{{Quickfixn}} NewOrderList with repeating groups

[Selvaraj, Karthik (London)]

Thanks Grant.  So something along these lines ?

                    var orderList = new QuickFix.FIX42.NewOrderList();
                    orderList.ListID = new ListID(tickets[0].OrderId.ToString(CultureInfo.InvariantCulture));
                    orderList.TotNoOrders = new TotNoOrders(tickets.Count);

                    for (var i = 0; i < tickets.Count; i++)
                    {
                        var seqGroup = new QuickFix.FIX42.NewOrderList.NoOrdersGroup();
                        seqGroup.SetField(new ClOrdID(tickets[i].Id.ToString(CultureInfo.InvariantCulture)));
                        seqGroup.SetField(new ListSeqNo(i + 1));

                        seqGroup.SetField(new Symbol(tickets[i].TradingSecId.ToString(CultureInfo.InvariantCulture)));
                        seqGroup.SetField(tickets[i].Quantity > 0 ? new Side(Side.BUY) : new Side(Side.SELL));
                        seqGroup.SetField(new TransactTime(DateTime.Now));
                        seqGroup.SetField(new OrderQty(Math.Abs(tickets[i].Quantity)));
                    orderList.AddGroup(seqGroup);
                      }
  Session.SendToTarget(...............)


Can you confirm if the above appears ok ?

Reg,
Karthik

From: quickfixn-bounces at lists.quickfixn.com [mailto:quickfixn-bounces at lists.quickfixn.com] On Behalf Of Grant Birchmeier
Sent: 26 March 2014 15:09
To: Mailing list for QuickFIX/n
Subject: Re: {{Quickfixn}} NewOrderList with repeating groups

I think you want to create a NoOrdersGroup object, not a generic Group object.  There are no arguments.

var v = new QuickFix.FIX42.NewOrderList.NoOrdersGroup();


On Wed, Mar 26, 2014 at 7:06 AM, Selvaraj, Karthik (London) <Karthik.Selvaraj at man.com<mailto:Karthik.Selvaraj at man.com>> wrote:
Hi there,
  I need an example to create repeating groups of orders using NewOrderList in FIX 4.2.
Not sure what should be the arguments for the QuickFix.Group constructor.

Thanks.


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