I am working on the Stock and Exchange Markets. I have a situation like : I need to take a string from the log and convert it to "Message" type Object. As per this link I have tried using all the three methods of the "MessageUtils" class in JAVA. But my String is being stripped to a Message class type object with unique tags. But as my string is "MarketDataIncrementalRefresh" type I want each every tag to be present in the Message.
For example : I am providing the following string to "MessageUtils.parse()" method.
8=FIX.4.2|9=00795|35=W|49=TT_PRICE|56=SAP0094X|34=2392|52=20170623-04:41:33.375|55=CL|48=00A0HR00CLZ|10455=CLQ7|167=FUT|207=CME|15=USD|262=MDRQ-751|200=201708|18210=1|387=12292|268=24|269=0|290=1|270=4290|271=33|269=0|290=2|270=4289|271=34|269=0|290=3|270=4288|271=40|269=0|290=4|270=4287|271=38|269=0|290=5|270=4286|271=46|269=0|290=6|270=4285|271=53|269=0|290=7|270=4284|271=46|269=0|290=8|270=4283|271=66|269=0|290=9|270=4282|271=48|269=0|290=10|270=4281|271=64|269=1|290=1|270=4291|271=21|269=1|290=2|270=4292|271=40|269=1|290=3|270=4293|271=48|269=1|290=4|270=4294|271=83|269=1|290=5|270=4295|271=62|269=1|290=6|270=4296|271=46|269=1|290=7|270=4297|271=34|269=1|290=8|270=4298|271=55|269=1|290=9|270=4299|271=31|269=1|290=10|270=4300|271=128|269=2|270=4291|271=1|269=4|270=4280|269=7|270=4292|269=8|270=4277|10=044|
But what I am getting is this:
8=FIX.4.2|9=192|35=W|34=2|49=TT_PRICE|52=20170622-14:16:23.685|56=SAP0094X|15=USD|48=00A0HR00GCZ|55=GC|167=FUT|200=201708|207=CME|262=MDRQ-21|268=25|269=0|270=12510|271=24|290=1|387=121890|10455=GCQ7|18210=1|10=036|
As you can observe only unique tags are present in the String. But I want each and every tag , no matter how many times it exists in the provided string.
Please can anyone help me doing this in JAVA. It will be really appreciable.
Below is the code I am using for converting :
MessageUtils mu = new MessageUtils();
Session session = Session.lookupSession(sessionID);
Message msg = MessageUtils.parse(new DefaultMessageFactory(), null, str);
// Message msg = new Message(str, false); //This can also be used for converting
System.out.println(msg.toString());
I think the problem is as follows. There's a repeating group that starts with tag 286 (NoMDEntries). The order of fields in a repeating group should be strict, i.e. the same order as the definition of the repeating group. See Market Data - Snapshot/Full Refresh or the data dictionnary supplied by QuickFIX/J (FIX42.xml).
The 268 tag should be followed by 269 and then 270. I am seeing in your message string: |268=24|269=0|290=1|270=4290| which is the incorrect order of tags. That is probably the reason why the message is truncated by MessageUtils.parse.
As a test you could try to manually correct the order in the string and try parsing that to see if that gives the correct message.