{{Quickfixn}} RES: RES: RES: felipe's custom message problem
Felipe Soares
felipe.soares at traderdata.com.br
Wed Aug 1 07:04:52 PDT 2012
Grant/Kapil,
We changed our DD and now the BX message was parsed correctly. But after
that I should start receving URDR messages containing data. In my log file
I can´t find anything about URDR message beng sent and in the event file I
foud:
20120801-14:00:29.113 : Session FIX.4.4:TTDD0001->BOVUMDF050 disconnecting:
QuickFix.MessageParseError: Could not parse message: Invalid body length
at QuickFix.Parser.ReadFixMessage(String& msg)
at QuickFix.SocketInitiatorThread.ProcessStream()
at QuickFix.SocketInitiatorThread.Read()
after that quickfix reconnects to the counterparty, but doens´t receive the
final message…
any ideas?
Regards
*De:* KAPIL KUMAR LALWANI [mailto:kaplalwani at yahoo.co.in]
*Enviad**a em:* quarta-feira, 1 de agosto de 2012 10:52
*Para:* Grant Birchmeier; Felipe Soares
*Cc:* Mailing list for QuickFIX/n
*Assunto:* Re: RES: {{Quickfixn}} RES: felipe's custom message problem
Yeah I guess Grant is right.
You don't have the 'BX' message in your data dictionary. So add the 'BX'
message in your DD. exactly like you done for 'BW'.
Kapil Kumar Lalwani
“Enjoy the WORK you do, Do the BEST you can.”
------------------------------
*From:* Grant Birchmeier <gbirchmeier at connamara.com>
*To:* Felipe Soares <felipe.soares at traderdata.com.br>
*Cc:* KAPIL KUMAR LALWANI <kaplalwani at yahoo.co.in>; Mailing list for
QuickFIX/n <quickfixn at lists.quickfixn.com>
*Sent:* Wednesday, 1 August 2012 7:14 PM
*Subject:* Re: RES: {{Quickfixn}} RES: felipe's custom message problem
Sounds like you don't have BX in your DataDictionary.
When your app receives the message, QF tries to parse it according to your
DD, and fails out because it can't find a definition for BX.
On Wed, Aug 1, 2012 at 8:43 AM, Felipe Soares <
felipe.soares at traderdata.com.br> wrote:
Kapil,
We followed Grant recomendation and rebuilt QuickFixn with our FIX44
specification.
By doing that we could manage to send a BW message, but now I am having a
problem when the message comes back from the server (message BX). Exactly
what you are saying bellow unsuporterd message type…
So I shouldn´t use messagecracker?
Regards
*De:* KAPIL KUMAR LALWANI [mailto:kaplalwani at yahoo.co.in]
*Enviada em:* quarta-feira, 1 de agosto de 2012 10:40
*Para:* Felipe Soares
*Cc:* Mailing list for QuickFIX/n; Grant Birchmeier
*Assunto:* Re: RES: {{Quickfixn}} RES: felipe's custom message problem
Hi Felipe,
I came up with one solution. I don't know this is what you are
looking for or not, but one possible solution for that is to edit your
FIX4.2 specification XML. I mean to say, add the message type
*ApplicationMessageRequest,
*with related fields. By doing so, you are able to send the message
through. But for the same you have to handle your message at the server end
because fix MessageCracker wont handle it and return you "Unsupported
Message Type" exception.
Kapil Kumar Lalwani
“Enjoy the WORK you do, Do the BEST you can.”
------------------------------
*From:* Felipe Soares <felipe.soares at traderdata.com.br>
*To:* Grant Birchmeier <gbirchmeier at connamara.com>; KAPIL KUMAR LALWANI <
kaplalwani at yahoo.co.in>
*Cc:* Mailing list for QuickFIX/n <quickfixn at lists.quickfixn.com>
*Sent:* Wednesday, 1 August 2012 4:59 PM
*Subject:* RES: {{Quickfixn}} RES: felipe's custom message problem
Grant BMF&Bovespa is full of Weird things J
*De:* Grant Birchmeier [mailto:gbirchmeier at connamara.com]
*Enviada em:* quarta-feira, 1 de agosto de 2012 08:28
*Para:* KAPIL KUMAR LALWANI
*Cc:* felipe.soares at traderdata.com.br; Mailing list for QuickFIX/n
*Assunto:* Re: {{Quickfixn}} RES: felipe's custom message problem
If Felipe's counterparty says he must use FIX4.4 with customizations taken
from FIX5, then that's what he must do.
