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RE: [Quickfixj-users] TradeCaptureRequest example needed
Hi Fracois
Yes I have tried setting NoDates to 1 and 2 as the
documentation describes.
If I set it to 1 then I just set one tradedate so it should
get TradeCaptureReport STARTING on that date up to present
date.
If I set it to 2 then I will add 2 tradedates to the group
and it should get TradeCaptureReport STARTING on 1st tradedate and ending on 2nd
tradedate.
QuickFIX/J Documentation:
http://www.quickfixj.org/documentation/QuickFIX/J Support:
http://www.quickfixj.org/support/
Hi
There are two
TradeDate in your outgoing message, is it normal?
8=FIX.4.4 9=104
35=AD 34=2 49=454 50=1 52=20091014-23:37:30.909 56= 57= 263=1 568=1 569=0
580=2 75=20091013
75=20091014
10=039
Regards,
Francois Gambert *
R&D engineer * SunGard Global Trading * 25 Canada Square London E14 5LQ*
020 8081 3280 * 078
5498 1162 * [hidden email] *
www.sungard.com/globaltrading
-----Original Message-----
From: p'ross [[hidden email]]
Sent: 15 October 2009
00:53
To: [hidden email]
Subject: [Quickfixj-users]
TradeCaptureRequest example needed
QuickFIX/J
Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J Support:
http://www.quickfixj.org/support/
I guess I'm doing
something wrong because I always get 58=Error while parsing
TradeDates
null
I want a snapshot
with updates so I use this code:
TradeCaptureReportRequest req = null;
SessionID sid = getSessionID(senderCompId);
if(sid == null) {
throw new Exception("No session found for
participant with
senderCompId="+senderCompId);
}
if(!isParticipantLoggedOn(senderCompId)) {
throw new Exception("Participant with
senderCompId="+senderCompId+" is
not logged
on.");
}
SimpleDateFormat sdf = new SimpleDateFormat("yyyyMMdd");
Long id = nextID();
TradeRequestID trid = new TradeRequestID(String.valueOf(id));
TradeRequestType trt = new
TradeRequestType(TradeRequestType.ALL_TRADES);
req = new TradeCaptureReportRequest(trid, trt);
SubscriptionRequestType srt = new SubscriptionRequestType
(SubscriptionRequestType.SNAPSHOT_PLUS_UPDATES);
req.set(srt);
if(ending != null) {
req.set(new NoDates(2));
}
else {
req.set(new NoDates(1));
}
TradeCaptureReportRequest.NoDates nd = new
TradeCaptureReportRequest.NoDates();
String sd = sdf.format(starting);
nd.set(new TradeDate(sd));
req.addGroup(nd);
String ed = null;
if(ending != null) {
nd = new
TradeCaptureReportRequest.NoDates();
ed = sdf.format(ending);
nd.set(new
TradeDate(ed));
req.addGroup(nd);
}
_cat.info("ICEClient::getSnapshot sending request start date="+sd+"
end
date="+ed);
return req;
Results
in:
<20091014-23:37:30, FIX.4.4:454/1->, outgoing>
(8=FIX.4.49=10435=AD34=249=45450=152=20091014-23:37:30.90956=57=263=1568=1569=0580=275=2009101375=2009101410=039)
<20091014-23:37:30, FIX.4.4:454/1->, incoming>
(8=FIX.4.49=11135=j49=ICE34=252=20091014-23:37:30.90056=45457=145=2372=AD380=958=Error
while parsing
TradeDates null10=167)
--
View this message in
context: http://n2.nabble.com/TradeCaptureRequest-example-needed-tp3826274p3826274.html
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QuickFIX/J mailing list archive at Nabble.com.
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