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Re: Handling Custom/User Defined Messages in QuickFix
John Unwin / KaiTrade <>
2 Jun 2009 11:06AM ET Where do you construct the incomming message? you probably have a regular QuickFix Message Object (with your custom message in it) but cannot cast it down to the type you want since it is actually the QuickFix.Message class - not your subtype.
Feel free to email me off line
Kind Regards
John
Guys, need help on QuickFix. We are a buyside firm and trading with a
> counter-party through FIX. Both are using QuickFix (.Net). We have
> mutually developed a few custom messages (user defined) e.g. Multi-leg
> orders in Fix4.2 (otherwise not supported in 4.2). We have extented from
> QuickFix.Message Class (as all other classes in quickfix do). We are
> able to initialize and construct the custom message on outbound side and
> send to quick fix without any problem.
>
> However on the inbound side, when we get the OnMessage event and try to
> cast Message into Custom Message Class, we are unable to cast it. (We
> have taken care of dictionary etc)
>
> Any thoughts?
>
> e.g.
>
> Buy Side: FIX.NewOrderMultiLeg fixOrder = new
> FIX.NewOrderMultiLeg(); //custom message
> Session.sendToTarget(fixOrder, sessionID); // works fine
>
> Sell Side: onMessage(QuickFix.Message message, QuickFix.SessionID
> session) { FIX.NewOrderMultiLeg _order = (FIX.NewOrderMultiLeg)message;
> // fails (unable to cast .net exception) }
>
> FIX.NewOrderMultiLeg is inheriting from QuickFix42.Message class of
> QuickFix. Both buy side and sell side have the same implementation of
> FIX.NewOrderMultiLeg as well as QuickFix versions are same.
Re: Handling Custom/User Defined Messages in QuickFix
John Unwin / KaiTrade 2 Jun 2009 11:06AM ET
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