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我们已经开发了一个 FIX 引擎来支持 4.2 版本。但是我们有一个新的流动性提供者驻留在 FIX 4.4 版本上。关于如何将 FIX 4.2 消息转换为 4.4 的任何想法？

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Using quickfix you can extract and fill FIX messages using the most abstract type: quickfix.Message. Both quickfix.fix42.NewOrderSingle and quickfix.fix44.NewOrderSingle have the same supertype.

private void processNewOrder(quickfix.Message message) {
    String symbol = message.getString(Symbol.FIELD);
    char side = message.getChar(Side.FIELD);
    ...
}

You can extract and fill the common fields for FIX.4.2 and FIX.4.4. For FIX version specific fields, you can check the BEGIN_STRING field and identify the FIX protocol version.

于 2018-05-03T15:00:15.390 回答