Repeating Groups

QuickFIX/N creates and reads repeating groups in FIX messages.

Creating Groups

Creating groups is straightforward - instantiate the specific group class then add it to the message:

var tcr = new QuickfiFix.FIX44.TradeCaptureReport();
var sidesGrp1 = new QuickFix.FIX44.TradeCaptureReport.NoSidesGroup();
sidesGrp1.Account = new Account("Silvio");
sidesGrp1.OrderID = new OrderID("09011900");
sidesGrp1.Side = new Side(Side.BUY);

var sidesGrp2 = new QuickFix.FIX44.TradeCaptureReport.NoSidesGroup();
sidesGrp2.Account = new Account("Sven");
sidesGrp2.OrderID = new OrderID("2000");
sidesGrp2.Side = new Side(Side.BUY);

tcr.AddGroup(sidesGrp1);
tcr.AddGroup(sidesGrp2);

We can create groups inside of groups, too:

var tcr = new QuickFix.FIX44.TradeCaptureReport();
var sidesGrp = new QuickFix.FIX44.TradeCaptureReport.NoSidesGroup();
sidesGrp.Side = new Side(Side.BUY);
sidesGrp.Account = new Account("Piola");
sidesGrp.OrderID = new OrderID("09011900");
var partyIdsGrp = new QuickFix.FIX44.TradeCaptureReport.NoSidesGroup.NoPartyIDsGroup();
partyIdsGrp.PartyID = new PartyID("Nesta13");
sidesGrp.AddGroup(partyIdsGrp);
tcr.AddGroup(sidesGrp);

Reading Groups

To read a group from a message, we use GetGroup() and supply a reference to a new group object of the appropriate type. The extracted group gets assigned to this parameter.

var sidesGrp1 = new QuickFix.FIX44.TradeCaptureReport.NoSidesGroup();
tcr.GetGroup(1, sidesGrp1);
// sidesGrp1 now has all fields populated
var sidesGrp2 = new QuickFix.FIX44.TradeCaptureReport.NoSidesGroup();
tcr.GetGroup(2, sidesGrp2);

Group indexes start at 1.

To iterate the groups, we can use a for loop with the value of the group field:

var noSidesGrp = new QuickFix.FIX44.TradeCaptureReport.NoSidesGroup();
for(int grpIndex = 1; grpIndex<= message.GetInt(Tags.NoSides); grpIndex += 1)
{
    message.GetGroup(grpIndex, noSidesGrp);
    // ...do stuff with noSidesGrp...
}