What is the best way to decode the OMMMsgs received (e.g. to get prices) when subscribing to a RI...
Best Answer
-
Hi @Ethan Wong
Are you asking about decoding Market Price (for trades, indicative quotes) response message payloads?
If so, here's the description of the Market Price response message payload.
Here's a tutorial on Retrieving Level 1 MARKET PRICE Data
Here's an example:
OMMItemEvent ie = (OMMItemEvent)event;
OMMMsg respMsg = ie.getMsg();
if (respMsg.getDataType() != OMMTypes.NO_DATA) {
if (respMsg.getPayload().getType() == OMMTypes.FIELD_LIST) {
OMMFieldList fl = (OMMFieldList) respMsg.getPayload();
for (Iterator iter = ((OMMIterable)fl).iterator(); iter.hasNext();) {
OMMEntry entry = (OMMEntry)iter.next();
if (entry.getType() == OMMTypes.FIELD_ENTRY) {
OMMFieldEntry fe = (OMMFieldEntry)entry;
System.out.print("FID="+fe.getFieldId() );
if (CURRENT_DICTIONARY != null) {
FidDef fiddef = CURRENT_DICTIONARY.getFidDef(fe.getFieldId());
if (fiddef != null) {
System.out.print(" FieldName="+fiddef.getName() +" FieldValue=");
OMMData data = null;
if (fe.getDataType() == OMMTypes.UNKNOWN)
data = fe.getData(fiddef.getOMMType());
else
// defined data already has type
data = fe.getData();
if (data.getType() == OMMTypes.ENUM) {
System.out.print(CURRENT_DICTIONARY.expandedValueFor(fiddef.getFieldId(),
((OMMEnum)data).getValue()));
System.out.println(" (" + data + ")");
} else
System.out.println(data);
} else {
System.out.println(" - Not defined in dictionary");
}
} // END - if (CURRENT_DICTIONARY != null)
} // FIELD_ENTRY
} // END-FOR
} // END - if FIELD_LIST
}0
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