{{Quickfixn}} Please help in handling QuoteCancel message

Nirjhar Jain nirjhar.jain at commdel.net
Thu Dec 12 21:12:22 PST 2013


Hi Grant Sir,

 

Actually, I have figured that out just after sending you this mail. I have
sent you another mail after this, Haven't you received it?

 

 

Thanks & Regards,

Nirjhar Jain

Software Engineer


COMMDEL

Commdel Consulting Services P Ltd, 

H-134, Sector-63, Noida - U.P. (India)   

               

 <http://www.commdel.net/> www.commdel.net   

A n   I S O     9 0 0 1 : 2 0 0 8      C e r t i f i e d     C o m p a n y

Payment           Enterprise            Mobility            Internet  

 

From: quickfixn-bounces at lists.quickfixn.com
[mailto:quickfixn-bounces at lists.quickfixn.com] On Behalf Of Grant Birchmeier
Sent: Thursday, December 12, 2013 9:40 PM
To: Mailing list for QuickFIX/n
Subject: Re: {{Quickfixn}} Please help in handling QuoteCancel message

 

Yes, you are making a simple mistake.

 

Visit FIXimate and look at the QuoteCancel message structure.  You'll see
that Symbol isn't quite where you think it is.

http://www.fixtradingcommunity.org/FIXimate/FIXimate3.0/

 

Do you see the problem now?  If you still need help, let us know.

 

-Grant

 

On Wed, Dec 11, 2013 at 5:18 AM, Nirjhar Jain <nirjhar.jain at commdel.net
<mailto:nirjhar.jain at commdel.net> > wrote:

Hi All,

 

I am handling Quote Cancel with UNSUBSCRIBE message using below code and
trying to send the quote request message to subscribe again. But while
reading the symbol from message received, the symbol reading code(Bold code)
is generating error that field not found for tag 55.

 

public void OnMessage(QuickFix.FIX44.QuoteCancel m, SessionID s)

        {

            string sym, quoteID;

            string msg = "Quote Request cancelled";

            log.Info(msg);

            if
(m.GetField(QuickFix.Fields.Tags.QuoteID).Contains("UNSUBSCRIBE"))

            {

                sym = m.GetField(QuickFix.Fields.Tags.Symbol).ToString();

                quoteID = sym + "quoteID";

                QueryQuoteRequest(sym, quoteID, 100000);

            }

        }

 

While the message I am receiving from the Citi Server is:

 

8=FIX.4.4|9=124|35=Z
|34=157|49=CITIFX-UAT|52=20131211-09:02:18.790|56=KRISCAP-QUOTE|117=UNSUBSCR
IBE|131=USDJPYquoteID|298=1|295=1|55=USDJPY|10=111

 

Am I using the wrong way to read the Symbol(tag 55) from the message? Please
help and correct me.

 

 

Thanks & Regards,

Nirjhar Jain

Software Engineer


COMMDEL

Commdel Consulting Services P Ltd, 

H-134, Sector-63, Noida - U.P. (India)   

               

 <http://www.commdel.net/> www.commdel.net   

A n   I S O     9 0 0 1 : 2 0 0 8      C e r t i f i e d     C o m p a n y

Payment           Enterprise            Mobility            Internet  

 


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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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