{{Quickfixn}} MarketDataRequest.NoRelatedSymGroup group order

Robert Maidla robertmaidla at gmail.com
Tue Jan 23 10:07:45 PST 2018


Hello,

I am having trouble connecting to my broker. They specifically request that the ‘MarketDataRequest.NoRelatedSymGroup’ should be in a specific order (the correct tag order is 55, 48, 22). Whichever way I order the components before adding them to the group, the end result for the message is in the exact opposite order (tag order 22, 48, 55). That results in a rejected MDRequest.

Can someone help me figure out a way to change the order of the tags or is there a way to intercept the message in the ‘Send()’ function before sending it to the broker and manually change the order of the tags should the outgoing message be of type ‘MDRequest’?

Thanks in advance and best regards,
Robert


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