{{Quickfixn}} Generating messages from fix message string.

[Pete Riehl]

I am getting the messages from a live connection.  In the event that I reject the message due to a poorly formed dd or poor parsing logic, I'd like to replay the message rather than try to re generate the same one in the vendor's test environment.  Is there a better way to do this?  Your surprise seems
 to imply that there is.  If you achieve this in a better way, I'd love to try it.

Thanks for your help,

Now I'll answer this question next time it comes up :)

From: quickfixn-bounces at lists.quickfixn.com [mailto:quickfixn-bounces at lists.quickfixn.com] On Behalf Of Grant Birchmeier
Sent: Thursday, December 05, 2013 1:34 PM
To: Mailing list for QuickFIX/n
Subject: Re: {{Quickfixn}} Generating messages from fix message string.

I am continually surprised by how many people want to do this.  Where are you guys getting your FIX strings from if not from a live FIX connection?

Anyway, you want Message.FromString().  Use it like follows:

string msgStr = <your message>

var dd = new QuickFix.DataDictionary.DataDictionary();
dd.Load("../../../spec/fix/FIX44.xml"); // or whatever file

IMessageFactory defaultMsgFactory = new DefaultMessageFactory();

var msg = new QuickFix.FIX44.ExecutionReport();
msg.FromString(msgStr,true,dd,dd,defaultMsgFactory);

I stole all that straight from the unit tests.

I'm gonna put this is the FAQ right now.  I answer this question way too often.

-Grant

On Thu, Dec 5, 2013 at 11:09 AM, Pete Riehl <priehl at saierscapital.com<mailto:priehl at saierscapital.com>> wrote:
Hello,
 I believe this may have been mentioned in a previous chain, but cannot find any documentation on it.
 I would like to take the text of a fix message and pass it through my parser.  In the original Quickfix library, you could use the set string method on any message type.
ExecutionReport exec = new ExecutionReport();
exec.setString(text);
There doesn't seem to be any equivalent way to create the message in quickfix/n save for parsing your string and calling setfield.
Any help would be appreciated.
Pete



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Connamara Systems, LLC
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The information contained in this electronic message is confidential and does not constitute investment advice or an offer to sell or the solicitation of an offer to purchase any security or investment product. Offers may only be made by means of delivery of an approved confidential offering memorandum, may be legally privileged and confidential under applicable law, and are intended only for the use of the individual or entity named above. We do not,
 and will not, effect or attempt to effect transactions in securities, or render personalized investment advice for compensation, through this email. All materials within this email have been provided to you for information purposes only and may not be relied upon by you in evaluating the merits of investing in any securities referenced herein. Our investment program involves substantial risk and no assurance can be given that our investment objectives
 will be achieved. Commodity trading involves substantial risk of loss. Past
 results are not necessarily indicative of future results.  Any review, retransmission, dissemination, or taking of any action in reliance upon this information by persons or entities other than the intended recipient is prohibited. If you received this in error, please contact the sender and delete the
 material from any computer. Email transmissions are not secure, and we accept no liability for errors in transmission, delayed transmission, or other transmission-related issues. This message may contain confidential, proprietary or legally privileged information. Neither confidentiality nor any privilege is intended to be waived or lost by any error in transmission. Emails are subject to review and will be archived.
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