{{Quickfixn}} RES: felipe's custom message problem

Grant Birchmeier gbirchmeier at connamara.com
Wed Aug 1 04:27:48 PDT 2012


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
>
> _______________________________________________
> 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
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