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

Thu Dec 5 12:45:40 PST 2013

Pete, you may be interested in:

https://github.com/connamara/fix_spec

https://github.com/connamara/agent_fix

https://github.com/mgatny/quickfix_101
On Dec 5, 2013 2:40 PM, "Grant Birchmeier" <gbirchmeier at connamara.com>
wrote:

> You mean replay in a test-environment context, i.e. to confirm that you've
> fixed a parsing bug?  Then that makes a certain amount of sense.
>
> We actually made a different tool, not in QF, that just sends and receives
> raw FIX messages.  (You can't really make QF send incorrect messages, by
> design, so we needed a tool like this to test abnormal situations.)  I
> guess when we encounter message errors like that, we test it at the
> acceptance-test level rather than unit test.
>
>
>
> On Thu, Dec 5, 2013 at 2:33 PM, Pete Riehl <priehl at saierscapital.com>wrote:
>
>>  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 J
>>
>>
>>
>> *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>
>> 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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>> --
>>
>> Grant Birchmeier
>>
>> *Connamara Systems, LLC*
>>
>> *Made-To-Measure Trading Solutions.*
>>
>> Exactly what you need. No more. No less.
>>
>> http://connamara.com
>>
>>
>> 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
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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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