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<!DOCTYPE html PUBLIC "-//W3C//DTD HTML 4.01//EN">
<html>
<head>
<link href="doxygen.css" rel="stylesheet" type="text/css">
<title>Receiving Messages</title>
</head>
<body>
<div class='header'>
<div class='headertitle'>
Receiving Messages
</div>
</div>
<div class='contents'>
<p>Most of the messages you will be interested in looking at
will be arriving in your overloaded <b>fromApp</b> function of
your application. All messages have a header and a trailer. If
you want to see those fields, you must call <b>getHeader()</b>
or <b>getTrailer()</b> on the message to access them.</p>
<hr/>
<h2>Type Safe Messages And Fields</h2>
<p>QuickFIX has a class for all messages defined in the
standard spec.</p>
<pre class='fragment'>
void fromApp( const FIX::Message& message, const FIX::SessionID& sessionID )
throw( FIX::FieldNotFound&, FIX::IncorrectDataFormat&, FIX::IncorrectTagValue&, FIX::UnsupportedMessageType& )
{
crack(message, sessionID);
}
void onMessage( const FIX42::NewOrderSingle& message, const FIX::SessionID& )
{
FIX::ClOrdID clOrdID;
message.get(clOrdID);
FIX::ClearingAccount clearingAccount;
message.get(clearingAccount);
}
void onMessage( const FIX41::NewOrderSingle& message, const FIX::SessionID& )
{
FIX::ClOrdID clOrdID;
message.get(clOrdID);
// compile time error!! field not defined in FIX41
FIX::ClearingAccount clearingAccount;
message.get(clearingAccount);
}
void onMessage( const FIX42::OrderCancelRequest& message, const FIX::SessionID& )
{
FIX::ClOrdID clOrdID;
message.get(clOrdID);
// compile time error!! field not defined for OrderCancelRequest
FIX::Price price;
message.get(price);
}
</pre>
<p>In order to use this you must use the <b>MessageCracker</b>
as a mixin to your application. This will provide you with the
<b>crack</b> function and allow you to overload specific
message functions. Any function you do not overload will by
default throw an <b>UnsupportedMessageType</b> exception<br>
<br>
Define your application like this:</p>
<pre class='fragment'>
#include "quickfix/Application.h"
#include "quickfix/MessageCracker.h"
class MyApplication
: public FIX::Application,
public FIX::MessageCracker
</pre>
<br/><hr/>
<h2>Type Safe Fields Only</h2>
<p>Use the <b>getField</b> method to get any field from any
message.</p>See this code in <a href=
"python/receiving_messages_2.html">PYTHON</a>, <a href=
"ruby/receiving_messages_2.html">RUBY</a>
<pre class='fragment'>
void fromApp( const FIX::Message& message, const FIX::SessionID& sessionID )
throw( FIX::FieldNotFound&, FIX::IncorrectDataFormat&, FIX::IncorrectTagValue&, FIX::UnsupportedMessageType& )
{
// retrieve value into field class
FIX::Price price;
message.getField(price);
// another field...
FIX::ClOrdID clOrdID;
message.getField(clOrdID);
}
</pre>
<br/><hr/>
<h2>No Type Safety</h2>
<p>Create your own fields using tag numbers.</p>See this code
in <a href="python/receiving_messages_1.html">PYTHON</a>,
<a href="ruby/receiving_messages_1.html">RUBY</a>
<pre class='fragment'>
void fromApp( const FIX::Message& message, const FIX::SessionID& sessionID )
throw( FIX::FieldNotFound&, FIX::IncorrectDataFormat&, FIX::IncorrectTagValue&, FIX::UnsupportedMessageType& )
{
// retreive value into string with integer field ID
std::string value;
value = message.getField(44);
// retrieve value into a field base with integer field ID
FIX::FieldBase field(44, "");
message.getField(field);
// retreive value with an enumeration, a little better
message.getField(FIX::FIELD::Price);
}
</pre>
</div>
</body>
</html>
|
