Quickfix or Quickfix/n, through which message type are custom U1, U2,....,Un messages identified?

Question

I cannot find anywhere how to manage custom U-type messages. I use MessageCracker and need to understand the corresponding OnMessage method signature. For example my broker sends custom U1,U5, U2 messages, how can I capture those incoming messages inside a OnMessage method? I understand that Tag35 identifies those but if I cannot capture them through OnMessage then MessageCracker becomes kind of useless and I need to identify each message by Tag35 within FromApp or FromAdmin. Any suggestion how to handle those kind of custom U-types?

Thanks

Answer 1

Ah, custom messages. Fun stuff.

1. You need to add your counterparty's customizations to the DataDictionary xml file. Choose the appropriate FIXnn.xml file for your FIX version.
   • See here: http://quickfixn.org/tutorial/custom-fields-groups-and-messages
2. Then, because you are adding custom messages, you'll want to regenerate the QF/n source and rebuild the library so you can get classes for your new messages.
   • Instructions for rebuilding are here: https://github.com/connamara/quickfixn
   • You'll need to install Ruby. This annoys some people, but we haven't found any more-windows-oriented code-generator that we don't hate. Sorry in advance.
   • (If you were just adding fields to existing messages, you could probably get away with not rebuilding. But you're adding messages, so you pretty much have to regenerate/rebuild.)

To Windows developers, it may seem annoying that rebuilding the library is required, but it really is the norm for all the QF engines. FIX is just too fudgey a protocol for a single build to satisfy everyone, because it seems that every counterparty likes to screw with the message definitions.