Messagecreation

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Messagecreation

by Fabio Renggli-2 :: Rate this Message:

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QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html


Hi
 
I try to create a message like this:
 
Message message = new Message(string FixString);
 
As FixString I put:
 

8=FIX.4.4?9=434?35=R?34=1?49=Vontobel?52=20091104-15:00:03.565?56=Merrill?131=1?146=1?55=101337?167=PUT?541=20101101?225=20091104?240=20101108?206=E?711=1?311=ABBN.VX?457=1?458=CH0012221716?459=I-?462=1?316=120?941=CHF?308=XSWX?318=CHF?10025=1?10060=1?303=1?537=1?54=2?854=0?38=25000?64=20091109?15=CHF?232=1?233=ISDAREF?234=1235465?735=1?695=B?692=3?62=20091030-14:30:50?453=2?448=VON?447=D?452=7?448=MER?447=D?452=17?5508=1?10001=0?10005=0?10010=0?10=227?

 

And the afterwards sended message looks like this:
 
8=FIX.4.4?9=434?35=R?34=1?49=Vontobel?52=20091104-15:01:00.676?56=Merrill?15=CHF?38=25000?54=2?55=101337?62=20091030-14:30:50?64=20091109?131=1?146=1?167=PUT?206=E?225=20091104?232=1?233=ISDAREF?234=1235465?240=20101108?303=1?308=XSWX?311=ABBN.VX?316=120?318=CHF?447=D?447=D?448=VON?448=MER?452=7?452=17?453=2?457=1?458=CH0012221716?459=I-?462=1?537=1?541=20101101?692=3?695=B?711=1?735=1?854=0?941=CHF?5508=1?10001=0?10005=0?10010=0?10025=1?10060=1?10=228?
 
So there the same information in it, but in a totally different order. Can anybody explain me why this happens?
 
Best Regards
Fabio

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Re: Messagecreation

by Grant Birchmeier :: Rate this Message:

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QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html

I believe that, on construction, QuickFIX is converting your string
into its internal storage format.

On sending, the internal storage is re-string-ified.

As long as the order of fields within repeating groups is the same,
the two message strings are equivalent.

-Grant


On Wed, Nov 4, 2009 at 10:06 AM, Fabio Renggli <FRenggli@...> wrote:

> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> Hi
>
> I try to create a message like this:
>
> Message message = new Message(string FixString);
>
> As FixString I put:
>
>
> 8=FIX.4.4?9=434?35=R?34=1?49=Vontobel?52=20091104-15:00:03.565?56=Merrill?131=1?146=1?55=101337?167=PUT?541=20101101?225=20091104?240=20101108?206=E?711=1?311=ABBN.VX?457=1?458=CH0012221716?459=I-?462=1?316=120?941=CHF?308=XSWX?318=CHF?10025=1?10060=1?303=1?537=1?54=2?854=0?38=25000?64=20091109?15=CHF?232=1?233=ISDAREF?234=1235465?735=1?695=B?692=3?62=20091030-14:30:50?453=2?448=VON?447=D?452=7?448=MER?447=D?452=17?5508=1?10001=0?10005=0?10010=0?10=227?
>
>
>
> And the afterwards sended message looks like this:
>
> 8=FIX.4.4?9=434?35=R?34=1?49=Vontobel?52=20091104-15:01:00.676?56=Merrill?15=CHF?38=25000?54=2?55=101337?62=20091030-14:30:50?64=20091109?131=1?146=1?167=PUT?206=E?225=20091104?232=1?233=ISDAREF?234=1235465?240=20101108?303=1?308=XSWX?311=ABBN.VX?316=120?318=CHF?447=D?447=D?448=VON?448=MER?452=7?452=17?453=2?457=1?458=CH0012221716?459=I-?462=1?537=1?541=20101101?692=3?695=B?711=1?735=1?854=0?941=CHF?5508=1?10001=0?10005=0?10010=0?10025=1?10060=1?10=228?
>
> So there the same information in it, but in a totally different order. Can anybody explain me why this happens?
>
> Best Regards
> Fabio
> ------------------------------------------------------------------------------
> Let Crystal Reports handle the reporting - Free Crystal Reports 2008 30-Day
> trial. Simplify your report design, integration and deployment - and focus on
> what you do best, core application coding. Discover what's new with
> Crystal Reports now.  http://p.sf.net/sfu/bobj-july
> _______________________________________________
> Quickfix-developers mailing list
> Quickfix-developers@...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>

