{{Quickfixn}} TradeCaptureReportRequest

[Tim Bailey]

Hi 

 

For clarification.  The client code is just a test harness for the server I
am writing using FIX 4.4.  Both client and server use QuickFix/n.   I have
not implemented any code on the server as of yet, beyond throwing a
UnsupportedMessageType exception.  The reject message is being created via
the QuickFix/n message verification at which stage it believes that Symbol
is a required field.  Changing Required to N in the 4.4 Data Dictionary
allows the message to pass the verification stage and reach my
implementation.

 

Regards

 

Tim 

From: quickfixn-bounces at lists.quickfixn.com
[mailto:quickfixn-bounces at lists.quickfixn.com] On Behalf Of Grant Birchmeier
Sent: 30 July 2012 15:00
To: Mailing list for QuickFIX/n
Subject: Re: {{Quickfixn}} TradeCaptureReportRequest

 

This sounds like a counterparty requirement.

 

While standard FIX doesn't require this field, I'm guessing that your
counterparty has decided to make it mandatory.

 

You'll need to check your counterparty's documentation.

 

 

On Mon, Jul 30, 2012 at 8:49 AM, Tim Bailey <tim.bailey at ateofinance.com>
wrote:

Hi

 

I'm sending a TradeCaptureReportRequest with the TradeRequestID (568) and
TradeRequestType (569) populated.  I get a Reject message as a result of
Symbol (55) not being set.  Instrument is not required in the
TradeCaptureReportRequest so I'd presume that as a consequence we should not
require Symbol.  

 

The client code creating the  request is:

 

TradeCaptureReportRequest test = new TradeCaptureReportRequest(new
TradeRequestID(source.TradeRequestID),new
TradeRequestType(TradeRequestType.ALL_TRADES) );

 

This is sent to the server and it sends the reject message.

 

Regards

 

Tim Bailey 
ATEO - Technical Account Manager
Email :  <mailto:tim.bailey at ateofinance.com> tim.bailey at ateofinance.com 

Phone : +44 207 953 8625 <tel:%2B44%20207%20953%208625>  - Mob : +44 77 17
895 237 <tel:%2B44%2077%2017%20895%20237>  
Address :  212 Coppergate House, 16 Brune Street, London E1 7NJ

 

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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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