{{Quickfixn}} Best way to handle custom messages
Francis Gingras
francis at tradeintegration.com
Wed Mar 26 14:39:30 PDT 2014
I have a counterparty that sends custom messages (e.g. UAF, UBB) with FIX4.2 headers. They also send RequestForPosition (UAN) in the FIX4.2 session. What is the best way to handle this? I'd like to avoid having to maintain a custom build of QF/n.
1) Do I create custom message classes and inherit QuickFix.FIX42.Message? (I doubt Crack() will handle these so I would have to use a non type-safe crack method).
2) Any other way?
Thanks,
Francis
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