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
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.
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.
