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当我尝试解析我的修复消息时，它无法显示“未找到字段 134”。但是当我在调试器中看到消息时，标签 134 存在。我检查了我的数据字典，它似乎也很好。

下面是我的代码。

var QuoteGroup =
                new QuickFix.FIX44.MassQuote.NoQuoteSetsGroup();
            msg.GetGroup(1, QuoteGroup);
            //bid group

            bidQty = Int32.Parse(QuoteGroup.GetString(134));
            string offerQty1 = QuoteGroup.GetField(135);

            string bidPriceStr = QuoteGroup.GetField(tag: 188);
            float.TryParse(bidPriceStr, out bidPrice);

修复消息：20170224-20:55:27.640 : 8=FIX.4.4|9=132|35=i|34=2|49=XCD12|52=20170224-20:55:30.274|56=Q051|117=1 |296=1|302=AVG|295=1|299=0|134=2000000|135=2000000|188=1.24556|190=1.24561|10=027|

下面是DD：

  <message name="MassQuote" msgtype="i" msgcat="app">
  <field name="QuoteReqID" required="N" />
  <field name="QuoteID" required="N" />
  <field name="QuoteType" required="N" />
  <field name="QuoteResponseLevel" required="N" />
  <component name="Parties" required="N" />
  <field name="Account" required="N" />
  <field name="AcctIDSource" required="N" />
  <field name="AccountType" required="N" />
  <field name="DefBidSize" required="N" />
  <field name="DefOfferSize" required="N" />
  <group name="NoQuoteSets" required="Y">
    <field name="QuoteSetID" required="Y" />
    <component name="UnderlyingInstrument" required="N" />
    <field name="QuoteSetValidUntilTime" required="N" />
    <field name="TotNoQuoteEntries" required="Y" />
    <field name="LastFragment" required="N" />
    <group name="NoQuoteEntries" required="Y">
      <field name="QuoteEntryID" required="Y" />
      <component name="Instrument" required="N" />
      <group name="NoLegs" required="N">
        <component name="InstrumentLeg" required="N" />
      </group>
      <field name="BidPx" required="N" />
      <field name="OfferPx" required="N" />
      <field name="BidSize" required="N" />
      <field name="OfferSize" required="N" />
      <field name="ValidUntilTime" required="N" />
      <field name="BidSpotRate" required="N" />
      <field name="OfferSpotRate" required="N" />
      <field name="BidForwardPoints" required="N" />
      <field name="OfferForwardPoints" required="N" />
      <field name="MidPx" required="N" />
      <field name="BidYield" required="N" />
      <field name="MidYield" required="N" />
      <field name="OfferYield" required="N" />
      <field name="TransactTime" required="N" />
      <field name="TradingSessionID" required="N" />
      <field name="TradingSessionSubID" required="N" />
      <field name="SettlDate" required="N" />
      <field name="OrdType" required="N" />
      <field name="SettlDate2" required="N" />
      <field name="OrderQty2" required="N" />
      <field name="BidForwardPoints2" required="N" />
      <field name="OfferForwardPoints2" required="N" />
      <field name="Currency" required="N" />
    </group>
   </group>

如果您需要更多详细信息，请告诉我。

4

1 回答 1

2

您试图从 QuoteSet 组中提取 134，而不是嵌套在其中的 QuoteEntry 组。

您的消息，按组缩进：

296=1 NoQuoteSets
  302=AVG
  295=1 NoQuoteEntries
    299=0
    134=2000000
    135=2000000
    188=1.24556
    190=1.24561

你的代码应该是这样的：

        var QuoteGroup =
            new QuickFix.FIX44.MassQuote.NoQuoteSetsGroup();
        msg.GetGroup(1, QuoteGroup);

        var QuoteEntry =
            new QuickFix.FIX44.MassQuote.NoQuoteSetsGroup.NoQuoteEntriesGroup();
        QuoteEntry.GetGroup(1, QuoteEntry);

        bidQty = Int32.Parse(QuoteEntry.GetString(134));
于 2017-02-24T21:30:39.867 回答