Question

当我尝试解析我的修复消息时，它无法说“找不到字段134”。但是当我在调试器中看到消息时，标签134就存在了。我检查了我的数据字典，它似乎也很好。

以下是我的代码。

var QuoteGroup =
                new QuickFix.FIX44.MassQuote.NoQuoteSetsGroup();
            msg.GetGroup(1, QuoteGroup);
            //bid group

            bidQty = Int32.Parse(QuoteGroup.GetString(134));
            string offerQty1 = QuoteGroup.GetField(135);

            string bidPriceStr = QuoteGroup.GetField(tag: 188);
            float.TryParse(bidPriceStr, out bidPrice);

修复讯息： 20170224-20：55：27.640：8 = FIX.4.4 | 9 = 132 | 35 = i | 34 = 2 | 49 = XCD12 | 52 = 20170224-20：55：30.274 | 56 = Q051 | 117 = 1 | 296 = 1 | 302 = AVG | 295 = 1 | 299 = 0 | 134 = 2000000 | 135 = 2000000 | 188 = 1.24556 | 190 = 1.24561 | 10 = 027 |

以下是DD：

  <message name="MassQuote" msgtype="i" msgcat="app">
  <field name="QuoteReqID" required="N" />
  <field name="QuoteID" required="N" />
  <field name="QuoteType" required="N" />
  <field name="QuoteResponseLevel" required="N" />
  <component name="Parties" required="N" />
  <field name="Account" required="N" />
  <field name="AcctIDSource" required="N" />
  <field name="AccountType" required="N" />
  <field name="DefBidSize" required="N" />
  <field name="DefOfferSize" required="N" />
  <group name="NoQuoteSets" required="Y">
    <field name="QuoteSetID" required="Y" />
    <component name="UnderlyingInstrument" required="N" />
    <field name="QuoteSetValidUntilTime" required="N" />
    <field name="TotNoQuoteEntries" required="Y" />
    <field name="LastFragment" required="N" />
    <group name="NoQuoteEntries" required="Y">
      <field name="QuoteEntryID" required="Y" />
      <component name="Instrument" required="N" />
      <group name="NoLegs" required="N">
        <component name="InstrumentLeg" required="N" />
      </group>
      <field name="BidPx" required="N" />
      <field name="OfferPx" required="N" />
      <field name="BidSize" required="N" />
      <field name="OfferSize" required="N" />
      <field name="ValidUntilTime" required="N" />
      <field name="BidSpotRate" required="N" />
      <field name="OfferSpotRate" required="N" />
      <field name="BidForwardPoints" required="N" />
      <field name="OfferForwardPoints" required="N" />
      <field name="MidPx" required="N" />
      <field name="BidYield" required="N" />
      <field name="MidYield" required="N" />
      <field name="OfferYield" required="N" />
      <field name="TransactTime" required="N" />
      <field name="TradingSessionID" required="N" />
      <field name="TradingSessionSubID" required="N" />
      <field name="SettlDate" required="N" />
      <field name="OrdType" required="N" />
      <field name="SettlDate2" required="N" />
      <field name="OrderQty2" required="N" />
      <field name="BidForwardPoints2" required="N" />
      <field name="OfferForwardPoints2" required="N" />
      <field name="Currency" required="N" />
    </group>
   </group>

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Answer 1

您尝试从QuoteSet组中提取134，而不是嵌套在其中的QuoteEntry组。

您的消息，根据群组缩进：

296=1 NoQuoteSets
  302=AVG
  295=1 NoQuoteEntries
    299=0
    134=2000000
    135=2000000
    188=1.24556
    190=1.24561

您的代码应该是这样的：

        var QuoteGroup =
            new QuickFix.FIX44.MassQuote.NoQuoteSetsGroup();
        msg.GetGroup(1, QuoteGroup);

        var QuoteEntry =
            new QuickFix.FIX44.MassQuote.NoQuoteSetsGroup.NoQuoteEntriesGroup();
        QuoteEntry.GetGroup(1, QuoteEntry);

        bidQty = Int32.Parse(QuoteEntry.GetString(134));

修复标记未找到，何时存在

1 个答案: