{{Quickfixn}} Quickfixn Digest, Vol 28, Issue 26
Michael Lever
mlever at pharofund.com
Fri Feb 21 13:49:49 PST 2014
I got it. Same issue I think someone else was having. My test routine was not pointing to the correct version of FIX44.xml with the new group defined in it. Once I resolved that my code worked as expected. Sorry for the distraction.
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Today's Topics:
1. Re: daily auto-reset for a Sunday-to-Friday (Grant Birchmeier)
2. GetGroup for custom groups (Michael Lever)
----------------------------------------------------------------------
Message: 1
Date: Fri, 21 Feb 2014 10:57:44 -0600
From: Grant Birchmeier <gbirchmeier at connamara.com>
To: "Mailing list for QuickFIX/n" <quickfixn at lists.quickfixn.com>
Subject: Re: {{Quickfixn}} daily auto-reset for a Sunday-to-Friday
Message-ID:
<CAMq4opNeFt-=yt_iRpDN+a4ffPYJ6JuL2bMLnd+++QFsngjP6A at mail.gmail.com>
Content-Type: text/plain; charset="iso-8859-1"
The best way is to submit a GitHub pull request. Create a fork under your personal GitHub account, then check in your changes and use the web page to submit a Pull Request to the official project.
Barring that, you could create a Git patch file and send it to me, I guess.
On Fri, Feb 21, 2014 at 10:54 AM, Michael Lever <mlever at pharofund.com>wrote:
> I've implemented a way to do this by adding 2 new Config tags
> StartWeekDay and EndWeekDay.
>
> Using these with the Start and End time tags I can start Sunday
> evening at
> 22:16 and stop and start daily with resets until Friday at 22:00.
>
> StartWeekDay=Sunday
>
> EndWeekDay=Friday
>
> StartTime=22:16:00
>
> EndTime=22:00:00
>
>
>
> It only required adding 2 new const to SessionSettings.cs and some
> modifications to SessionSchedule.cs.
>
>
>
> I don't know how to submit it for inclusion in a future release. I'd
> be happy to forward it to someone who would like to take a look at
> what I did and maybe submit it.
>
>
>
>
>
> -----Original Message-----
>
> Date: Mon, 10 Feb 2014 12:47:52 -0600
>
> From: Grant Birchmeier <gbirchmeier at connamara.com>
>
> To: "Mailing list for QuickFIX/n" <quickfixn at lists.quickfixn.com>
>
> Subject: Re: {{Quickfixn}} daily auto-reset for a Sunday-to-Friday
>
> session
>
> Message-ID:
>
> <
> CAMq4opNjMXY+J6PzKqDEHWfWujHLSF7x84SSC3-FavJNp=BThg at mail.gmail.com>
>
> Content-Type: text/plain; charset="iso-8859-1"
>
>
>
> You are correct on StartDay/EndDay; this causes a weekly session.
>
>
>
> I don't believe any QF offers this feature. You can configure a daily
> session that resets every day, or you can configure a weekly session
> that only resets once a week.
>
>
>
> People have asked for what you are describing, but no one has stepped
> up to implement it.
>
>
>
>
>
> On Mon, Feb 10, 2014 at 12:41 PM, Joseph Lam <joseph.lam at orbis.com> wrote:
>
>
>
> > Hi
>
> >
>
> >
>
> >
>
> > Does anyone know how I should configure QuickFIX/n (initiator) so
> > that
>
> > it will connect from say Sunday to Friday, starting at say 5:30pm
> > each
>
> > day and ending at 5pm the next day, with seqnum automatically reset
> daily?
>
> >
>
> >
>
> >
>
> > I notice there are StartDay/EndDay parameters but do they cause the
>
> > reset to happen weekly instead of daily?
>
> >
>
> >
>
> >
>
> > Regards,
>
> >
>
> > Joseph
>
> >
>
> >
>
> >
>
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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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Message: 2
Date: Fri, 21 Feb 2014 21:31:12 +0000
From: Michael Lever <mlever at pharofund.com>
To: "quickfixn at lists.quickfixn.com" <quickfixn at lists.quickfixn.com>
Subject: {{Quickfixn}} GetGroup for custom groups
Message-ID:
<CE3C21CC0457314B9209CF52F7EF25E2CFE760F7 at PHARO-NY-EXCH.pharofund.local>
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I'm having trouble finding an example of how to read a custom group from an ExecutionReport message.
I've seen some other inquiries about this particular group but no final solution.
Given the following how would I read from this group?
Group in Execution Message:
<group name="NoRegulatoryTradeIDs" required="N">
<field name="RegulatoryTradeID" required="N" />
<field name="RegulatoryTradeIDSource" required="N" />
<field name="RegulatoryTradeIDEvent" required="N" />
<field name="RegulatoryTradeIDType" required="N" /> </group>
Field definitions:
<field number="1903" name="RegulatoryTradeID" type="STRING" /> <field number="1904" name="RegulatoryTradeIDEvent" type="INT" /> <field number="1905" name="RegulatoryTradeIDSource" type="STRING" /> <field number="1906" name="RegulatoryTradeIDType" type="INT" /> <field number="1907" name="NoRegulatoryTradeIDs" type="NUMINGROUP" />
Message content:
1907=1
1903=BBG0000000000B5307AA1C1464007D
1905=1KJTIIGC8Y
1904=0
1906=0
Code:
String regTradeId1 = String.Empty;
int noRegGrps = GetValueInt(execReport, 1907); // returns 1
if (noRegGrps > 0) {
var regTradeIdGroup = execReport.GetGroup(1, 1907); // first group of 1907 - fails on GetGroup
regTradeId1 = regTradeIdGroup.GetString(1903);
}
Error: field not found for tag: 1907
Thanks,
Michael
Michael Lever
Pharo Management LLC
1370 Avenue of Americas
Suite 2603
New York, NY 10019
212-641-6707 (office)
917-434-4957 (mobile)
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