{{Quickfixn}} How to add a new Group to MarketDataSnapshotFullRefresh meesage

Grant Birchmeier gbirchmeier at connamara.com
Tue Oct 6 12:03:36 PDT 2015


Sunil,

The engine will use your DD xml file to parse incoming messages, but your
actual QF engine compiled binaries are unchanged.  Of course your Visual
Studio won't see your new group, because it's using the same old binaries.

If you want to see your group in VS, you need to regenerate the QF/n source
and rebuild the QF/n binaries.

You can find information about this here:
https://github.com/connamara/quickfixn

(Note: I rejected your earlier mail because of the super-large screenshot.
In the future, please refrain from attaching large files to list emails
unless it's absolutely necessary.)




> ---------- Forwarded message ----------
>
> From: "Maddirala, Sunil" <SMaddirala at caxton.com>
>
> To: "'quickfixn at lists.quickfixn.com'" <quickfixn at lists.quickfixn.com>
>
> Cc:
>
> Date: Mon, 5 Oct 2015 15:59:16 -0400
>
> Subject: How to add a new Group to MarketDataSnapshotFullRefresh meesage
> Hi,
>
> I added a new group “NoQuoteSets1” to MarketDataSnapshotFullRefresh but
> it’s not showing up in the group list
>
>
>
> <field number="296" name="NoQuoteSets1" type="NUMINGROUP" />
>
> <message name="MarketDataSnapshotFullRefresh" msgtype="W" msgcat="app">
>     <field name="MDReqID" required="N" />
>     <component name="Instrument" required="Y" />
>     <group name="NoUnderlyings" required="N">
>       <component name="UnderlyingInstrument" required="N" />
>     </group>
>     <group name="NoLegs" required="N">
>       <component name="InstrumentLeg" required="N" />
>     </group>
>     <field name="FinancialStatus" required="N" />
>     <field name="CorporateAction" required="N" />
>     <field name="NetChgPrevDay" required="N" />
>     <field name="MDReportID" required="N" />
>     <field name="Account" required="N" />
>     <field name="MDIndicator" required="N" />
>     <field name="Symbol" required="N" />
>     *<group name="NoQuoteSets1" required="Y">*
>       <field name="QuoteSetID" required="Y" />
>       <field name="SecurityID" required="N" />
>       <field name="TargetStrategy" required="N" />
>       <field name="CallOrPut" required="N" />
>       <field name="ExpiryTimeCode" required="N" />
>       <field name="PremiumCurrency" required="N" />
>       <group name="NoMDEntries" required="Y">
>         <field name="MDEntryType" required="Y" />
>         <field name="MDEntryID" required="Y" />
>         <field name="MDEntryPx" required="Y" />
>         <field name="Currency" required="N" />
>         <field name="MDEntrySize" required="N" />
>         <field name="MDEntryDate" required="N" />
>         <field name="MDEntryTime" required="N" />
>         <field name="TickDirection" required="N" />
>         <field name="MDMkt" required="N" />
>         <field name="TradingSessionID" required="N" />
>         <field name="TradingSessionSubID" required="N" />
>         <field name="QuoteCondition" required="N" />
>         <field name="TradeCondition" required="N" />
>         <field name="MDEntryOriginator" required="N" />
>         <field name="LocationID" required="N" />
>         <field name="DeskID" required="N" />
>         <field name="OpenCloseSettlFlag" required="N" />
>         <field name="TimeInForce" required="N" />
>         <field name="LegMaturityDate" required="N" />
>         <field name="ExpireTime" required="N" />
>         <field name="TenorValue" required="N" />
>         <field name="DeltaBasis" required="N" />
>         <field name="DeltaType" required="N" />
>         <field name="DeltaCurrency" required="N" />
>         <field name="DeltaCode" required="N" />
>         <field name="MinQty" required="N" />
>         <field name="ExecInst" required="N" />
>         <field name="SellerDays" required="N" />
>         <field name="OrderID" required="N" />
>         <field name="QuoteEntryID" required="N" />
>         <field name="MDEntryBuyer" required="N" />
>         <field name="MDEntrySeller" required="N" />
>         <field name="NumberOfOrders" required="N" />
>         <field name="MDEntryPositionNo" required="N" />
>         <field name="Scope" required="N" />
>         <field name="PriceDelta" required="N" />
>         <field name="Text" required="N" />
>         <field name="EncodedTextLen" required="N" />
>         <field name="EncodedText" required="N" />
>       </group>
>     </group>
>     <field name="ApplQueueDepth" required="N" />
>     <field name="ApplQueueResolution" required="N" />
>   </message>
>
>


-- 
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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