole mechanism oft he quickfix/n. I have a
> message object coming from the FromApp event.
>
> I do
>
> ***
> if(message.Header.GetString(Tags.MsgType).Equals(MsgType.MARKET_DATA_S
> NAPSHO
> T_FULL_REFRESH))
> {
> Console.WriteLine(message.GetDecimal(Tags.BidPx).ToString());
> }
> ***
>
> I just want to extract the prices, but I don't get any. From my
> tcpdump I see prices coming in. when I set a break point into the
> "if", I see it reaches there.
>
> What do I do wrong here?
>
> Thanks a lot for help,
>
> Walter.
>
>
>
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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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