使用QuickFix/n读取FIX日志文件 [英] Using QuickFix/n to read a FIX log file

问题描述

我有一个FIX格式的日志文件和一个用C#构建的数据结构.我要做的是在QuickFix中运行日志文件并构建自己的事件监听器.在该侦听器中，我将把FIX类型转换为所需的类型，并填写我的DS.

I have a FIX format log file and a data structure I've built myself in C#. What I want to do is to run the log file in QuickFix and build my own event listener. In that listener, I'll convert the FIX types into the types I need and fill my DS.

我一直在浏览QuickFix教程和示例，但无法弄清楚.我不需要它通过网络或类似的东西.

I've been going through the QuickFix tutorials and examples, but couldn't figure it out. I don't need it to go through a network or anything like that.

请帮助并感谢您， 与那坦

Please help and thank you, Yonatan

推荐答案

没有一个QuickFIX端口提供此功能.充其量，您可以构建一个简单的应用程序，该应用程序可以逐行读取日志文件，并将每一行传递给QF的Message(string)构造函数.要将Message转换为更具体的类型，可以将其提供给更具体的类型的构造函数，例如ExecutionReport(Message).

None of the QuickFIX ports provide this functionality. At best, you could build a simple app that could read the logfile line-by-line and pass each line to QF's Message(string) constructor. To convert that Message to a more specific type, you can feed it to a more-specific-type constructor, such as ExecutionReport(Message).

以上是针对原始C ++ QF的.其他端口(QF/J和QF/n)应该具有类似的机制.

The above are for the original C++ QF. The other ports (QF/J and QF/n) should have similar mechanisms.

您将无法使用MessageCracker触发OnMessage()事件，因为您实际上并未在监听会话.相反，我建议使用开关或根据消息类参数进行重载.

You will not be able to use the MessageCracker to fire OnMessage() events because you're not actually listening on a session. Instead, I'd recommend using a switch or doing an overload based on message class arguments.

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