{{Quickfixn}} How to add a new Group to MarketDataSnapshotFullRefresh meesage
Maddirala, Sunil
SMaddirala at caxton.com
Tue Oct 6 12:54:32 PDT 2015
How do I parse the incoming message?. How do I get the NoQuoteSetsGroup from the incoming MarketDataSnapshotFullRefresh message?.
The following line is giving me compilation error COZ it can’t find NoQuoteSetsGroup
QuickFix.FIX44. arketDataSnapshotFullRefresh.NoQuoteSetsGroup repeatingMDItem = new QuickFix.FIX44.MarketDataSnapshotFullRefresh.NoQuoteSetsGroup();
public void OnMessage(QuickFix.FIX44.MarketDataSnapshotFullRefresh message, SessionID sessionID)
{
string mdReportId = message.GetField(963);
string mdRequestId = message.GetField(262);
//string account = message.GetField(1);
string mdIndicator = message.GetField(5280);
string symbol = message.GetField(55);
System.Console.WriteLine("Report Id: " + mdReportId);
System.Console.WriteLine("Request Id: " + mdRequestId);
//Console.WriteLine("Account: ", account);
System.Console.WriteLine("Indicator: " + mdIndicator);
System.Console.WriteLine("Symbol: " + symbol);
int count = message.GetInt(296);
System.Console.WriteLine("Count: " + count);
QuickFix.FIX44. arketDataSnapshotFullRefresh.NoQuoteSetsGroup repeatingMDItem = new QuickFix.FIX44. arketDataSnapshotFullRefresh.NoQuoteSetsGroup();
/* QuickFix.FIX44.MarketDataSnapshotFullRefresh. repeatingMDItem = new QuickFix.FIX44.MarketDataSnapshotFullRefresh.NoQuoteSetsGroup();
// DateTime sourceDT = DateTime.ParseExact(message.Header.GetField(52), "yyyyMMdd-HH:mm:ss.fff", ci);
// DateTime dt = TimeZoneInfo.ConvertTimeToUtc(sourceDT, utcZone);
//DateTime nowUTC = TimeZoneInfo.ConvertTime(DateTime.UtcNow, utcZone, utcZone);
// TimeSpan diffToUK = nowUTC - dt;
*
* */
for (int i = 1; i <= count; i++)
{
Console.WriteLine("*******************************************" + i);
System.Console.WriteLine(repeatingMDItem.ToString());
message.GetGroup(i, repeatingMDItem);
Console.WriteLine(repeatingMDItem.ToString());
From: Quickfixn [mailto:quickfixn-bounces at lists.quickfixn.com] On Behalf Of Grant Birchmeier
Sent: Tuesday, October 06, 2015 3:04 PM
To: Mailing list for QuickFIX/n
Subject: Re: {{Quickfixn}} How to add a new Group to MarketDataSnapshotFullRefresh meesage
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<http://cp.mcafee.com/d/avndzgQ820Orhooohvujpd79KVJ6XRQnDQhOpJ6XRQnDQTQjqdTHELfEzCjqdTHELfzxOpKyKE8izF-wGSxYWMVsTrg-tosKrZ4wyMyU_R-hjouvKeWZOWrbb_9LLFILeth5dqWqJTAul3PWApmU6CQjqpK_fKcf9LELnKrKr9PCJhbc8OCjr8sLBGMxGKNT1pKlyHIw-1ImrBoGX8fwn8lrxrW0E-l9QUmrBoGX8fxOVJdBVeVI5-Aq83jSquM7rBoGX8fwqvjjWq80LkMq89Rd46E86y3jh13P1Ew2kqJH6y2tjh0dX4HYMXpWcgRqxeINtIYY5-X7W4Ph0H_QQzVJV4Tufa>
(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<mailto:SMaddirala at caxton.com>>
To: "'quickfixn at lists.quickfixn.com<mailto:quickfixn at lists.quickfixn.com>'" <quickfixn at lists.quickfixn.com<mailto: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<http://cp.mcafee.com/d/k-Kr3wUgdEIcc8LL9ICzATsSztWWbPW8VcSztWWbPWrW9J6XRQnDQhP9J6XRQnDNMVcThnk49hQ_glrg-tosKrJEveIend-yghohsvW_8FIffT7tuVtdBB_ATTQSnDeEyCJtdmXOfaxVZicHs3jqpJcTvDT67ATQnHTdTdw0Xlx3ltzLbCNpKlyHIw-1sxlK5LE2zVkDjxpKlyHIw-7bCQSnAXCMnWhEwdfpFX0tKlyHIw-1FZdfFEw2Zj1EwDkQgqwwq8dd44fc6y09hGSIq89Rd40TIiLP3JDEN3lG4WP5SPPMnXIvEjd42L_jifCTAjoOxG4tD-8_iT>
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