How to create multiple Parties in FIX messages? - fix-protocol

Question

I need to create TradeCaptureReport FIX messages. It was clear how to do this until I tried to create Parties:
...
<RptSide Ccy="USD" ... >
<Pty Src="D" ID="1111" R="11">
<Sub ID="AA" Typ="4010"/>
<Sub ID="AA" Typ="4013"/>
</Pty>
<Pty Src="D" ID="1360" R="1"/>
</RptSide>
RptSide/Pty - 453
RptSide/Pty/#ID - 448
RptSide/Pty/#Src - 447
RptSide/Pty/#R - 452
RptSide/Pty/Sub - 802
RptSide/Pty/Sub/#ID - 523
RptSide/Pty/Sub/#Typ - 803
final TradeCaptureReport tradeCaptureReport = new TradeCaptureReport();
...
final Instrument instrument = new Instrument();
tradeCaptureReport.set(instrument);
...
// (552) RptSide/*
TradeCaptureReport.NoSides rptSide = new TradeCaptureReport.NoSides();
tradeCaptureReport.addGroup(rptSide);
// (15) RptSide/#Ccy (Currency)
rptSide.set(new Currency("USD"));
...
// (453) RptSide/Pty/*:
Parties parties = new Parties();
rptSide.setGroups(parties);
// (802) RptSide/Pty/Sub/* (NoPartySubIDs)
NoPartySubIDs sub = new NoPartySubIDs();
// (523) RptSide/Pty/Sub/#ID (PartySubID)
PartySubID subID1 = new PartySubID("AA");
PartySubID subID2 = new PartySubID("AA");
// (803) RptSide/Pty/Sub/#Typ (PartySubIDType)
PartySubIDType subIdTyp1 = new PartySubIDType(4010);
PartySubIDType subIdTyp2 = new PartySubIDType(4013);
Can somebody give the Java code sample how to create and link them to RptSide (803)?

Answer 1

To create Parties:
...
<RptSide Ccy="USD" ... >
<Pty Src="D" ID="1111" R="11">
<Sub ID="AA" Typ="4010"/>
<Sub ID="AA" Typ="4013"/>
</Pty>
<Pty Src="D" ID="1360" R="1"/>
</RptSide>
it it's possible to code in Java:
final TradeCaptureReport tradeCaptureReport = new TradeCaptureReport();
...
final Instrument instrument = new Instrument();
tradeCaptureReport.set(instrument);
...
// (552) RptSide/*
TradeCaptureReport.NoSides rptSide = new TradeCaptureReport.NoSides();
// (15) RptSide/#Ccy (Currency)
rptSide.set(new Currency("USD"));
...
// (453) RptSide/Pty/*:
// 1-st Pty:
Parties.NoPartyIDs ptyGrp = new Parties.NoPartyIDs();
ptyGrp.set(new PartyID("1111"));
ptyGrp.set(new PartyIDSource('D'));
ptyGrp.set(new PartyRole(11));
Parties.NoPartyIDs.NoPartySubIDs subGrp = new Parties.NoPartyIDs.NoPartySubIDs();
subGrp.set(new PartySubID("AA"));
subGrp.set(new PartySubIDType(4010));
ptyGrp.addGroup(subGrp); // add <Sub ID="AA" Typ="4010"/>
subGrp = new Parties.NoPartyIDs.NoPartySubIDs();
subGrp.set(new PartySubID("AA"));
subGrp.set(new PartySubIDType(4013));
ptyGrp.addGroup(subGrp); //add <Sub ID="AA" Typ="4013"/>
rptSide.addGroup(ptyGrp); // add <Pty Src="D" ID="1111" R="11">... with 2 Sub-s (above)
// 2-nd Pty:
ptyGrp = new Parties.NoPartyIDs();
ptyGrp.set(new PartyID("1360"));
ptyGrp.set(new PartyIDSource('D'));
ptyGrp.set(new PartyRole(1));
rptSide.addGroup(ptyGrp); // add <Pty Src="D" ID="1360" R="1"/>
tradeCaptureReport.addGroup(rptSide); // add <RptSide Ccy="USD" ... > with nested Pty-s
I'm not confident that it's according to the rules, but at least it creates expected fix message. So the suggestion: "If you've already read it [doc], read it again" was helpful (many thanks to Grant Birchmeier).