{{Quickfixn}} Quickfixn Digest, Vol 7, Issue 11

[Peter.A.Cullen at wellsfargo.com]

I have confirmed that my counterparty has indeed made data dictionary changes.

Thanks for your help!

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Today's Topics:

   1.  (no subject) (Peter.A.Cullen at wellsfargo.com)
   2. Re:  (no subject) (Grant Birchmeier)


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Message: 1
Date: Mon, 14 May 2012 17:11:15 -0400
From: <Peter.A.Cullen at wellsfargo.com>
To: <quickfixn at lists.quickfixn.com>
Subject: {{Quickfixn}} (no subject)
Message-ID:
	<342C218A3D5CA046B2A7602F22A166D37767874523 at MSGCMSIL1002.ent.wfb.bank.corp>
	
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I'm sending a test New Order Single message. The acceptor is returning the order as filled, 39=2, in the Execution Report. However, I'm seeing a TagNotDefinedForMessage error in the validation function CheckIsInMessage in DataDictionary.cs upon receipt of an Execution Report, Tag 35 = 8, for tag 375, ContraBroker. I'm using FIX 4.2.
I was told that my data dictionary may not be configured correctly. Please advise.

Here is the Execution Report:

8=FIX.4.2
9=323
35=8
34=3
49=NOVA
52=20120514-20:31:32.919
56=ROUTER
6=199.780000
11=634726098910160269/20120514-16:31:31:016
14=1.000000
17=2100:5028:20120514:0
20=0
21=3
30=O
31=199.780000
32=1
37=2100:5027:20120514
38=1.000000
39=2
40=1
54=1
55=IBM
59=0
60=20120514-20:31:32
63=0
150=2
151=0.000000
375=NSDQ
7439=L
9277=Q
9883=A
9885=A
10=027


Peter Cullen
Wells Fargo Securities
375 Park Avenue | 3rd Floor | New York, NY 10152 Tel 212-214-4853 | Cell 551-208-1228

peter.a.cullen at wellsfargo.com<mailto:peter.a.cullen at wellsfargo.com>



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Message: 2
Date: Mon, 14 May 2012 16:22:05 -0500
From: Grant Birchmeier <gbirchmeier at connamara.com>
To: "Mailing list for QuickFIX/n" <quickfixn at lists.quickfixn.com>
Subject: Re: {{Quickfixn}} (no subject)
Message-ID:
	<CAMq4opNMwMqgPbhQ5CT9EwxyDLOf=m+Qe9HKMHgqPUvrEV3ksw at mail.gmail.com>
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Now that I see your message, I think your config file is not right.  Either you aren't configured to use one, or your counterparty has made changes to the DD that you haven't matched on your side.

375 is part of a repeating group, and its use should be preceded by tag 382 (NoContraBrokers).  But I don't even see 382 in your message.

Its possible that your counterparty changed the DD so that 375 can be in ExecutionReport outside of a repeating group.  If this is true, then you need to make corresponding changes to your DD (and there may be many other changes too).  Check your counterparty's documentation.  They should have all these DD changes documented.

Otherwise, check that your config file has UseDataDictionary=Y and DataDictionary=(path to your DD).  Without these, you *can't* parse any messages with repeating groups, period.

-Grant



On Mon, May 14, 2012 at 4:11 PM, <Peter.A.Cullen at wellsfargo.com> wrote:

>  I'm sending a test New Order Single message. The acceptor is 
> returning the order as filled, 39=2, in the Execution Report. However, 
> I'm seeing a TagNotDefinedForMessage error in the validation function 
> CheckIsInMessage in DataDictionary.cs upon receipt of an Execution 
> Report, Tag 35 = 8, for tag 375, ContraBroker. I'm using FIX 4.2.
> I was told that my data dictionary may not be configured correctly. 
> Please advise.
>
> Here is the Execution Report:
>
> 8=FIX.4.2 9=323 35=8 34=3 49=NOVA 52=20120514-20:31:32.919 56=ROUTER
> 6=199.780000 11=634726098910160269/20120514-16:31:31:016 14=1.000000
> 17=2100:5028:20120514:0 20=0 21=3 30=O 31=199.780000 32=1
> 37=2100:5027:20120514 38=1.000000 39=2 40=1 54=1 55=IBM 59=0 60=
> 20120514-20:31:32 63=0 150=2 151=0.000000 375=NSDQ 7439=L 9277=Q 
> 9883=A 9885=A 10=027
>
> Peter Cullen
> Wells Fargo Securities
> 375 Park Avenue | 3rd Floor | New York, NY 10152 Tel 212-214-4853 | 
> Cell 551-208-1228
>
> *peter.a.cullen at wellsfargo.com* <peter.a.cullen at wellsfargo.com>
>
>
>
>
> _______________________________________________
> Quickfixn mailing list
> Quickfixn at lists.quickfixn.com
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>


--
Grant Birchmeier
*Connamara Systems, LLC*
*Made-To-Measure Trading Solutions.*
Exactly what you need. No more. No less.*
*
http://connamara.com
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