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Re: Messagecreation

by Mikhail Veygman :: Rate this Message:

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QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html

If you notice all the fields after the header are in numeric order.
In general it is easier to process this when you have them in some sort
of order especially if the internal structures can be represented as
arrays and use the field numbers as indexes.
-  
Regards,

Mikhail Veygman


-----Original Message-----
From: Fabio Renggli <FRenggli@...>
To: quickfix-developers@...
<quickfix-developers@...>
Subject: [Quickfix-developers] Messagecreation
Date: Wed, 4 Nov 2009 16:06:35 +0100

QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html

Hi
 
I try to create a message like this:
 
Message message = new Message(string FixString);
 
As FixString I put:
 
8=FIX.4.4?9=434?35=R?34=1?49=Vontobel?52=20091104-15:00:03.565?56=Merrill?131=1?146=1?55=101337?167=PUT?541=20101101?225=20091104?240=20101108?206=E?711=1?311=ABBN.VX?457=1?458=CH0012221716?459=I-?462=1?316=120?941=CHF?308=XSWX?318=CHF?10025=1?10060=1?303=1?537=1?54=2?854=0?38=25000?64=20091109?15=CHF?232=1?233=ISDAREF?234=1235465?735=1?695=B?692=3?62=20091030-14:30:50?453=2?448=VON?447=D?452=7?448=MER?447=D?452=17?5508=1?10001=0?10005=0?10010=0?10=227?

 


And the afterwards sended message looks like this:
 
8=FIX.4.4?9=434?35=R?34=1?49=Vontobel?52=20091104-15:01:00.676?56=Merrill?15=CHF?38=25000?54=2?55=101337?62=20091030-14:30:50?64=20091109?131=1?146=1?167=PUT?206=E?225=20091104?232=1?233=ISDAREF?234=1235465?240=20101108?303=1?308=XSWX?311=ABBN.VX?316=120?318=CHF?447=D?447=D?448=VON?448=MER?452=7?452=17?453=2?457=1?458=CH0012221716?459=I-?462=1?537=1?541=20101101?692=3?695=B?711=1?735=1?854=0?941=CHF?5508=1?10001=0?10005=0?10010=0?10025=1?10060=1?10=228?
 
So there the same information in it, but in a totally different order.
Can anybody explain me why this happens?
 
Best Regards
Fabio
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Re: Messagecreation

by Fabio Renggli-2 :: Rate this Message:

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QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html

So there is no way to create a message from an existing and valid fixstring without getting a crap of a fixstring which doesn't work?

________________________________________
Von: Mikhail Veygman [mveygman@...]
Gesendet: Mittwoch, 4. November 2009 16:25
An: Fabio Renggli
Cc: quickfix-developers@...
Betreff: Re: [Quickfix-developers] Messagecreation

If you notice all the fields after the header are in numeric order.
In general it is easier to process this when you have them in some sort
of order especially if the internal structures can be represented as
arrays and use the field numbers as indexes.
-
Regards,

Mikhail Veygman


-----Original Message-----
From: Fabio Renggli <FRenggli@...>
To: quickfix-developers@...
<quickfix-developers@...>
Subject: [Quickfix-developers] Messagecreation
Date: Wed, 4 Nov 2009 16:06:35 +0100

QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html

Hi

I try to create a message like this:

Message message = new Message(string FixString);

As FixString I put:

8=FIX.4.4?9=434?35=R?34=1?49=Vontobel?52=20091104-15:00:03.565?56=Merrill?131=1?146=1?55=101337?167=PUT?541=20101101?225=20091104?240=20101108?206=E?711=1?311=ABBN.VX?457=1?458=CH0012221716?459=I-?462=1?316=120?941=CHF?308=XSWX?318=CHF?10025=1?10060=1?303=1?537=1?54=2?854=0?38=25000?64=20091109?15=CHF?232=1?233=ISDAREF?234=1235465?735=1?695=B?692=3?62=20091030-14:30:50?453=2?448=VON?447=D?452=7?448=MER?447=D?452=17?5508=1?10001=0?10005=0?10010=0?10=227?




