Trying to convert string to MarketDataIncrementalRefresh

Question

I have a text file with FIX messages (all of them and MarketDataIncrementalRefresh (Type X)) and I'm trying to find a way using QuickFIX in C# to create MarketDataIncrementalRefresh messages out of the strings.

Any suggestions?

here is an example of how one line looks like:

1128=9 9=263 35=X 49=CME 34=10568699 52=20110110205433535 75=20110110 268=2 279=1 22=8 48=812201 83=1243518 107=GEZ2 269=1 270=9825.0 271=153 273=205433000 336=2 346=14 1023=1 279=122=8 48=812201 83=1243519 107=GEZ2 269=1270=9826.0 271=453 273=205433000 336=2 346=21 1023=3 10=058

score 3 · Accepted Answer · answered May 22 '12 at 15:32

Basically this is how its done:

string line = sr.ReadLine();
QuickFix42.MessageFactory fac = new QuickFix42.MessageFactory();
QuickFix.MsgType msgType = QuickFix.Message.identifyType(line);
QuickFix.Message message = fac.create("", msgType.getObject() as string);
message.setString(line, false);

The factory creates the proper message type once its given, so in this case since the type was {X}, QuickFix.Message message is a pointer to MarketDataIncrementalRefresh and then message.setString sets the rest of the props from the given string.

score 1 · Answer 2 · answered May 22 '12 at 09:11

1

in Java you can use either

MessageUtils.parse(MessageFactory messageFactory, DataDictionary dataDictionary, java.lang.String messageString)

see here.

of the Message object itself, see here either using the constructor:

Message(java.lang.String string, DataDictionary dd, boolean validate)

or the fromString method:

fromString(java.lang.String messageData, DataDictionary sessionDictionary, DataDictionary applicationDictionary, boolean doValidation)

You should be able to find similar things for quickfix/n

I have only found this, which only allows you to build a message from the string using the constructor. Never the less this should work if you cannot find the equivalent of the above in your chosen API.

answered May 22 '12 at 09:11

robthewolf

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Thanks you I will look at quickfix/n. I know that the quickfix .net wrapper doesn't have MessageUtils.parse hopefully quickfix/n has it. As for the string ctor in FIX.message it does work but all it does is create message. I need it to create the proper message type in my case MarketDataIncrementalRefresh, to put it in other words can you find me a way to convert message to MarketDataIncrementalRefresh? – Roey Nissim May 22 '12 at 09:38
try MessageCracker http://www.quickfixengine.org/quickfix/doc/html/class_f_i_x_1_1_message_cracker.html, I am not sure how it works exactly in c# have a look at this example. http://quickfixn.org/tutorial/receiving-messages It is for a FIX application that receives message from a server. However have your app also inherit MessageCracker, read the FIX string in to a Message as above, then call crack on the Message. Override the relevant onMessage Method ie onMessage(MarketDataIncrementReferesh msg){} and you should be good to go. – robthewolf May 22 '12 at 10:29

score 0 · Answer 3 · answered Jul 23 '20 at 06:58

I want to perform the same conversion but I do not found setString in QuickFix.Message. I am using QuickFIXn. I searched more and check few more methods in Message and found a way. You can use Message.FromString method like below.

If you do not want to use DataDictionary then just pass it as null.

string strMsg = "8=FIX.4.49=54735=AE34=4";

var dataDictionary = new QuickFix.DataDictionary.DataDictionary();
dataDictionary.Load("../../../spec/fix/FIX44.xml");

var tradeCaptureReport = new QuickFix.FIX44.TradeCaptureReport();
tradeCaptureReport.FromString(strMsg, false, dataDictionary, dataDictionary, _defaultMsgFactory);

Trying to convert string to MarketDataIncrementalRefresh

3 Answers3

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