Create A FIX Message using Quickfix Python

Question

I am a very new user to Quickfix Python. I want to send a QuoteRequest. My function to create a new quote request message is as below:


import quickfix as fix

def create_quote_request():
    message = fix.Message()
    header  = message.getHeader()
    header.setField(fix.MsgType(fix.MsgType_QuoteRequest))
    gp      = fix.Group()
    gp.setField(fix.Symbol("GBPUSD"))
    gp.setField(fix.Side(fix.Side_BUY))
    gp.setField(fix.Account("TestAcc"))
    gp.setField(fix.Currency("GBP"))
    message.addGroup(gp)
    fix.Session.sendToTarget(message, self.sessionID)

When I execute the code, I am getting error as below:

NotImplementedError: Wrong number r type of arguments for overloaded function 'new_group'.

Possible C/C++ prototypes are:

FIX::Group::Group(int, int)

FIX::Group::Group(int, int, int const[])

FIX::Group::Group(int, int, message_order const &)

FIX::Group::Group(FIX::Group const &)

I did read the documentation and found that the Group object requires arguments Group(int field, int delim)

Not sure what to pass the values for field and delim. Appreciate your response and help.

It would be helpful to know which version of FIX you're using - 4.0, 4.2 or 4.4? I think the problem is you are creating a base Group class in the 'fix.Group()' call. You need to create a specific Group() object for the QuoteRequest message type. Perhaps the NoUnderlyings (Number of Underlyings) object? — JimmyNJ
– JimmyNJ, Commented Aug 23, 2021 at 19:44

Xaruman · Accepted Answer · 2021-10-20 13:25:30Z

1

not sure I´m on time to help. But I will try. I think @JimmyNJ is giving you proper answer.

According to official doc you can easily do it, but you don´t have to use a generic group, you have to use specific group available to your kind of message.

As far as I know, you should program something like this.

from quickfix44 import QuoteRequest
import quickfix as fix
message = QuoteRequest()
group = QuoteRequest.NoRelatedSym()
group.setField(fix.Symbol("GBPUSD"))
group.setField(fix.Side(fix.Side_BUY))
group.setField(fix.Account("TestAcc"))
group.setField(fix.Currency("GBP"))
message.addGroup(group)

I´m assuming you want to add these 4 tags into NoRelatedSym group, based in their tag numbers. I´ve also used FIX 44 version, maybe you are using a different version, but main idea is the same.

answered Oct 20, 2021 at 13:25

Xaruman

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