//See onGatewayStatusMessage or MarketDataSnapshotFullRefresh for example of parsing a group
public void parseMessage(QuickFix.Message message, QuickFix.SessionID sessionID)
{
try
{
updateDisplay(message.GetType().FullName);
QuickFix.SenderSubID senderID = new SenderSubID();
QuickFix.TargetSubID targetID = new TargetSubID();
QuickFix.OnBehalfOfSubID oboID = new OnBehalfOfSubID();
if (message.getHeader().isSetField(senderID))
{
updateDisplay(string.Format("SenderSubID: {0}", message.getHeader().getField(senderID)));
}
if (message.getHeader().isSetField(targetID))
{
updateDisplay(string.Format("TargetSubID: {0}", message.getHeader().getField(targetID)));
}
if (message.getHeader().isSetField(oboID))
{
updateDisplay(string.Format("OnBehalfOfSubID: {0}", message.getHeader().getField(oboID)));
}
foreach (QuickFix.Field f in message)
{
updateDisplay(string.Format("TAG: {0} = {1}", f.getField(), f));
}
}
catch (Exception ex)
{
updateDisplay(ex.ToString());
}
}
public void ReverseRoute(Header header)
{
// required routing tags
this.Header.RemoveField(Tags.BeginString);
this.Header.RemoveField(Tags.SenderCompID);
this.Header.RemoveField(Tags.SenderSubID);
this.Header.RemoveField(Tags.SenderLocationID);
this.Header.RemoveField(Tags.TargetCompID);
this.Header.RemoveField(Tags.TargetSubID);
this.Header.RemoveField(Tags.TargetLocationID);
if (header.IsSetField(Tags.BeginString))
{
string beginString = header.GetField(Tags.BeginString);
if (beginString.Length > 0)
{
this.Header.SetField(new BeginString(beginString));
}
this.Header.RemoveField(Tags.OnBehalfOfLocationID);
this.Header.RemoveField(Tags.DeliverToLocationID);
if (beginString.CompareTo("FIX.4.1") >= 0)
{
if (header.IsSetField(Tags.OnBehalfOfLocationID))
{
string onBehalfOfLocationID = header.GetField(Tags.OnBehalfOfLocationID);
if (onBehalfOfLocationID.Length > 0)
{
this.Header.SetField(new DeliverToLocationID(onBehalfOfLocationID));
}
}
if (header.IsSetField(Tags.DeliverToLocationID))
{
string deliverToLocationID = header.GetField(Tags.DeliverToLocationID);
if (deliverToLocationID.Length > 0)
{
this.Header.SetField(new OnBehalfOfLocationID(deliverToLocationID));
}
}
}
}
if (header.IsSetField(Tags.SenderCompID))
{
SenderCompID senderCompID = new SenderCompID();
header.GetField(senderCompID);
if (senderCompID.Obj.Length > 0)
{
this.Header.SetField(new TargetCompID(senderCompID.Obj));
}
}
if (header.IsSetField(Tags.SenderSubID))
{
SenderSubID senderSubID = new SenderSubID();
header.GetField(senderSubID);
if (senderSubID.Obj.Length > 0)
{
this.Header.SetField(new TargetSubID(senderSubID.Obj));
}
}
if (header.IsSetField(Tags.SenderLocationID))
{
SenderLocationID senderLocationID = new SenderLocationID();
header.GetField(senderLocationID);
if (senderLocationID.Obj.Length > 0)
{
this.Header.SetField(new TargetLocationID(senderLocationID.Obj));
}
}
if (header.IsSetField(Tags.TargetCompID))
{
TargetCompID targetCompID = new TargetCompID();
header.GetField(targetCompID);
if (targetCompID.Obj.Length > 0)
{
this.Header.SetField(new SenderCompID(targetCompID.Obj));
}
}
if (header.IsSetField(Tags.TargetSubID))
{
TargetSubID targetSubID = new TargetSubID();
header.GetField(targetSubID);
if (targetSubID.Obj.Length > 0)
{
this.Header.SetField(new SenderSubID(targetSubID.Obj));
}
}
if (header.IsSetField(Tags.TargetLocationID))
{
TargetLocationID targetLocationID = new TargetLocationID();
header.GetField(targetLocationID);
if (targetLocationID.Obj.Length > 0)
{
this.Header.SetField(new SenderLocationID(targetLocationID.Obj));
}
}
// optional routing tags
this.Header.RemoveField(Tags.OnBehalfOfCompID);
this.Header.RemoveField(Tags.OnBehalfOfSubID);
this.Header.RemoveField(Tags.DeliverToCompID);
this.Header.RemoveField(Tags.DeliverToSubID);
if (header.IsSetField(Tags.OnBehalfOfCompID))
{
string onBehalfOfCompID = header.GetField(Tags.OnBehalfOfCompID);
if (onBehalfOfCompID.Length > 0)
{
this.Header.SetField(new DeliverToCompID(onBehalfOfCompID));
}
}
if (header.IsSetField(Tags.OnBehalfOfSubID))
{
string onBehalfOfSubID = header.GetField(Tags.OnBehalfOfSubID);
if (onBehalfOfSubID.Length > 0)
{
this.Header.SetField(new DeliverToSubID(onBehalfOfSubID));