And the afterwards sended message looks like this:

8=FIX.4.4?9=434?35=R?34=1?49=Vontobel?52=20091104-15:01:00.676?56=Merrill?15=CHF?38=25000?54=2?55=101337?62=20091030-14:30:50?64=20091109?131=1?146=1?167=PUT?206=E?225=20091104?232=1?233=ISDAREF?234=1235465?240=20101108?303=1?308=XSWX?311=ABBN.VX?316=120?318=CHF?447=D?447=D?448=VON?448=MER?452=7?452=17?453=2?457=1?458=CH0012221716?459=I-?462=1?537=1?541=20101101?692=3?695=B?711=1?735=1?854=0?941=CHF?5508=1?10001=0?10005=0?10010=0?10025=1?10060=1?10=228?

So there the same information in it, but in a totally different order.
Can anybody explain me why this happens?

Best Regards
Fabio
------------------------------------------------------------------------------
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Re: Messagecreation

by Grant Birchmeier :: Rate this Message:

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QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html

How does the fixstring not work?  The strings should be
FIX-equivalent.  FIX doesn't care about order except in repeating
groups.


On Wed, Nov 4, 2009 at 10:29 AM, Fabio Renggli <FRenggli@...> wrote:

> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> So there is no way to create a message from an existing and valid fixstring without getting a crap of a fixstring which doesn't work?
>
> ________________________________________
> Von: Mikhail Veygman [mveygman@...]
> Gesendet: Mittwoch, 4. November 2009 16:25
> An: Fabio Renggli
> Cc: quickfix-developers@...
> Betreff: Re: [Quickfix-developers] Messagecreation
>
> If you notice all the fields after the header are in numeric order.
> In general it is easier to process this when you have them in some sort
> of order especially if the internal structures can be represented as
> arrays and use the field numbers as indexes.
> -
> Regards,
>
> Mikhail Veygman
>
>
> -----Original Message-----
> From: Fabio Renggli <FRenggli@...>
> To: quickfix-developers@...
> <quickfix-developers@...>
> Subject: [Quickfix-developers] Messagecreation
> Date: Wed, 4 Nov 2009 16:06:35 +0100
>
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Hi
>
> I try to create a message like this:
>
> Message message = new Message(string FixString);
>
> As FixString I put:
>
> 8=FIX.4.4?9=434?35=R?34=1?49=Vontobel?52=20091104-15:00:03.565?56=Merrill?131=1?146=1?55=101337?167=PUT?541=20101101?225=20091104?240=20101108?206=E?711=1?311=ABBN.VX?457=1?458=CH0012221716?459=I-?462=1?316=120?941=CHF?308=XSWX?318=CHF?10025=1?10060=1?303=1?537=1?54=2?854=0?38=25000?64=20091109?15=CHF?232=1?233=ISDAREF?234=1235465?735=1?695=B?692=3?62=20091030-14:30:50?453=2?448=VON?447=D?452=7?448=MER?447=D?452=17?5508=1?10001=0?10005=0?10010=0?10=227?
>
>
>
>
> And the afterwards sended message looks like this:
>
> 8=FIX.4.4?9=434?35=R?34=1?49=Vontobel?52=20091104-15:01:00.676?56=Merrill?15=CHF?38=25000?54=2?55=101337?62=20091030-14:30:50?64=20091109?131=1?146=1?167=PUT?206=E?225=20091104?232=1?233=ISDAREF?234=1235465?240=20101108?303=1?308=XSWX?311=ABBN.VX?316=120?318=CHF?447=D?447=D?448=VON?448=MER?452=7?452=17?453=2?457=1?458=CH0012221716?459=I-?462=1?537=1?541=20101101?692=3?695=B?711=1?735=1?854=0?941=CHF?5508=1?10001=0?10005=0?10010=0?10025=1?10060=1?10=228?
>
> So there the same information in it, but in a totally different order.
> Can anybody explain me why this happens?
>
> Best Regards
> Fabio
> ------------------------------------------------------------------------------
> Let Crystal Reports handle the reporting - Free Crystal Reports 2008 30-Day
> trial. Simplify your report design, integration and deployment - and focus on
> what you do best, core application coding. Discover what's new with
> Crystal Reports now.  http://p.sf.net/sfu/bobj-july
> _______________________________________________ Quickfix-developers mailing list Quickfix-developers@... https://lists.sourceforge.net/lists/listinfo/quickfix-developers
> ------------------------------------------------------------------------------
> Let Crystal Reports handle the reporting - Free Crystal Reports 2008 30-Day
> trial. Simplify your report design, integration and deployment - and focus on
> what you do best, core application coding. Discover what's new with
> Crystal Reports now.  http://p.sf.net/sfu/bobj-july
> _______________________________________________
> Quickfix-developers mailing list
> Quickfix-developers@...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>

