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say I want to format my fix message received in a XML form ( not FIXML ! ) but kind of like the spec description, for example like that 

<message name="Heartbeat" msgcat="admin" msgtype="0">
    <field name="TestReqID" required="N" /> 
</message>

and in my output I need to have a c++ struct or a class called HeartbeatMsg whose attribute are its own fields.

So after parsing my XML file, I want to stock those messages parsed into an object that I can call later by a printer or formatting class that take my message object and write it into a file.

so I thought this message object that I want to instantiate maybe I can create it as a new class that inherit from the message class in the QuickFix library, so my question is :

could I do it? because I read the QuickFix message and it's loaded with functions that can be used for more than describing the message but also for extracting it, serializing it from a stream input.

so although my need is far away from that, can I still use this classe for a simple formatting.

Joy
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1 Answers1

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What you get from your XML can be parsed into a FIX object, using the Quickfix library. But it is going to be doing the work twice. 2 places when it can be done

When you receive and process your XML message to use, you can as a concurrent job create a FIX message using the Quickfix library. But that would surely slow down the processing of your original application.

When you process the XML message and convert it into a format your code understands, store that object you create and create a FIX message out of it as a side task totally independent of your original application. That way your original application runs as it is and it doesn't care about the FIX message creation. But you may have to copy your objects to a place from where the FIX message creation can be started.

Both require a combination of your original API and Quickfix library. So be careful when integrating them.

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DumbCoder
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  • sorry but I don't seem to really get the answer ! – Joy Apr 19 '12 at 13:06
  • @Glolita - What I mean is create FIX messages(Quickfix class objects) using Quickfix when you parse your XML message. I believe you parse your XML messages to do some operations. That is one of the options. – DumbCoder Apr 19 '12 at 14:04
  • yeah this is what I intended to do at first but then in my xml file there's more information so I'm thinking I would create a new class where I add these new members and it will will be derived from the XML message class as well. – Joy Apr 19 '12 at 15:56
  • @Glolita - Yes for the object creation you can use the existing Quickfix classes. To use the extra information in the XML you can inherit from the Quickfix classes and plug in you extra details. – DumbCoder Apr 19 '12 at 16:24