FIX 4.4 FieldNotFound：未找到字段
[英]FIX 4.4 FieldNotFound: Field not found
问题描述
I receive the following message from counterparty:
我收到来自交易对手的以下消息：
8=FIX.4.4|9=219|35=W|34=4|49=id|52=20200618-14:34:20.738|56=id1|42=20200618-14:34:20.688|55=EUR/USD|262=1|268=2|269=0|270=1.12083|271=500000|269=1|270=1.12084|271=500000|10094=2020.06.18 14:34:20.688|10=141|
The message contains the field 268 = 2, and both groups begin with the field 269, and I am trying to extract fields 270. My code looks like this:该消息包含字段 268 = 2，两个组都以字段 269 开头，我正在尝试提取字段 270。我的代码如下所示：
message= quickfix.Message('8=FIX.4.4\x019=219\x0135=W\x0134=4\x0149=id\x0152=20200618-14:34:20.738\x0156=id1\x0142=20200618-14:34:20.688\x0155=EURUSD\x01262=1\x01268=2\x01269=0\x01269=1\x01270=1.12083\x01270=1.12084\x01271=500000\x01271=500000\x0110094=2020.06.18 14:34:20.688\x0110=141\x01')
group = quickfix44.MarketDataSnapshotFullRefresh.NoMDEntries()
fix_no_entries = quickfix.NoMDEntries()
message.getField(fix_no_entries)
no_entries = fix_no_entries.getValue() # print = 2 as expected
message.getGroup(1, group)
However, when running the getGroup line, I get the error:但是，在运行 getGroup 行时，出现错误：
FieldNotFound: Field not found
Any idea on what is going wrong?关于出了什么问题的任何想法？
Thank you again guys!再次感谢各位！
1 个解决方案
解决方案1
1 已采纳 2020-08-10 02:19:08
Quickfix doesn't know about your message structure, so you need to provide some info about how to parse the message, otherwise it's just a bunch of fields without groups. Quickfix 不知道你的消息结构，所以你需要提供一些关于如何解析消息的信息，否则它只是一堆没有组的字段。
<message>
<header>
<field number="8"><![CDATA[FIX.4.4]]></field>
<field number="9"><![CDATA[183]]></field>
<field number="35"><![CDATA[W]]></field>
<field number="34"><![CDATA[4]]></field>
<field number="49"><![CDATA[id]]></field>
<field number="52"><![CDATA[20200618-14:34:20.738]]></field>
<field number="56"><![CDATA[id1]]></field>
</header>
<body>
<field number="42"><![CDATA[20200618-14:34:20.688]]></field>
<field number="55"><![CDATA[EURUSD]]></field>
<field number="262"><![CDATA[1]]></field>
<field number="268"><![CDATA[2]]></field>
<field number="269"><![CDATA[0]]></field>
<field number="269"><![CDATA[1]]></field>
<field number="270"><![CDATA[1.12083]]></field>
<field number="270"><![CDATA[1.12084]]></field>
<field number="271"><![CDATA[500000]]></field>
<field number="271"><![CDATA[500000]]></field>
<field number="10094"><![CDATA[2020.06.18 14:34:20.688]]></field>
</body>
<trailer>
<field number="10"><![CDATA[182]]></field>
</trailer>
</message>
Quickfix data dictionaries are the way to configure the message parser. Quickfix 数据字典是配置消息解析器的方式。 Quickfix already comes along with some pre-configured dictionaries, you can customize it according with your needs. Quickfix 已经附带了一些预配置的字典，您可以根据需要对其进行自定义。
data_dictionary = quickfix.DataDictionary("quickfix/FIX44.xml")
message= quickfix.Message('...', data_dictionary, True)
print(message.toXML())
Now the message is structured and it's possible to retrieve groups data:现在消息是结构化的，可以检索组数据：
<message>
<header>
<field number="8"><![CDATA[FIX.4.4]]></field>
<field number="9"><![CDATA[183]]></field>
<field number="35"><![CDATA[W]]></field>
<field number="34"><![CDATA[4]]></field>
<field number="49"><![CDATA[id]]></field>
<field number="52"><![CDATA[20200618-14:34:20.738]]></field>
<field number="56"><![CDATA[id1]]></field>
</header>
<body>
<field number="42"><![CDATA[20200618-14:34:20.688]]></field>
<field number="55"><![CDATA[EURUSD]]></field>
<field number="262"><![CDATA[1]]></field>
<field number="268"><![CDATA[2]]></field>
<field number="10094"><![CDATA[2020.06.18 14:34:20.688]]></field>
<group>
<field number="269"><![CDATA[0]]></field>
</group>
<group>
<field number="269"><![CDATA[1]]></field>
<field number="270"><![CDATA[1.12083]]></field>
</group>
<group>
<field number="270"><![CDATA[1.12084]]></field>
<field number="271"><![CDATA[500000]]></field>
</group>
<group>
<field number="271"><![CDATA[500000]]></field>
</group>
</body>
<trailer>
<field number="10"><![CDATA[182]]></field>
</trailer>
</message>
声明:本站的技术帖子网页，遵循CC BY-SA 4.0协议，如果您需要转载，请注明本站网址或者原文地址。任何问题请咨询:yoyou2525@163.com.