{{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.
>
>
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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
--
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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