QuickFIX/J
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  • Custom Message Transformation
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This idea here is two allow, more or less, direct population of custom data structures from the FIX field stream. This is similar in philosophy to FAST templates. The tricky issue is how we provide session-related information to the Session object in a standard way, independent of the application level data structures.

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  1. Jaime Romanini

    I'm currently developing a fix message transformation engine.

    But i'm having problems with the casting of the groups within the conversion functions.

    por example:

          for(int noPartyIDsIndex = 0; noPartyIDsIndex < noPartyIDsCounter; noPartyIDsIndex++)
         

    Unknown macro: {        Group noPartyIDsGroup = groupNoPartyIDs.get(noPartyIDsIndex);//[47]        Parties.NoPartyIDs noPartyIDs = (Parties.NoPartyIDs)noPartyIDsGroup;//[122]       //blabla     }

    At line 122 will throw a java.lang.ClassCastException: quickfix.Group cannot be cast to quickfix.fix44.component.Parties$NoPartyIDs.

    But  quickfix.fix44.component.Parties$NoPartyIDs extends group. i can't handle it as a Group, because i lost the method to get the group components (the visibility of getComponent is private) so...

    How can i do a generic transformation engine with these restrictions?.

    Best regards.