{{Quickfixn}} How to read a SecurityList a get Symbols?

Grant Birchmeier gbirchmeier at connamara.com
Mon May 3 07:53:54 PDT 2021


You need to check with your counterparty to determine how they have
formulated their SecurityList responses.  Probably they have documentation
for it.

QuickFIX doesn't do any magic for you.  You need to take each message as it
comes in and extract the fields that you need.  I'm not really sure what
you expected.

On Sat, May 1, 2021 at 12:13 AM Mario Alberti <cid.mizar at gmail.com> wrote:

> I'm using *c# - Quickfixn - "FIXT.1.1" - FIX50SP2*, I sent a message
> "SecurityListRequest" to get a SecurityList. I got several messages of type
> *"SecurityList"*. I *need to parse*, and *get* every *symbol* and for
> example the *strike* associated etc. I don't find and example how to do
> it, so a example would be appreciate.
>
> Best,
> Abby
> _______________________________________________
> Quickfixn mailing list
> Quickfixn at lists.quickfixn.com
> http://lists.quickfixn.com/listinfo.cgi/quickfixn-quickfixn.com
>


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Grant Birchmeier
*Connamara Systems, LLC*
*Made-To-Measure Trading Solutions.*
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http://connamara.com

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