{{Quickfixn}} How to read a SecurityList a get Symbols?
Mario Alberti
cid.mizar at gmail.com
Mon May 3 08:36:48 PDT 2021
Thanks for the replay. Yes I have the definition, I was looking for an
example of how to read groups from c#, because I have trouble finding
documentation about how to do it, actually my problem is a lack of
knowledge in this matters... so any example would by appreciate
<message name="SecurityList" msgtype="y" msgcat="app">
<field name="SecurityReqID" required="N" />
<field name="SecurityResponseID" required="N" />
<field name="SecurityRequestResult" required="N" />
<field name="SecurityListRequestType" required="N" />
<field name="TotNoRelatedSym" required="N" />
<field name="LastFragment" required="N" />
* <component name="SecListGrp" required="N" />*
<field name="SecurityReportID" required="N" />
<field name="ClearingBusinessDate" required="N" />
<field name="MarketID" required="N" />
<field name="MarketSegmentID" required="N" />
<field name="SecurityListID" required="N" />
<field name="SecurityListRefID" required="N" />
<field name="SecurityListDesc" required="N" />
<field name="EncodedSecurityListDescLen" required="N" />
<field name="EncodedSecurityListDesc" required="N" />
<field name="SecurityListType" required="N" />
<field name="SecurityListTypeSource" required="N" />
<field name="TransactTime" required="N" />
</message>
<component name="SecListGrp">
*<group name="NoRelatedSym" required="N">*
<component name="Instrument" />
<component name="InstrumentExtension" />
<component name="FinancingDetails" />
<component name="UndInstrmtGrp" />
<field name="Currency" required="N" />
<field name="ContractPositionNumber" required="N" />
<component name="Stipulations" />
<component name="InstrmtLegSecListGrp" />
<component name="SpreadOrBenchmarkCurveData" />
<component name="YieldData" />
<field name="Text" required="N" />
<field name="EncodedTextLen" required="N" />
<field name="EncodedText" required="N" />
<component name="SecurityTradingRules" required="N" />
<component name="StrikeRules" required="N" />
<field name="RelSymTransactTime" required="N" />
</group>
</component>
El lun, 3 may 2021 a las 11:54, Grant Birchmeier (<gbirchmeier at connamara.com>)
escribió:
> 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
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>>
>
>
> --
> Grant Birchmeier
> *Connamara Systems, LLC*
> *Made-To-Measure Trading Solutions.*
> Exactly what you need. No more. No less.
> http://connamara.com
>
> This email, along with any attachments, is confidential. If you believe
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