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

[Felipe Soares]

Grant BMF&Bovespa is full of Weird things J



*De:* Grant Birchmeier [mailto:gbirchmeier at connamara.com]
*Enviada em:* quarta-feira, 1 de agosto de 2012 08:28
*Para:* KAPIL KUMAR LALWANI
*Cc:* felipe.soares at traderdata.com.br; Mailing list for QuickFIX/n
*Assunto:* Re: {{Quickfixn}} RES: felipe's custom message problem



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


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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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