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Re: Messagecreation

by Fabio Renggli-2 :: Rate this Message:

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QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html

yes and that's the problem: look at this: 146=1?55=101337?167=PUT? this string is ok. because 146 says that a repeating group starts and 55 is the starttag in this group. but in the new message there it looks like this: 146=1?167=PUT?206=E?225= and the tag 55 is just at the beginning of the message.

regards.
________________________________________
Von: Grant Birchmeier [gbirchmeier@...]
Gesendet: Mittwoch, 4. November 2009 16:40
An: Fabio Renggli
Cc: Mikhail Veygman; quickfix-developers@...
Betreff: Re: [Quickfix-developers] Messagecreation

How does the fixstring not work?  The strings should be
FIX-equivalent.  FIX doesn't care about order except in repeating
groups.


On Wed, Nov 4, 2009 at 10:29 AM, Fabio Renggli <FRenggli@...> wrote:

> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> So there is no way to create a message from an existing and valid fixstring without getting a crap of a fixstring which doesn't work?
>
> ________________________________________
> Von: Mikhail Veygman [mveygman@...]
> Gesendet: Mittwoch, 4. November 2009 16:25
> An: Fabio Renggli
> Cc: quickfix-developers@...
> Betreff: Re: [Quickfix-developers] Messagecreation
>
> If you notice all the fields after the header are in numeric order.
> In general it is easier to process this when you have them in some sort
> of order especially if the internal structures can be represented as
> arrays and use the field numbers as indexes.
> -
> Regards,
>
> Mikhail Veygman
>
>
> -----Original Message-----
> From: Fabio Renggli <FRenggli@...>
> To: quickfix-developers@...
> <quickfix-developers@...>
> Subject: [Quickfix-developers] Messagecreation
> Date: Wed, 4 Nov 2009 16:06:35 +0100
>
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Hi
>
> I try to create a message like this:
>
> Message message = new Message(string FixString);
>
> As FixString I put:
>
> 8=FIX.4.4?9=434?35=R?34=1?49=Vontobel?52=20091104-15:00:03.565?56=Merrill?131=1?146=1?55=101337?167=PUT?541=20101101?225=20091104?240=20101108?206=E?711=1?311=ABBN.VX?457=1?458=CH0012221716?459=I-?462=1?316=120?941=CHF?308=XSWX?318=CHF?10025=1?10060=1?303=1?537=1?54=2?854=0?38=25000?64=20091109?15=CHF?232=1?233=ISDAREF?234=1235465?735=1?695=B?692=3?62=20091030-14:30:50?453=2?448=VON?447=D?452=7?448=MER?447=D?452=17?5508=1?10001=0?10005=0?10010=0?10=227?
>
>
>
>
> And the afterwards sended message looks like this:
>
> 8=FIX.4.4?9=434?35=R?34=1?49=Vontobel?52=20091104-15:01:00.676?56=Merrill?15=CHF?38=25000?54=2?55=101337?62=20091030-14:30:50?64=20091109?131=1?146=1?167=PUT?206=E?225=20091104?232=1?233=ISDAREF?234=1235465?240=20101108?303=1?308=XSWX?311=ABBN.VX?316=120?318=CHF?447=D?447=D?448=VON?448=MER?452=7?452=17?453=2?457=1?458=CH0012221716?459=I-?462=1?537=1?541=20101101?692=3?695=B?711=1?735=1?854=0?941=CHF?5508=1?10001=0?10005=0?10010=0?10025=1?10060=1?10=228?
>
> So there the same information in it, but in a totally different order.
> Can anybody explain me why this happens?
>
> Best Regards
> Fabio
> ------------------------------------------------------------------------------
> Let Crystal Reports handle the reporting - Free Crystal Reports 2008 30-Day
> trial. Simplify your report design, integration and deployment - and focus on
> what you do best, core application coding. Discover what's new with
> Crystal Reports now.  http://p.sf.net/sfu/bobj-july
> _______________________________________________ Quickfix-developers mailing list Quickfix-developers@... https://lists.sourceforge.net/lists/listinfo/quickfix-developers
> ------------------------------------------------------------------------------
> Let Crystal Reports handle the reporting - Free Crystal Reports 2008 30-Day
> trial. Simplify your report design, integration and deployment - and focus on
> what you do best, core application coding. Discover what's new with
> Crystal Reports now.  http://p.sf.net/sfu/bobj-july
> _______________________________________________
> Quickfix-developers mailing list
> Quickfix-developers@...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>
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trial. Simplify your report design, integration and deployment - and focus on
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Re: Messagecreation

by Kenny Stone :: Rate this Message:

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QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html


You need to use a DataDictionary when constructing the message.