Some counterparties do weird things.
On Tue, Jul 31, 2012 at 11:50 PM, KAPIL KUMAR LALWANI <
kaplalwani at yahoo.co.in> wrote:
Hi Felipe,
This is because the message type 'ApplicationMessageRequest' ('BW') is not
available with FIX4.4. Its was introduce from FIX5.0SP1 and and available
only with FIX5.0SP1 and* *FIX5.0SP2* (http://fixprotocol.org/FIXimate3.0/)*.
So that's why I recommended you to use FIX5.0SP1 if you want to use this
message type.
*m.Header.SetField(new BeginString("FIX.5.0SP1")); *
Your Sincerely,
Kapil Kumar Lalwani
“Enjoy the WORK you do, Do the BEST you can.”
------------------------------
*From:* Felipe Soares <felipe.soares at traderdata.com.br>
*To:* Grant Birchmeier <gbirchmeier at connamara.com>; Mailing list for
QuickFIX/n <quickfixn at lists.quickfixn.com>
*Sent:* Tuesday, 31 July 2012 11:18 PM
*Subject:* {{Quickfixn}} RES: felipe's custom message problem
Hi Grant,
I am not sure I made any progress L
Here is the output I am receving from your code:
8=FIX.4.4☺9=82☺35=BW☺1346=TRADER☺1347=0☺1351=2☺1355=foo☺1182=10☺1183=20☺1355=bar
☺1182=11☺1183=22☺10=202☺
Unhandled Exception: QuickFix.FieldNotFoundException: field not found for
tag: 3
5
at QuickFix.FieldMap.GetField(Int32 tag)
at QuickFix.Session.SendRaw(Message message, Int32 seqNum)
at QuickFix.Session.Send(Message message)
at QuickFix.Session.SendToTarget(Message message, SessionID sessionID)
at ConsoleApplication21.TCPReplayApp.RequestSeqNum(Int32 seqnum)
at ConsoleApplication21.Program.Main(String[] args)
The error happens when I try Session.SendToTarget(m, sessionId);
Please help I don´t know where I should get information…
*De:* Grant Birchmeier [mailto:gbirchmeier at connamara.com]
*Enviada em:* terça-feira, 31 de julho de 2012 12:53
*Para:* Mailing list for QuickFIX/n; Felipe Soares
*Assunto:* felipe's custom message problem
Felipe,
In this an future discussions, I highly recommend that you turn off digest
mode. It's making it difficult to follow the discussion when the subject
lines are constantly changing.
Problem 1: In your cfg file, you need to add UseDataDictionary=Y
Problem 2: You are not constructing your repeating group correctly.
Problem 3: You were not using the correct message constructor. (The first
parameter to Message(string,bool) is an entire FIX message string, not just
the 35 field.)
To construct your message with generic methods, it should look like this:
QuickFix.Message m = new Message();
m.Header.SetField(new BeginString("FIX.4.4"));
m.SetField(new QuickFix.Fields.StringField(35, "BW"));
m.SetField(new QuickFix.Fields.StringField(1346, "TRADER"));
//AppReqId
m.SetField(new QuickFix.Fields.IntField(1347, 0)); //ApplReqType
int[] ordering = {1355,1182,1183};
Group g = new Group(1351, 1355, ordering);
// first group element
g.SetField(new QuickFix.Fields.StringField(1355,("foo")));
//RefApplID
g.SetField(new QuickFix.Fields.IntField(1182, 10));
//ApplBegSeqNum
g.SetField(new QuickFix.Fields.IntField(1183, 20));
//ApplEndSeqNum
m.AddGroup(g);
// second group element
g.SetField(new QuickFix.Fields.StringField(1355, ("bar")));
//RefApplID
g.SetField(new QuickFix.Fields.IntField(1182, 11));
//ApplBegSeqNum
g.SetField(new QuickFix.Fields.IntField(1183, 22));
//ApplEndSeqNum
m.AddGroup(g);
Console.WriteLine(m.ToString());
//
prints 8=FIX.4.4|9=82|35=BW|1346=TRADER|1347=0|1351=2|1355=foo|1182=10|1183=20|1355=bar|1182=11|1183=22|10=202|
--
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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--
Grant Birchmeier
*Connamara Systems, LLC*
*Made-To-Measure Trading Solutions.*
Exactly what you need. No more. No less.
http://connamara.com
--
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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