{{Quickfixn}} RES: RES: felipe's custom message problem
Grant Birchmeier
gbirchmeier at connamara.com
Wed Aug 1 04:31:51 PDT 2012
If you specifiy a UseDataDictionary=Y and provide a DD, then QF/n will use
that to parse incoming messages.
It doesn't use that DD much for outgoing messages. You can *send* messages
that might not be consistent with your DD.
On Wed, Aug 1, 2012 at 5:10 AM, Felipe Soares <
felipe.soares at traderdata.com.br> wrote:
> Kapil,
>
>
>
> But I am using the option UseDataDictionary=Y. I thought that by using
> this option quickfixn would check on my data dictionary, instead of just
> allowing fix4.4 messages. Actually in quickfixn examples I could see the
> adition of a field but not a whole message.
>
> Everyone…is this even possible?
>
>
>
> Regards
>
> Felipe soares
>
>
>
> *De:* KAPIL KUMAR LALWANI [mailto:kaplalwani at yahoo.co.in]
> *Enviada em:* quarta-feira, 1 de agosto de 2012 06:42
> *Para:* Felipe Soares
> *Cc:* quickfixn at lists.quickfixn.com
> *Assunto:* Re: {{Quickfixn}} RES: felipe's custom message problem
>
>
>
> Hi Felipe,
>
> As per the implementation of Quickfixn, u cant send the messages
> which are not in the Quickfix version dictionary. If you explore
> the implementation of Quickfixn you'll find that Quickfixn only use the
> dictionary of *FIX.5.0SP1 ** *if your BeginString contain the same in
> header.
>
>
>
>
> