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</o:shapelayout></xml><![endif]--></head><body lang=DE-CH link="#0563C1" vlink="#954F72"><div class=WordSection1><p class=MsoNormal><span style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D;mso-fareast-language:EN-US'>Hi Mike,<o:p></o:p></span></p><p class=MsoNormal><span style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D;mso-fareast-language:EN-US'>Hi Grant,<o:p></o:p></span></p><p class=MsoNormal><span style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D;mso-fareast-language:EN-US'><o:p> </o:p></span></p><p class=MsoNormal><span lang=EN-US style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D;mso-fareast-language:EN-US'>sure both inputs helped me, but actually the „group“ was the saving hint! Of course prices comes in within a group, just didn’t know how to bundle the group. Now things are getting very clear. Bellow I pasted my solution reading HotspotFX quotes, all working fine!<o:p></o:p></span></p><p class=MsoNormal><span lang=EN-US style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D;mso-fareast-language:EN-US'><o:p> </o:p></span></p><p class=MsoNormal><span lang=EN-US style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D;mso-fareast-language:EN-US'>Thanks a lot for helping,<o:p></o:p></span></p><p class=MsoNormal><span lang=EN-US style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D;mso-fareast-language:EN-US'><o:p> </o:p></span></p><p class=MsoNormal><span lang=EN-US style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D;mso-fareast-language:EN-US'>Walter.<o:p></o:p></span></p><p class=MsoNormal><span lang=EN-US style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D;mso-fareast-language:EN-US'><o:p> </o:p></span></p><p class=MsoNormal><span lang=EN-US style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D;mso-fareast-language:EN-US'>***<o:p></o:p></span></p><p class=MsoNormal><span lang=EN-US style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D;mso-fareast-language:EN-US'>public void OnMessage(QuickFix.FIX42.MarketDataSnapshotFullRefresh message, QuickFix.SessionID sessionID)<o:p></o:p></span></p><p class=MsoNormal><span lang=EN-US style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D;mso-fareast-language:EN-US'>{<o:p></o:p></span></p><p class=MsoNormal style='text-indent:35.4pt'><span lang=EN-US style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D;mso-fareast-language:EN-US'>String _CcyCcy = String.Empty;<o:p></o:p></span></p><p class=MsoNormal><span lang=EN-US style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D;mso-fareast-language:EN-US'> NoMDEntries _NoMDEntries = null;<o:p></o:p></span></p><p class=MsoNormal><span lang=EN-US style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D;mso-fareast-language:EN-US'> Quote _Quote = null;<o:p></o:p></span></p><p class=MsoNormal><span lang=EN-US style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D;mso-fareast-language:EN-US'><o:p> </o:p></span></p><p class=MsoNormal><span lang=EN-US style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D;mso-fareast-language:EN-US'> try<o:p></o:p></span></p><p class=MsoNormal><span lang=EN-US style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D;mso-fareast-language:EN-US'> {<o:p></o:p></span></p><p class=MsoNormal><span lang=EN-US style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D;mso-fareast-language:EN-US'> Trace.WriteLine("OnMessage MarketDataSnapshotFullRefresh\n\n" + message.ToString(),"abbeoo");<o:p></o:p></span></p><p class=MsoNormal><span lang=EN-US style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D;mso-fareast-language:EN-US'> _CcyCcy = message.Get(new Symbol()).getValue();<o:p></o:p></span></p><p class=MsoNormal><span lang=EN-US style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D;mso-fareast-language:EN-US'> _NoMDEntries = message.Get(new NoMDEntries());<o:p></o:p></span></p><p class=MsoNormal><span lang=EN-US style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D;mso-fareast-language:EN-US'> var _Group = new MarketDataSnapshotFullRefresh.NoMDEntriesGroup();<o:p></o:p></span></p><p class=MsoNormal><span lang=EN-US style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D;mso-fareast-language:EN-US'> _Quote = new Quote();<o:p></o:p></span></p><p class=MsoNormal><span lang=EN-US style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D;mso-fareast-language:EN-US'> _Quote.CcyCcy = _CcyCcy;<o:p></o:p></span></p><p class=MsoNormal><span lang=EN-US style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D;mso-fareast-language:EN-US'> _Quote.Ticks = message.Header.GetDateTime(52).Ticks;<o:p></o:p></span></p><p class=MsoNormal><span lang=EN-US style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D;mso-fareast-language:EN-US'><o:p> </o:p></span></p><p class=MsoNormal style='margin-left:35.4pt;text-indent:35.4pt'><span lang=EN-US style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D;mso-fareast-language:EN-US'>for(Int32 i=1; i<_NoMDEntries.getValue()+1; i++)<o:p></o:p></span></p><p class=MsoNormal><span lang=EN-US style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D;mso-fareast-language:EN-US'> {<o:p></o:p></span></p><p class=MsoNormal><span lang=EN-US style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D;mso-fareast-language:EN-US'> message.GetGroup(i,_Group);<o:p></o:p></span></p><p class=MsoNormal><span lang=EN-US style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D;mso-fareast-language:EN-US'><o:p> </o:p></span></p><p class=MsoNormal><span lang=EN-US style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D;mso-fareast-language:EN-US'> switch(_Group.Get(new MDEntryType()).ToString())<o:p></o:p></span></p><p class=MsoNormal><span lang=EN-US style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D;mso-fareast-language:EN-US'> {<o:p></o:p></span></p><p class=MsoNormal><span lang=EN-US style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D;mso-fareast-language:EN-US'> case "0":<o:p></o:p></span></p><p class=MsoNormal><span lang=EN-US style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D;mso-fareast-language:EN-US'> _Quote.Bid = _Group.Get(new MDEntryPx()).getValue();<o:p></o:p></span></p><p class=MsoNormal><span lang=EN-US style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D;mso-fareast-language:EN-US'> _Quote.BidSize = _Group.Get(new MDEntrySize()).getValue();<o:p></o:p></span></p><p class=MsoNormal><span lang=EN-US style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D;mso-fareast-language:EN-US'> break;<o:p></o:p></span></p><p class=MsoNormal><span lang=EN-US style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D;mso-fareast-language:EN-US'> case "1":<o:p></o:p></span></p><p class=MsoNormal><span lang=EN-US style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D;mso-fareast-language:EN-US'> _Quote.Ask = _Group.Get(new MDEntryPx()).getValue();<o:p></o:p></span></p><p class=MsoNormal><span lang=EN-US style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D;mso-fareast-language:EN-US'> _Quote.AskSize = _Group.Get(new MDEntrySize()).getValue();<o:p></o:p></span></p><p class=MsoNormal><span lang=EN-US style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D;mso-fareast-language:EN-US'> break;<o:p></o:p></span></p><p class=MsoNormal><span lang=EN-US style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D;mso-fareast-language:EN-US'> default:<o:p></o:p></span></p><p class=MsoNormal><span lang=EN-US style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D;mso-fareast-language:EN-US'> break;<o:p></o:p></span></p><p class=MsoNormal><span lang=EN-US style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D;mso-fareast-language:EN-US'> }<o:p></o:p></span></p><p class=MsoNormal><span lang=EN-US style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D;mso-fareast-language:EN-US'> }<o:p></o:p></span></p><p class=MsoNormal><span lang=EN-US style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D;mso-fareast-language:EN-US'><o:p> </o:p></span></p><p class=MsoNormal><span lang=EN-US style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D;mso-fareast-language:EN-US'> Console.WriteLine(_Quote.Spread.ToString());<o:p></o:p></span></p><p class=MsoNormal><span lang=EN-US style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D;mso-fareast-language:EN-US'><o:p> </o:p></span></p><p class=MsoNormal style='margin-left:35.4pt;text-indent:35.4pt'><span lang=EN-US style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D;mso-fareast-language:EN-US'>if(OnQuoteEvent != null)<o:p></o:p></span></p><p class=MsoNormal><span lang=EN-US style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D;mso-fareast-language:EN-US'> OnQuoteEvent(_Quote);<o:p></o:p></span></p><p class=MsoNormal><span lang=EN-US style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D;mso-fareast-language:EN-US'> }<o:p></o:p></span></p><p class=MsoNormal><span lang=EN-US style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D;mso-fareast-language:EN-US'> catch(System.Exception ex)<o:p></o:p></span></p><p class=MsoNormal><span lang=EN-US style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D;mso-fareast-language:EN-US'> {<o:p></o:p></span></p><p class=MsoNormal><span lang=EN-US style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D;mso-fareast-language:EN-US'> Trace.WriteLine("OnMessage MarketDataSnapshotFullRefresh error\n\n" + ex.ToString(),"abbeoo");<o:p></o:p></span></p><p class=MsoNormal style='text-indent:35.4pt'><span lang=EN-US style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D;mso-fareast-language:EN-US'>}<o:p></o:p></span></p><p class=MsoNormal><span lang=EN-US style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D;mso-fareast-language:EN-US'> finally<o:p></o:p></span></p><p class=MsoNormal><span lang=EN-US style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D;mso-fareast-language:EN-US'> {<o:p></o:p></span></p><p class=MsoNormal><span lang=EN-US style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D;mso-fareast-language:EN-US'> _NoMDEntries = null;<o:p></o:p></span></p><p class=MsoNormal><span lang=EN-US style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D;mso-fareast-language:EN-US'> _Quote = null;<o:p></o:p></span></p><p class=MsoNormal><span lang=EN-US style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D;mso-fareast-language:EN-US'> }<o:p></o:p></span></p><p class=MsoNormal><span lang=EN-US style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D;mso-fareast-language:EN-US'>}<o:p></o:p></span></p><p class=MsoNormal><span lang=EN-US style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D;mso-fareast-language:EN-US'>***<o:p></o:p></span></p><p class=MsoNormal><span lang=EN-US style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D;mso-fareast-language:EN-US'><o:p> </o:p></span></p><p class=MsoNormal><span lang=EN-US style='mso-fareast-language:EN-US'><o:p> </o:p></span></p><p class=MsoNormal><b><span lang=EN-US style='font-size:11.0pt;font-family:"Calibri","sans-serif"'>From:</span></b><span lang=EN-US style='font-size:11.0pt;font-family:"Calibri","sans-serif"'> quickfixn-bounces@lists.quickfixn.com [mailto:quickfixn-bounces@lists.quickfixn.com] <b>On Behalf Of </b>Mike Gatny<br><b>Sent:</b> Freitag, 8. März 2013 23:05<br><b>To:</b> Mailing list for QuickFIX/n<br><b>Subject:</b> Re: {{Quickfixn}} get prices<o:p></o:p></span></p><p class=MsoNormal><o:p> </o:p></p><p>This is really more of a FIX protocol question than a QF question. MarketDataSnapshotFullRefresh isn't going to have one bid price at the root level of the message. It will have one or more MDEntryPx (tag 270) fields within the NoMDEntries repeating group.<o:p></o:p></p></div></body></html>