{{Quickfixn}} Adding a custom group to NewOrderSingle

[Damion Saunders]

Hi Grant

I am confused by your comment that the top level order does not matter, as the fact that 555 is not followed by my repeating group is get "Repeating group fields out of order".

I understand your confusion over FIX.Delimiter as this is one of our classes and holds a value we use often i.e. the FIX delimiter. I only used it as the context help for group says its parameters are field and delim. I have changed it to use the int that stores the main field and that does not change anything. i.e.

            const int SideField = 54;
.........
.........
.........
  var legsGroup = new Group(counter , SideField);
                legsGroup.SetField(new StringField(SideField,
                                            legToAdd.Side == TradeSide.Buy
                                            ? QuickFix.Fields.Side.BUY.ToString()
                                            : QuickFix.Fields.Side.SELL.ToString()));

The following is the fix it produces which is nearly correct but 555 must be followed by the NoLegs group and the 1=1, 2=1 parameters are not needed.

8=FIX.4.49=38335=D34=249=XXXXXXXX52=20150914-12:56:09.87956=XXX11=XXX12345678955=CAD75=20150907109=01657167=F375=XXX423=0555=25179=0123455478=15479=15681=06004=C7931=220011=01234520012=0000000XXXXXXXX6X3521=154=160=20150914-13:56:09.000687=45474=5118.55475=0212155476=088885477=CROSS2=154=260=20150914-13:56:09.000687=45474=5117.55475=0712155476=088885477=CROSS10=185

Damion

www.sucdenfinancial.com

Sucden Financial Limited, Plantation Place South, 60 Great Tower Street, London EC3R 5AZ
Telephone +44 203 207 5000

Registered in England no. 1095841
VAT registration no. GB 446 9061 33

Authorised and Regulated by the Financial Conduct Authority (FCA) and entered in the FCA register under no. 114239

This email, including any files transmitted with it, is confidential and may be privileged. It may be read, copied and used only by the intended recipient. If you are not the intended recipient of this message, please notify postmaster at sucfin.com immediately and delete it from your computer system.

We believe, but do not warrant, that this email and its attachments are virus-free, but you should check.

Sucden Financial Limited may monitor traffic data of both business and personal emails. By replying to this email, you consent to Sucden Financial 's monitoring the content of any emails you send to or receive from Sucden Financial . Sucden Financial is not liable for any opinions expressed by the sender where this is a non-business email.

The contents of this e-mail do not constitute advice and should not be regarded as a recommendation to buy, sell or otherwise deal with any particular investment.

This message has been scanned for viruses by Mimecast.

-------------- next part --------------
An HTML attachment was scrubbed...
URL: <http://lists.quickfixn.com/pipermail/quickfixn-quickfixn.com/attachments/20150914/bc70d8c0/attachment-0002.htm>