QuickFIX/J User Manual

Sending Messages

Messages can be sent to a counter party with the static Session sendToTarget methods. This method has several signatures. They are:

package quickfix;

public static boolean sendToTarget(Message message)
  throws SessionNotFound

public static boolean sendToTarget(Message message, SessionID sessionID)
  throws SessionNotFound

public static boolean sendToTarget
  (Message message, String senderCompID, String targetCompID)
  throws SessionNotFound
    

Creating Messages

As for creating messages, just like reading them, there are several levels of type safety. And just like before, the recommended usage is the type safe method.

Least Type Safe

Once again. This should only be used for low level interface to other languages and middleware. do not use this for writing applications.

import quickfix.*;

public void sendOrderCancelRequest()
{
  Message message = new Message();

  // BeginString
  message.getHeader().setField(new StringField(8, "FIX.4.2"));

  // SenderCompID
  message.getHeader().setField(new StringField(49, "TW"));

  // TargetCompID, with enumeration
  message.getHeader().setField(new StringField(56, "TARGET"));

  // MsgType
  message.getHeader().setField(new CharField(35, 'F'));

  // OrigClOrdID
  message.setField(new StringField(41, "123"));

  // ClOrdID
  message.setField(new StringField(11, "321"));

  // Symbol
  message.setField(new StringField(55, "LNUX"));

  // Side, with value enumeration
  message.setField(new CharField(54, FIX::Side_BUY));

  // Text
  message.setField(new StringField(58, "Cancel My Order!"));

  Session.sendToTarget(message);
}    

More Type Safe

And here, by using field classes, we can clearify our code and add some type safety. Once again, this is something you usually use for code that needs to work with multiple messages types or multiple FIX versions.

import quickfix.*;
import quickfix.field.*;

void sendOrderCancelRequest()
{
  Message message = new Message();
  Header header = message.getHeader();

  header.setField(new BeginString("FIX.4.2"));
  header.setField(new SenderCompID(TW));
  header.setField(new TargetCompID("TARGET"));
  header.setField(new MsgType("D"));
  message.setField(new OrigClOrdID("123"));
  message.setField(new ClOrdID("321"));
  message.setField(new Symbol("LNUX"));
  message.setField(new Side(Side.BUY));
  message.setField(new Text("Cancel My Order!"));

  Session.sendToTarget(message);
}    

Most Type Safe... DO THIS!

Finally, the highly recommended method is to use the type safe message classes. This should typically be the only way you should ever have to create messages. Here the constructor takes in all the required fields and adds the correct MsgType and BeginString for you. What's more, by using the set method instead of setField, the compiler will not let you add a field that is not a part of a OrderCancelRequest based on the FIX4.1 specs. Keep in mind you can still use setField if you want to force any field you want into the message.

import quickfix.*;

void sendOrderCancelRequest() throws SessionNotFound
{
  quickfix.fix41.OrderCancelRequest message = new quickfix.fix41.OrderCancelRequest(
	new OrigClOrdID("123"),
	new ClOrdID("321"),
	new Symbol("LNUX"),
	new Side(Side.BUY));

  message.set(new Text("Cancel My Order!"));

  Session.sendToTarget(message, "TW", "TARGET");
}