{{Quickfixn}} get prices

Grant Birchmeier gbirchmeier at connamara.com
Fri Mar 8 13:09:11 PST 2013


That OnMessage method looks good, so I'm thinking that the message is
being rejected at the transport-layer level.

Did you pass a FileLogFactory into your Acceptor or Initiator's
constructor?  I think the message or event logs would better explain
what is happening.



On Fri, Mar 8, 2013 at 3:05 PM, Walter Robert Ditzler
<ditwal001 at gmail.com> wrote:
> 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 don’t 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.
>>
>>
>>
>> _______________________________________________
>> Quickfixn mailing list
>> Quickfixn at lists.quickfixn.com
>> http://lists.quickfixn.com/listinfo.cgi/quickfixn-quickfixn.com
>
>
>
> --
> Grant Birchmeier
> Connamara Systems, LLC
> Made-To-Measure Trading Solutions.
> Exactly what you need. No more. No less.
> http://connamara.com
> _______________________________________________
> Quickfixn mailing list
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>
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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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