{{Quickfixn}} duplicate 523 in TradeCaptureReport - (duplicate tags in fix44 protocol)
Jonathan Hodgson
jhodgson at temenos.com
Fri Sep 28 09:15:51 PDT 2012
Hi ,
I tried adding <component name="Parties" required="N" /> to my fix44.xml dictionary but still get an error
The following Incoming message from Bloomberg test looks like
Tag No. Tag Name Data Meta Data
9 BodyLength 588
35 MsgType AE TRADE_CAPTURE_REPORT
49 SenderCompID BLPFX
56 TargetCompID TEMFXSTP
34 MsgSeqNum 39
52 SendingTime 20120918-14:52:39
60 TransactTime 20120918-14:52:37.000
150 ExecType F TRADE
570 PreviouslyReported N
31 LastPx 0.8038
571 TradeReportID 3-2-146172M-0-0
32 LastQty 1000
63 SettlType 0 REGULAR
64 SettlDate 20120920
487 TradeReportTransType 0 NEW
218 Spread 0
460 Product 4 CURRENCY
461 CFICode MRCXXX
194 LastSpotRate 0.8038
854 QtyType 0 UNITS
75 TradeDate 20120918
195 LastForwardPoints 0
48 SecurityID EUR/GBP
22 SecurityIDSource 6 ISO_CURRENCY_CODE
55 Symbol EUR/GBP
552 NoSides 2 BOTH_SIDES
54 Side 1 BUY
37 OrderID 3-2-146172M-0-0
11 ClOrdID 3-2-146172M-0-0
453 NoPartyIDs 1
448 PartyID CBAF
447 PartyIDSource C GENERALLY_ACCEPTED_MARKET_PARTICIPANT_IDENTIFIER
452 PartyRole 27
802 NoPartySubIDs 3
523 PartySubID COMMERCIAL BANK OF XION LTD
803 PartySubIDType 1
523 PartySubID 7615688
803 PartySubIDType 2
523 PartySubID DUNCAN
803 PartySubIDType 9
15 Currency EUR
119 SettlCurrAmt 803.8
120 SettlCurrency GBP
54 Side 2 SELL
37 OrderID 3-2-146172M-0-0
11 ClOrdID 3-2-146172M-0-0
453 NoPartyIDs 1
448 PartyID BGNY
447 PartyIDSource C GENERALLY_ACCEPTED_MARKET_PARTICIPANT_IDENTIFIER
452 PartyRole 17
802 NoPartySubIDs 2
523 PartySubID Bloomberg FX, NY
803 PartySubIDType 1
523 PartySubID ROLAND CHU
803 PartySubIDType 9
15 Currency EUR
119 SettlCurrAmt 803.8
120 SettlCurrency GBP
10 CheckSum 255
And they get the following message sent back to them
Rejection message
9 BodyLength 115
35 MsgType 3 REJECT
34 MsgSeqNum 39
49 SenderCompID TEMFXSTP
52 SendingTime 20120918-14:52:39.476
56 TargetCompID BLPFX
45 RefSeqNum 39
58 Text Tag appears more than once
371 RefTagID 523
372 RefMsgType AE
373 SessionRejectReason 13 TAG_APPEARS_MORE_THAN_ONCE
10 CheckSum 163
My xml dictionary file for TradeCapturereport now looks like
<message name="TradeCaptureReport" msgtype="AE" msgcat="app">
<field name="TradeReportID" required="Y" />
<field name="TradeReportTransType" required="N" />
<field name="TradeReportType" required="N" />
<field name="TradeRequestID" required="N" />
<component name="Parties" required="N" />
<field name="TrdType" required="N" />
<field name="TrdSubType" required="N" />
<field name="SecondaryTrdType" required="N" />
<field name="TransferReason" required="N" />
<field name="ExecType" required="N" />
<field name="TotNumTradeReports" required="N" />
<field name="LastRptRequested" required="N" />
<field name="UnsolicitedIndicator" required="N" />
<field name="SubscriptionRequestType" required="N" />
<field name="TradeReportRefID" required="N" />
<field name="SecondaryTradeReportRefID" required="N" />
<field name="SecondaryTradeReportID" required="N" />
<field name="TradeLinkID" required="N" />
<field name="TrdMatchID" required="N" />
<field name="ExecID" required="N" />
<field name="OrdStatus" required="N" />
<field name="SecondaryExecID" required="N" />
<field name="ExecRestatementReason" required="N" />
<field name="PreviouslyReported" required="Y" />
<field name="PriceType" required="N" />
<component name="Instrument" required="Y" />
<component name="FinancingDetails" required="N" />
<component name="OrderQtyData" required="N" />
<field name="QtyType" required="N" />
<component name="YieldData" required="N" />
<group name="NoUnderlyings" required="N">
