Would you please advise what is the way to create (Java) custom group. For instance, i need a group consists of three element (2101, 2102, 2103) so that fix message will be:
35=D|....|2100=1|2101=ETRSJSD|2102=ABCD|2103=5|
where 2100 include index of subgroup
QuickFix has similar NewSingleOrder.NoStrategyParameters()