QuickFixJ FIXT.1.1 : Sending MarketPriceIncrementalRefresh to Bloomberg

Asked Sep 03 '21 at 16:16

Active Sep 03 '21 at 16:35

Viewed 160 times

I'm having trouble sending packets of type X to Bloomberg. I want to send packets to create/update the price of fixed income securities using their CUSIP. I'm creating the FIX 5.0 Sp2 MarketDataIncrementalRefresh but I don't see how I can integrate my bid/offer prices into it.

Here's my sample code :

MarketDataIncrementalRefresh marketDataIncrementalRefresh = new MarketDataIncrementalRefresh();
MDIncGrp mdIncGrp = new MDIncGrp();
mdIncGrp.set(new NoMDEntries(2));
NoMDEntryTypes mdEntryTypes = new NoMDEntryTypes();
mdEntryTypes.setValue('0');

I saw there were MDIncGrp, NoMDEntries, NoMDEntryTypes requirements yet I cannot see how prices are inputted with these ! Can someone help me with this issue or provide examples on how to implement this type of messages with FIXT.1.1? I saw many examples related to older versions of FIX but they don't seem to be compatible. Many thanks in advance !

edited Sep 03 '21 at 16:35

asked Sep 03 '21 at 16:16

Check https://stackoverflow.com/questions/31518553/how-do-you-get-repeating-groups-in-a-quickfixj-message but instead of getting the group you need to add it to the message. – Christoph John Sep 03 '21 at 17:55
Thank you very much ! I'll check it out ! – Sep 03 '21 at 19:01
And also https://www.quickfixj.org/usermanual/2.3.0/usage/repeating_groups.html is very close to what you want to do. – Christoph John Sep 05 '21 at 13:39
Both link you provided were very helpful ! Many thanks – Sep 06 '21 at 08:32
I was able to post prices in the correct format – Sep 06 '21 at 08:33

QuickFixJ FIXT.1.1 : Sending MarketPriceIncrementalRefresh to Bloomberg

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