<component name="UnderlyingInstrument" required="N" />
</group>
<field name="UnderlyingTradingSessionID" required="N" />
<field name="UnderlyingTradingSessionSubID" required="N" />
<field name="LastQty" required="Y" />
<field name="LastPx" required="Y" />
<field name="LastParPx" required="N" />
<field name="LastSpotRate" required="N" />
<field name="LastForwardPoints" required="N" />
<field name="LastMkt" required="N" />
<field name="TradeDate" required="Y" />
<field name="ClearingBusinessDate" required="N" />
<field name="AvgPx" required="N" />
<component name="SpreadOrBenchmarkCurveData" required="N" />
<field name="AvgPxIndicator" required="N" />
<component name="PositionAmountData" required="N" />
<field name="MultiLegReportingType" required="N" />
<field name="TradeLegRefID" required="N" />
<group name="NoLegs" required="N">
<component name="InstrumentLeg" required="N" />
<field name="LegQty" required="N" />
<field name="LegSwapType" required="N" />
<component name="LegStipulations" required="N" />
<field name="LegPositionEffect" required="N" />
<field name="LegCoveredOrUncovered" required="N" />
<component name="NestedParties" required="N" />
<field name="LegRefID" required="N" />
<field name="LegPrice" required="N" />
<field name="LegSettlType" required="N" />
<field name="LegSettlDate" required="N" />
<field name="LegLastPx" required="N" />
</group>
<field name="TransactTime" required="Y" />
<component name="TrdRegTimestamps" required="N" />
<field name="SettlType" required="N" />
<field name="SettlDate" required="N" />
<field name="MatchStatus" required="N" />
<field name="MatchType" required="N" />
<group name="NoSides" required="Y">
<field name="Side" required="Y" />
<field name="OrderID" required="Y" />
<field name="SecondaryOrderID" required="N" />
<field name="ClOrdID" required="N" />
<field name="SecondaryClOrdID" required="N" />
<field name="ListID" required="N" />
<component name="Parties" required="N" />
<field name="Account" required="N" />
<field name="AcctIDSource" required="N" />
<field name="AccountType" required="N" />
<field name="ProcessCode" required="N" />
<field name="OddLot" required="N" />
<group name="NoClearingInstructions" required="N">
<field name="ClearingInstruction" required="N" />
</group>
<field name="ClearingFeeIndicator" required="N" />
<field name="TradeInputSource" required="N" />
<field name="TradeInputDevice" required="N" />
<field name="OrderInputDevice" required="N" />
<field name="Currency" required="N" />
<field name="ComplianceID" required="N" />
<field name="SolicitedFlag" required="N" />
<field name="OrderCapacity" required="N" />
<field name="OrderRestrictions" required="N" />
<field name="CustOrderCapacity" required="N" />
<field name="OrdType" required="N" />
<field name="ExecInst" required="N" />
<field name="TransBkdTime" required="N" />
<field name="TradingSessionID" required="N" />
<field name="TradingSessionSubID" required="N" />
<field name="TimeBracket" required="N" />
<component name="CommissionData" required="N" />
<field name="GrossTradeAmt" required="N" />
<field name="NumDaysInterest" required="N" />
<field name="ExDate" required="N" />
<field name="AccruedInterestRate" required="N" />
<field name="AccruedInterestAmt" required="N" />
<field name="InterestAtMaturity" required="N" />
<field name="EndAccruedInterestAmt" required="N" />
<field name="StartCash" required="N" />
<field name="EndCash" required="N" />
<field name="Concession" required="N" />
<field name="TotalTakedown" required="N" />
<field name="NetMoney" required="N" />
<field name="SettlCurrAmt" required="N" />
<field name="SettlCurrency" required="N" />
<field name="SettlCurrFxRate" required="N" />
<field name="SettlCurrFxRateCalc" required="N" />
