Bovespa Market Data Adaptor: How to receive Security Status (35=f) messages

Fix Antenna C++ processes messages in Incremental Feed with tag SecuritID (48) and calls callbacks from Bovespa::InstrumentListener.

In case of Security Status (35=f) messages it will be called Bovespa::InstrumentListener::process( BovespaSubscriptionItem const& subsItem, Engine::FIXMessage  const* msg ) callback.

Bovespa Exchange can send Security Status for groups of Instrument using  SecurityGrpoup (1151) tag as well, in this case FixAntenna doesn't call InstrumentListener callbacks.

Further step-by-step guide describes how to process this kind of messages.

1. Create map where SecurityIDs are associated with SecurityGroup.

2. Fill this map on interested SecurityIDs using Bovespa::InstrumentListener::onSecurityDefinition callback:

   bool MyInstrumentListener::onSecurityDefinition( BovespaSubscriptionItem const& subsItem, Engine::FIXMessage const& dMsg ) { //. . .     Engine::TagValue const* entry = msg.getGroup( FIXFields::NoRelatedSym )->getEntry( 0 );     if(entry->isSupported( FIXFields::SecurityGroup ) && entry->hasValue(FIXFields::SecurityGroup))     {         std::string securityGroup_ = entry->getAsString( FIXFields::SecurityGroup ).toStdString();     std::string securityID = entry->getAsString( FIXFields::SecurityID ).toStdString();     // fill map SecurityIDs by SecurityGroup     //. . .     } //. . . } 

3. Create MyFeedListener implementing Bovespa::FeedListener interface.

4. Subscribe to feed with MyFeedListener to get Security Status messages using any of this methods:

   /// subscribe to all messages on specified by feedId feed /// @note tcp recovery feed is not supported for subscription, but you can enable TCP recovery for incremental feeds to recovery missed messegs void Bovespa::BovespaApplication::subscribeToFeed( FeedListener* feedListener, std::string const& feedID ); /// subscribe to all messages on specified from incremental feed on specified by channel_id /// @note tcp recovery feed is not supported for subscription /// @note set channel_id = "", to subscribe to all incrementall feeds /// @note onSubscribe and onUnsubscribe method will be called for each channel /// @note you can enable TCP recovery for incremental feeds to recovery missed messegs void  Bovespa::BovespaApplication::subscribeToIncrementalFeed( FeedListener* feedListener, std::string const& channel_id = 0 );

5. Process Security Status messages in MyFeedListener ::onMessage() callback:

   void MyFeedListener::onMessage( std::string const& channelId, std::string const& feedId, Engine::FIXMessage const& dMsg ) {     if (dMsg.type() == "f")     {         if(dMsg.isSupported(FIXFields::SecurityGroup) && dMsg.hasValue(FIXFields::SecurityGroup))         {             std::string securityGroup_ = dMsg.getAsString( FIXFields::SecurityGroup ).toStdString();             // process status message for Security Group             // . . .         }     } }