Repeated groups and DataDictionaries

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Repeated groups and DataDictionaries

Nicholas Murdock

Hi all,

 

            It is my understanding that in order to use repeated groups I must use a datadictionary (I suppose I could turn off all validation and parse each message string myself – avoiding quickfix’s multiple tag error.. but that seams like a headache). So, assuming I need a datadictionary – is it possible to stream the dictionary to the quickfix SessionSettings without the external file (create it on the fly in my app and pump it the session). Maybe something a little more elegant than having the app write the file to disk each execution; pointing the session settings to the disk. This is in an attempt to avoid passing an external datadictionary file around with all our installations.

 

 

            Appreciate your time,

 

            Nick Murdock

            Chicago Trading Company