{{Quickfixn}} Fwd: Best way to handle custom messages
Francis Gingras
francis at tradeintegration.com
Wed Mar 26 18:20:07 PDT 2014
Ruby installation on Windows was a breeze. The supplied FIX42.xml generates fine, but my wonderful custom xml does not:
..blabla
generate generator/../QuickFIXn/Message/FIX42/BidResponse.cs
generate generator/../QuickFIXn/Message/FIX42/ListStrikePrice.cs
C:/Users/francis/Documents/Visual Studio 2013/Projects/quickfixn-1.5.0/generator
/messages_gen.rb:15:in `block in generate': undefined method `+' for nil:NilClas
s (NoMethodError)
from C:/Users/francis/Documents/Visual Studio 2013/Projects/quickfixn-1.
5.0/generator/messages_gen.rb:13:in `each'
from C:/Users/francis/Documents/Visual Studio 2013/Projects/quickfixn-1.
5.0/generator/messages_gen.rb:13:in `generate'
from generator/generate.rb:82:in `generate_messages'
from generator/generate.rb:16:in `generate'
from generator/generate.rb:119:in `<main>'
I don't understand the Ruby error enough to tell where I should look in to find out what could go wrong. The last file generated was ListStrikePrice, and OrderMassStatusRequest is the next one in the xml so I suppose that's where things break, but it looks fine to me and all those fields are defined.
<message mame='OrderMassStatusRequest' msgcat='app' msgtype='UAF'>
<field name='Account' required='N' />
<field name='IDSource' required='N' />
<field name='SecurityID' required='N' />
<field name='Side' required='N' />
<field name='Symbol' required='N' />
<field name='SymbolSfx' required='N' />
<field name='SecurityExchange' required='N' />
<field name='MaturityDate' required='N' />
<field name='MassStatusReqID' required='Y' />
</message>
Thanks,
Francis
__________________________________
Begin forwarded message:
From: Francis Gingras <francis at tradeintegration.com>
To: quickfixn at lists.quickfixn.com
Date: Wednesday, March 26, 2014, 5:39:30 PM
Subject: {{Quickfixn}} Best way to handle custom messages
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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