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

Grant Birchmeier gbirchmeier at connamara.com
Mon May 3 08:52:22 PDT 2021


Did you look at http://quickfixn.org/tutorial/repeating-groups.html ?

On Mon, May 3, 2021 at 10:37 AM Mario Alberti <cid.mizar at gmail.com> wrote:

> 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
>>> _______________________________________________
>>> Quickfixn mailing list
>>> Quickfixn at lists.quickfixn.com
>>> http://lists.quickfixn.com/listinfo.cgi/quickfixn-quickfixn.com
>>>
>>
>>
>> --
>> 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
>> you received this message in error, please contact the sender immediately
>> and delete all copies of the message. Thank you from Connamara Systems, LLC.
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>>
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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 you 
received this message in error, please contact the sender immediately and 
delete all copies of the message. Thank you from Connamara Systems, LLC.
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