}
}
if (header.IsSetField(Tags.DeliverToCompID))
{
string deliverToCompID = header.GetField(Tags.DeliverToCompID);
if (deliverToCompID.Length > 0)
{
this.Header.SetField(new OnBehalfOfCompID(deliverToCompID));
}
}
if (header.IsSetField(Tags.DeliverToSubID))
{
string deliverToSubID = header.GetField(Tags.DeliverToSubID);
if (deliverToSubID.Length > 0)
{
this.Header.SetField(new OnBehalfOfSubID(deliverToSubID));
}
}
}
public void ReverseRoute(Header header)
{
// required routing tags
this.Header.RemoveField(Tags.BeginString);
this.Header.RemoveField(Tags.SenderCompID);
this.Header.RemoveField(Tags.SenderSubID);
this.Header.RemoveField(Tags.SenderLocationID);
this.Header.RemoveField(Tags.TargetCompID);
this.Header.RemoveField(Tags.TargetSubID);
this.Header.RemoveField(Tags.TargetLocationID);
if (header.IsSetField(Tags.BeginString))
{
string beginString = header.GetField(Tags.BeginString);
if (beginString.Length > 0)
{
this.Header.SetField(new BeginString(beginString));
}
this.Header.RemoveField(Tags.OnBehalfOfLocationID);
this.Header.RemoveField(Tags.DeliverToLocationID);
if (beginString.CompareTo("FIX.4.1") >= 0)
{
if (header.IsSetField(Tags.OnBehalfOfLocationID))
{
string onBehalfOfLocationID = header.GetField(Tags.OnBehalfOfLocationID);
if (onBehalfOfLocationID.Length > 0)
{
this.Header.SetField(new DeliverToLocationID(onBehalfOfLocationID));
}
}
if (header.IsSetField(Tags.DeliverToLocationID))
{
string deliverToLocationID = header.GetField(Tags.DeliverToLocationID);
if (deliverToLocationID.Length > 0)
{
this.Header.SetField(new OnBehalfOfLocationID(deliverToLocationID));
}
}
}
}
if (header.IsSetField(Tags.SenderCompID))
{
SenderCompID senderCompID = new SenderCompID();
header.GetField(senderCompID);
if (senderCompID.Obj.Length > 0)
{
this.Header.SetField(new TargetCompID(senderCompID.Obj));
}
}
if (header.IsSetField(Tags.SenderSubID))
{
SenderSubID senderSubID = new SenderSubID();
header.GetField(senderSubID);
if (senderSubID.Obj.Length > 0)
{
this.Header.SetField(new TargetSubID(senderSubID.Obj));
}
}
if (header.IsSetField(Tags.SenderLocationID))
{
SenderLocationID senderLocationID = new SenderLocationID();
header.GetField(senderLocationID);
if (senderLocationID.Obj.Length > 0)
{
this.Header.SetField(new TargetLocationID(senderLocationID.Obj));
}
}
if (header.IsSetField(Tags.TargetCompID))
{
TargetCompID targetCompID = new TargetCompID();
header.GetField(targetCompID);
if (targetCompID.Obj.Length > 0)
{
this.Header.SetField(new SenderCompID(targetCompID.Obj));
}
}
if (header.IsSetField(Tags.TargetSubID))
{
TargetSubID targetSubID = new TargetSubID();
header.GetField(targetSubID);
if (targetSubID.Obj.Length > 0)
{
this.Header.SetField(new SenderSubID(targetSubID.Obj));
}
}
if (header.IsSetField(Tags.TargetLocationID))
{
TargetLocationID targetLocationID = new TargetLocationID();
header.GetField(targetLocationID);
if (targetLocationID.Obj.Length > 0)
{
this.Header.SetField(new SenderLocationID(targetLocationID.Obj));
}
}
// optional routing tags
this.Header.RemoveField(Tags.OnBehalfOfCompID);
this.Header.RemoveField(Tags.OnBehalfOfSubID);
this.Header.RemoveField(Tags.DeliverToCompID);
this.Header.RemoveField(Tags.DeliverToSubID);
if (header.IsSetField(Tags.OnBehalfOfCompID))
{
string onBehalfOfCompID = header.GetField(Tags.OnBehalfOfCompID);
if (onBehalfOfCompID.Length > 0)
{
this.Header.SetField(new DeliverToCompID(onBehalfOfCompID));
}
}
if (header.IsSetField(Tags.OnBehalfOfSubID))
{
string onBehalfOfSubID = header.GetField(Tags.OnBehalfOfSubID);
if (onBehalfOfSubID.Length > 0)
{
this.Header.SetField(new DeliverToSubID(onBehalfOfSubID));
}
}
// A.Chisholm 19-01-2017
// As we're a hub we want to reject from ourselves and not OBO the inbound DeliverToCompID
//if(header.IsSetField(Tags.DeliverToCompID))
//{
// string deliverToCompID = header.GetField(Tags.DeliverToCompID);
// if(deliverToCompID.Length > 0)
// this.Header.SetField(new OnBehalfOfCompID(deliverToCompID));
//}
if (header.IsSetField(Tags.DeliverToSubID))
{
string deliverToSubID = header.GetField(Tags.DeliverToSubID);
if (deliverToSubID.Length > 0)
{
this.Header.SetField(new OnBehalfOfSubID(deliverToSubID));
}
}
}