Message( const std::string& string, const FIX::DataDictionary& dataDictionary, bool validate = true )

--
Kenny Stone
Connamara Systems, LLC


On Wed, Nov 4, 2009 at 9:49 AM, Fabio Renggli <FRenggli@...> wrote:
yes and that's the problem: look at this: 146=1?55=101337?167=PUT? this string is ok. because 146 says that a repeating group starts and 55 is the starttag in this group. but in the new message there it looks like this: 146=1?167=PUT?206=E?225= and the tag 55 is just at the beginning of the message.

regards.
________________________________________
Von: Grant Birchmeier [gbirchmeier@...]
Gesendet: Mittwoch, 4. November 2009 16:40
An: Fabio Renggli
Cc: Mikhail Veygman; quickfix-developers@...
Betreff: Re: [Quickfix-developers] Messagecreation

How does the fixstring not work?  The strings should be
FIX-equivalent.  FIX doesn't care about order except in repeating
groups.


On Wed, Nov 4, 2009 at 10:29 AM, Fabio Renggli <FRenggli@...> wrote:
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> So there is no way to create a message from an existing and valid fixstring without getting a crap of a fixstring which doesn't work?
>
> ________________________________________
> Von: Mikhail Veygman [mveygman@...]
> Gesendet: Mittwoch, 4. November 2009 16:25
> An: Fabio Renggli
> Cc: quickfix-developers@...
> Betreff: Re: [Quickfix-developers] Messagecreation
>
> If you notice all the fields after the header are in numeric order.
> In general it is easier to process this when you have them in some sort
> of order especially if the internal structures can be represented as
> arrays and use the field numbers as indexes.
> -
> Regards,
>
> Mikhail Veygman
>
>
> -----Original Message-----
> From: Fabio Renggli <FRenggli@...>
> To: quickfix-developers@...
> <quickfix-developers@...>
> Subject: [Quickfix-developers] Messagecreation
> Date: Wed, 4 Nov 2009 16:06:35 +0100
>
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Hi
>
> I try to create a message like this:
>
> Message message = new Message(string FixString);
>
> As FixString I put:
>
> 8=FIX.4.4?9=434?35=R?34=1?49=Vontobel?52=20091104-15:00:03.565?56=Merrill?131=1?146=1?55=101337?167=PUT?541=20101101?225=20091104?240=20101108?206=E?711=1?311=ABBN.VX?457=1?458=CH0012221716?459=I-?462=1?316=120?941=CHF?308=XSWX?318=CHF?10025=1?10060=1?303=1?537=1?54=2?854=0?38=25000?64=20091109?15=CHF?232=1?233=ISDAREF?234=1235465?735=1?695=B?692=3?62=20091030-14:30:50?453=2?448=VON?447=D?452=7?448=MER?447=D?452=17?5508=1?10001=0?10005=0?10010=0?10=227?
>
>
>
>
> And the afterwards sended message looks like this:
>
> 8=FIX.4.4?9=434?35=R?34=1?49=Vontobel?52=20091104-15:01:00.676?56=Merrill?15=CHF?38=25000?54=2?55=101337?62=20091030-14:30:50?64=20091109?131=1?146=1?167=PUT?206=E?225=20091104?232=1?233=ISDAREF?234=1235465?240=20101108?303=1?308=XSWX?311=ABBN.VX?316=120?318=CHF?447=D?447=D?448=VON?448=MER?452=7?452=17?453=2?457=1?458=CH0012221716?459=I-?462=1?537=1?541=20101101?692=3?695=B?711=1?735=1?854=0?941=CHF?5508=1?10001=0?10005=0?10010=0?10025=1?10060=1?10=228?
>
> So there the same information in it, but in a totally different order.
> Can anybody explain me why this happens?
>
> Best Regards
> Fabio
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Re: Messagecreation

by Fabio Renggli-2 :: Rate this Message:

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QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html

Thank you. It works like this.

Regards
Fabio

________________________________________
Von: Kenny Stone [kstone@...]
Gesendet: Mittwoch, 4. November 2009 16:54
An: quickfix-developers@...
Betreff: Re: [Quickfix-developers] Messagecreation

QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html
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