I used JamSel to implement the SQL-like functionality. The selector is really a JMS selector but is quite effective on a FIX message. There is some good documentation
I've been looking at JamSel and it's very interesting. I assume you wrote some type of value adapter for QFJ messages. I'd like to borrow that if use JamSel in QFJ.
3 Comments
colincrist
I used JamSel to implement the SQL-like functionality. The selector is really a JMS selector but is quite effective on a FIX message. There is some good documentation
Steve Bate
I've been looking at JamSel and it's very interesting. I assume you wrote some type of value adapter for QFJ messages. I'd like to borrow that if use JamSel in QFJ.
Colin Crist
There is a simple interface to implement that calls you back to get the value of specific fields:
FIXMessageValueProvider.java
FIXMessage is just an interface that I wrap your QuickFIX messages in to minimise coupling.
You also need this to deal with identifiers such as $MsgType
FIXIdentifierExtension.java
It's that simple....