{{Quickfixn}} capturing rejected messages

[Operations @ ChaosMetrix]

Thanks for the help Grant.

-Lee

Rascasse Investments Limited (C58198)
Level 4, Aragon Business Centre, Dragonara Road, St.Julians STJ 3140, Malta
Tel: (G) +356 2092 7900
Fax: +356 2092 7901

Rascasse Investments Limited is licensed to conduct Investment Services Business by the Malta Financial Services Authority.


From: Quickfixn [mailto:quickfixn-bounces at lists.quickfixn.com] On Behalf Of Grant Birchmeier
Sent: Thursday, July 16, 2015 7:08 PM
To: Mailing list for QuickFIX/n
Cc: helmut.kleinhans at rhinobit.eu
Subject: Re: {{Quickfixn}} Trade Capture Report Tag# 54 Issue

You are trying to extract 54/Side as if it was a top-level field of TCR.  It's not.  It's inside the 552/NoSides repeating group.  54 may in fact appear multiple times in the message.

You need to first extract the group, then extract 54 from the group.

See http://quickfixn.org/tutorial/repeating-groups for advice.

On Thu, Jul 16, 2015 at 10:00 AM, Lee Galea <galea at rascasse.com.mt<mailto:galea at rascasse.com.mt>> wrote:
Hi,

I am using Quick Fix 4.4, and am receiving a trade capture report from ICE.
The problem is that tag #54 (SIDE), is not visible in the trade capture report class.
In the logs, tag # 54 is visible, but in the c# code I do not have access to get the field.

Below is my code:

        private void FillTrade(TradeCaptureReport rep)
        {
            if (tradeList == null)
                tradeList = new List<Trade>();

            Trade t = new Trade();
            t.CFICode = rep.CFICode.ToString();
            t.EndDate = rep.EndDate.ToString();
            t.Side = rep. //Rep does not have the value side. also tried rep.GetField(54) and still no value.
}


Thanks in advance,

Lee Galea

Rascasse Investments Limited (C58198)
Level 4, Aragon Business Centre, Dragonara Road, St.Julians STJ 3140, Malta
Tel: (G) +356 2092 7900<tel:%2B356%202092%207900>
Fax: +356 2092 7901<tel:%2B356%202092%207901>

Rascasse Investments Limited is licensed to conduct Investment Services Business by the Malta Financial Services Authority.



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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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