CODEWITHSUNDEEP
quickfixfix-protocol
Matt
Matt

Reputation: 7254

Quickfix or Quickfix/n, through which message type are custom U1, U2,....,Un messages identified?

I cannot find anywhere how to manage custom U-type messages. I use MessageCracker and need to understand the corresponding OnMessage method signature. For example my broker sends custom U1,U5, U2 messages, how can I capture those incoming messages inside a OnMessage method? I understand that Tag35 identifies those but if I cannot capture them through OnMessage then MessageCracker becomes kind of useless and I need to identify each message by Tag35 within FromApp or FromAdmin. Any suggestion how to handle those kind of custom U-types?

Thanks

Upvotes: 3

Views: 1842

Answers (1)

Grant Birchmeier
Grant Birchmeier

Reputation: 18484

Ah, custom messages. Fun stuff.

  1. You need to add your counterparty's customizations to the DataDictionary xml file. Choose the appropriate FIXnn.xml file for your FIX version.
  2. Then, because you are adding custom messages, you'll want to regenerate the QF/n source and rebuild the library so you can get classes for your new messages.
    • Instructions for rebuilding are here: https://github.com/connamara/quickfixn
    • You'll need to install Ruby. This annoys some people, but we haven't found any more-windows-oriented code-generator that we don't hate. Sorry in advance.
    • (If you were just adding fields to existing messages, you could probably get away with not rebuilding. But you're adding messages, so you pretty much have to regenerate/rebuild.)

To Windows developers, it may seem annoying that rebuilding the library is required, but it really is the norm for all the QF engines. FIX is just too fudgey a protocol for a single build to satisfy everyone, because it seems that every counterparty likes to screw with the message definitions.

Upvotes: 3

Related Questions