Push notification exchange order book using MarketDataSnapshotFullRefresh

1

Hi FIX Community,

I’m trying to push exchange order book updates to FIX clients as a response to a client MarketDataRequest. I am getting errors from quickfix saying I am missing fields that are clearly in the message, meaning I’m doing something wrong. I am not sure if:

  1. The client request is not correct (I am updating a dingle market, and did not use groups in the client request)
  2. I am using the wrong message (maybe there is another FIX message for market notifications.)
  3. I am using the groups incorrect. Or the FIX engine is expecting a Snapshot and I’m sending an update. i’m not sure.

If anyone can show me a correct message structure (I’m using python but it doesn’t matter), I would be truly grateful. i’ve seen examples of parsing MarketDataSnapshotFullRefresh on the client side, but I can’t find an example producing this message.

Finally, if anyone knows of training programs and learning tools I would be equally as gratefuyl.

Al the best,

2

You might be better off in a quickfix support forum. But to start with: which error message are you getting?

3

Hi Ronnie,
I should be able to point you in the right direction if you are still having problems.
Please either contact me via the fix4wards website or track me down on LinkedIn.
regards
Ian