<field name="PositionEffect" required="N" />
<field name="Text" required="N" />
<field name="EncodedTextLen" required="N" />
<field name="EncodedText" required="N" />
<field name="SideMultiLegReportingType" required="N" />
<group name="NoContAmts" required="N">
<field name="ContAmtType" required="N" />
<field name="ContAmtValue" required="N" />
<field name="ContAmtCurr" required="N" />
</group>
<component name="Stipulations" required="N" />
<group name="NoMiscFees" required="N">
<field name="MiscFeeAmt" required="N" />
<field name="MiscFeeCurr" required="N" />
<field name="MiscFeeType" required="N" />
<field name="MiscFeeBasis" required="N" />
</group>
<field name="ExchangeRule" required="N" />
<field name="TradeAllocIndicator" required="N" />
<field name="PreallocMethod" required="N" />
<field name="AllocID" required="N" />
<group name="NoAllocs" required="N">
<field name="AllocAccount" required="N" />
<field name="AllocAcctIDSource" required="N" />
<field name="AllocSettlCurrency" required="N" />
<field name="IndividualAllocID" required="N" />
<component name="NestedParties2" required="N" />
<field name="AllocQty" required="N" />
</group>
</group>
<field name="CopyMsgIndicator" required="N" />
<field name="PublishTrdIndicator" required="N" />
<field name="ShortSaleReason" required="N" />
<component name="Parties" required="N" />
The fix logs looks like
8 9 10 22 31 32 34 35 45 48 49 52 55 56 58 60 63 64 75 98 108 112 141 150 194 195 218 371 372 373 460 461 487 552 570 571 854
FIX.4.4 587 252 6 1.2938 100 14 AE USD/EUR BLPFX 20120928-10:39:18 EUR/USD TEMFXSTP 20120928-10:39:17.000 0 20121002 20120928 F 1.2938 0 0 4 MRCXXX 0 2 N 3-2-147110M-0-0 0
FIX.4.4 115 150 14 3 14 TEMFXSTP 20120928-10:39:18.928 BLPFX Tag appears more than once 523 AE 13
Please let me know what I am missing ?
Thanks
Jonathan
-----Original Message-----
From: quickfixn-bounces at lists.quickfixn.com<mailto:quickfixn-bounces at lists.quickfixn.com> [mailto:quickfixn-bounces at lists.quickfixn.com]<mailto:[mailto:quickfixn-bounces at lists.quickfixn.com]> On Behalf Of quickfixn-request at lists.quickfixn.com<mailto:quickfixn-request at lists.quickfixn.com>
Sent: 26 September 2012 23:09
To: quickfixn at lists.quickfixn.com<mailto:quickfixn at lists.quickfixn.com>
Subject: Quickfixn Digest, Vol 11, Issue 36
Today's Topics:
1. Re: re duplicate tags in fix44 protocol - ammending
fix44.xml (Grant Birchmeier)
2. Re: re duplicate tags in fix44 protocol - ammending
fix44.xml (Ruaan Viljoen)
----------------------------------------------------------------------
Message: 1
Date: Wed, 26 Sep 2012 11:45:39 -0500
From: Grant Birchmeier <gbirchmeier at connamara.com<mailto:gbirchmeier at connamara.com>>
To: "Mailing list for QuickFIX/n" <quickfixn at lists.quickfixn.com<mailto:quickfixn at lists.quickfixn.com>>
Subject: Re: {{Quickfixn}} re duplicate tags in fix44 protocol -
ammending fix44.xml
Message-ID:
<CAMq4opNubQjc=hcE-kdU=euhM=02gpqKYOR7eyHiMCokzZ6PKA at mail.gmail.com<mailto:CAMq4opNubQjc=hcE-kdU=euhM=02gpqKYOR7eyHiMCokzZ6PKA at mail.gmail.com>>
Content-Type: text/plain; charset="iso-8859-1"
It's gotta be <component name="Parties" required="N" /> in this case.
-Grant
On Wed, Sep 26, 2012 at 11:35 AM, Ruaan Viljoen <ruaanv at gmail.com<mailto:ruaanv at gmail.com>> wrote:
> You must only add the definition 'heading' or component name line, not
> the entire definition.
> as shown here:
>
> <message name="TradeCaptureReport" msgtype="AE" msgcat="app"> ...
> <field name="ShortSaleReason" required="N" /> <field name="Parties"
> required="N" /> </message> -Ruaan
>
>
--
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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