{{Quickfixn}} RES: Custom Message

Felipe Soares felipe.soares at traderdata.com.br
Mon Jul 30 14:21:03 PDT 2012


Sure.



Unhandled Exception: QuickFix.MessageParseError: Could not parse message:
Error

at position (0) while parsing msg (BW) --->
System.ArgumentOutOfRangeException:

Length cannot be less than zero.

Parameter name: length

   at System.String.InternalSubStringWithChecks(Int32 startIndex, Int32
length,

Boolean fAlwaysCopy)

   at QuickFix.Message.ExtractField(String msgstr, Int32& pos,
DataDictionary se

ssionDD, DataDictionary appDD)

   --- End of inner exception stack trace ---

   at QuickFix.Message.ExtractField(String msgstr, Int32& pos,
DataDictionary se

ssionDD, DataDictionary appDD)

   at QuickFix.Message.FromStringHeader(String msgstr)

   at QuickFix.Message..ctor(String msgstr, Boolean validate)

   at ConsoleApplication21.TCPReplayApp.RequestSeqNum(Int32 seqnum)

   at ConsoleApplication21.Program.Main(String[] args)



Can you show me an example of how am I supposed to create a custom message
and send it?



Thanks





*De:* Grant Birchmeier [mailto:gbirchmeier at connamara.com]
*Enviada em:* segunda-feira, 30 de julho de 2012 18:19
*Para:* Felipe Soares
*Cc:* Mailing list for QuickFIX/n
*Assunto:* Re: {{Quickfixn}} Custom Message



Yes, unfortunately it does not have your message in it.



Does that error come with a full stack trace?  If yes, can you paste it?





On Mon, Jul 30, 2012 at 3:58 PM, Felipe Soares <
felipe.soares at traderdata.com.br> wrote:

Hi Grant,



Did you receive my last e-mail where I sent the fix logfiles?



Regards

Felipe soares





*De:* Grant Birchmeier [mailto:gbirchmeier at connamara.com]

*Enviada em:* segunda-feira, 30 de julho de 2012 13:18
*Para:* Felipe Soares; Mailing list for QuickFIX/n

*Assunto:* Re: {{Quickfixn}} Custom Message



I'm talking about the raw text FIX message that are sent and received over
the network.



The messages that look something like this:

"8=FIX.4.2|35=B|49=TR_Initiator|52=20090101-17:13:06.684|56=TR_Acceptor|148=mounds|33=0|"



If you are using a LogFactory (and you should be), then you should have a
logfile with all FIX messages that are sent and received by your program.







On Mon, Jul 30, 2012 at 10:39 AM, Felipe Soares <
felipe.soares at traderdata.com.br> wrote:

Sorry Grant, but I am new to FIX and quickFix/N.

Have no idea of what you are asking…

L



We need to create a message that will be sent to BM&FBovespa, the original
FIX4,4 specification doen´st have this message BW (application message
request). So we are trying to create a custom message to send to the
exchange.

Do you have any sample of how am I supposed to do that?



We followed the example in the website, but they onle have examples with
adding  afield to an existing message…we are trying to create a new kind of
message…



Thanks a lot for your help

Felipe Soares





*De:* Grant Birchmeier [mailto:gbirchmeier at connamara.com]
*Enviada em:* segunda-feira, 30 de julho de 2012 12:35
*Para:* Felipe Soares


*Assunto:* Re: {{Quickfixn}} Custom Message



Yes, I saw this code in your other message.



We need to see the actual FIX message that your code is creating.  Can you
please provide that?



-Grant







On Mon, Jul 30, 2012 at 10:10 AM, Felipe Soares <
felipe.soares at traderdata.com.br> wrote:

Hi Grant,



We are trying to create a custom message type BW (look at my FIX44.xml)
with the source code bellow:



            QuickFix.Message m = new Message("BW", true);



            //m.SetField(new QuickFix.Fields.StringField(35,"BG"));

            m.SetField(new QuickFix.Fields.StringField(1346, "TRADER"));
//AppReqId

            m.SetField(new QuickFix.Fields.IntField(1347, 0)); //ApplReqType



            m.SetField(new QuickFix.Fields.IntField(1182, 10));
//ApplBegSeqNum

            m.SetField(new QuickFix.Fields.IntField(1183, 20));
//ApplBegSeqNum





After that I get the error…



Regards







*De:* Grant Birchmeier [mailto:gbirchmeier at connamara.com]
*Enviada em:* segunda-feira, 30 de julho de 2012 11:59
*Para:* Mailing list for QuickFIX/n; felipe.soares at traderdata.com.br
*Assunto:* Re: {{Quickfixn}} Custom Message



Felipe, that error alone doesn't tell us very much.  Can you paste the
message that you created that is causing this error?


>From Felipe's digest reply:
Unhandled Exception: QuickFix.MessageParseError: Could not parse message:
 Error
 at position (0) while parsing msg (BW) --->
 System.ArgumentOutOfRangeException:
 Length cannot be less than zero.


On Mon, Jul 30, 2012 at 9:20 AM, Mike Gatny <mgatny at connamara.com> wrote:
>
> Please describe the error you are getting.
>
>
> _______________________________________________
> Quickfixn mailing list
> Quickfixn at lists.quickfixn.com
> http://lists.quickfixn.com/listinfo.cgi/quickfixn-quickfixn.com
>



--
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






-- 

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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