{{Quickfixn}} Adding a custom group to NewOrderSingle

[Grant Birchmeier]

Top-level tag order in the body does not matter, so you can ignore that.
QF internally sorts them numerically.  Only fields within repeating groups
have order preserved (which FIX mandates).

I think the 1=1 is coming from your "Fix.Delimiter".  I don't know what
Fix.Delimiter is, but it's not from the engine.  The second argument of
Group should be the first tag contained in the group (which is always
required to be present).




On Fri, Sep 11, 2015 at 3:15 AM, Damion Saunders <Damion.Saunders at sucfin.com
> wrote:

> 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?
>
>
>


-- 
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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