[This message was posted by Kapil Singh of BrickRed <[email protected]> to
the "General Q/A" discussion forum at http://fixprotocol.org/discuss/22. You
can reply to it on-line at http://fixprotocol.org/discuss/read/33da7f16 -
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Guys, need help on QuickFix.
We are a buyside firm and trading with a counter-party through FIX. Both are
using QuickFix (.Net). We have mutually developed a few custom messages (user
defined) e.g. Multi-leg orders in Fix4.2 (otherwise not supported in 4.2).
We have extented from QuickFix.Message Class (as all other classes in quickfix
do). We are able to initialize and construct the custom message on outbound
side and send to quick fix without any problem.
However on the inbound side, when we get the OnMessage event and try to cast
Message into Custom Message Class, we are unable to cast it.
(We have taken care of dictionary etc)
Any thoughts?
e.g.
Buy Side:
FIX.NewOrderMultiLeg fixOrder = new FIX.NewOrderMultiLeg(); //custom message
Session.sendToTarget(fixOrder, sessionID); // works fine
Sell Side:
onMessage(QuickFix.Message message, QuickFix.SessionID session)
{
FIX.NewOrderMultiLeg _order = (FIX.NewOrderMultiLeg)message; // fails (unable
to cast .net exception)
}
FIX.NewOrderMultiLeg is inheriting from QuickFix42.Message class of QuickFix.
Both buy side and sell side have the same implementation of
FIX.NewOrderMultiLeg as well as QuickFix versions are same.
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