{{Quickfixn}} How to read a SecurityList a get Symbols?
Mario Alberti
cid.mizar at gmail.com
Mon May 3 11:22:37 PDT 2021
You can dismiss the message, I'm getting another error. So, I'm good with
it for now.
Thanks!
El lun, 3 may 2021 a las 13:17, Mario Alberti (<cid.mizar at gmail.com>)
escribió:
> 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
>>> 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
>>
>
-------------- next part --------------
An HTML attachment was scrubbed...
URL: <http://lists.quickfixn.com/pipermail/quickfixn-quickfixn.com/attachments/20210503/53bc9671/attachment.htm>
More information about the Quickfixn
mailing list