I am amazed that, in the .NET API that QuickFix offers, there is no method or MessageFactory that will take an arbitrary FIX string and return a FIX message object of the proper type. Am I missing something?
I believe that FIX4NET has this functionality, but they do not support FIX 4.4.
We have to petition Mike Roberts to get a .NET version of the TTConnect FIX Engine.
©2007 Marc Adler - All Rights Reserved
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3 comments:
Isnt this a C# quickfix object factory definition?
c.
You would think so, but it isn't. It takes a Begin String (to tell the engine if the message is FIX 4.0, 4.1, 4.2, etc) and a message type string, but it returns an empty object.
I need to do the same thing. I can't find a away to parse a fix message using quickfix.
Please, if you found a away to do this, help me.
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