{{Quickfixn}} Fwd: Sending bursts of messages

[Kaitlyn Hwang]

Hi

I am trying to create a NewSingleOrder with a NoLegs group, but there is an error occurring (no message to tell me what ) and the FIX message is being created in numeric order (apart from the group which is tagged onto the end). Added to this the group has an additional tag of 1=1 that I don't want.

I suspect that it is the group that I am adding that is causing the issue. I am looping through each leg that I need to add and creating a group as follows

            for (var counter = 1; counter <= legs.Count; counter++)
{
            var legToAdd = legs[counter - 1];
            var legsGroup = new Group(counter, Fix.Delimiter);
            legsGroup.SetField(new StringField(
                                                                                                SideField,
                                                                                                legToAdd.Side == TradeSide.Buy
                                                                                                ? QuickFix.Fields.Side.BUY.ToString()
                                                                                                : QuickFix.Fields.Side.SELL.ToString()));

The fix that is being created is

8=FIX.4.4 9=280 35=D 34=2 49=XXXXXX 52=20150910-13:22:52.741 56=XXX 11=XXX123456 55=NID 75=20150909 109=02582 167=F 375=XXX 423=0 555=1 6004=S 7931=2 20011=012345 20012=012345 1=1 54=1 60=20150910-14:22:49.000 687=1 5474=9875 5475=041215 5476=012345 5477=CROSS 10=169

The first part of the FIX message is wrong because it is in the wrong order and the group should follow the 555 NoLeg indicator. I have a function that creates the message correctly and passes it into the constructor of a Message object. This uses the DataDictionary and creates a correct Fix Message, so I know my DataDictionary is correct. I think it is the way that I am creating the group that is wrong.

Can any body help?

Damion Saunders | Back Office Development
Sucden Financial Limited | Plantation Place South | 60 Great Tower Street | London EC3R 5AZ
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