{{Quickfixn}} How to read a SecurityList a get Symbols?
Mario Alberti
cid.mizar at gmail.com
Mon May 3 09:17:34 PDT 2021
Thanks for your time Grant, I've tried:
var *noRelatedSymGrp *= new QuickFix.FIX50SP2.SecurityList.
*NoRelatedSymGroup*();
for (int grpIndex = 1; grpIndex <= message.GetInt(Tags.
*NoRelatedSym*); grpIndex += 1)
{
message.GetGroup(grpIndex, *noRelatedSymGrp*);
// ...do stuff with noSidesGrp...
}
Result: field not found for tag: 146
In FIX50SP2.xml I have:
<field number="146" name="NoRelatedSym" type="NUMINGROUP" />
Logs:
20210503-14:38:39.000000000 : Initiated logon request
20210503-14:38:40.000000000 : Logon contains ResetSeqNumFlag=Y, reseting
sequence numbers to 1
20210503-14:38:40.000000000 : Received logon response
20210503-14:38:41.000000000 : *Message 8 Rejected: Conditionally Required
Field Missing:146*
Message:
-Request-
8=FIXT.1.1 9=97 *35=x* 34=2 49=xxxxxxx 52=20210503-16:11:50.082 56=YYY
1128=9 263=0 320=xxxx 559=4 10=134
-Response-
8=FIXT.1.1 9=482 *35=y* 34=3 49=YYY 52=20210503-16:11:50.381 56=xxxxx
320=xxxx 322=496389975893966 393=292 559=4 560=0 893=Y 1300=YYY 1301=YYY
*146=1* 55=YYY 461=FXXXSX 200=210011 541=21001231 228=1.000000
5023=1.000000 5514=2 7117=0 231=1.000000 207=YYY 107=YYY 969=0.010000 711=1
311=NASDAQ 15=USD 9996=28900 1234=1 1093=3 1231=200.000000 1148=0.00
1149=500000.00 562=1.000000 1140=1000.000000 561=1.000000 1309=1 336=1
1237=3 40=4 40=K 40=2 1239=3 59=3 59=0 59=6 10=157
Any comments about it would be helpfull.
El lun, 3 may 2021 a las 12:52, Grant Birchmeier (<gbirchmeier at connamara.com>)
escribió:
> 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.
>>> _______________________________________________
>>> Quickfixn mailing list
>>> Quickfixn at lists.quickfixn.com
>>> http://lists.quickfixn.com/listinfo.cgi/quickfixn-quickfixn.com
>>>
>> _______________________________________________
>> Quickfixn mailing list
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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.
> _______________________________________________
> Quickfixn mailing list
> Quickfixn at lists.quickfixn.com
> http://lists.quickfixn.com/listinfo.cgi/quickfixn-quickfixn.com
>
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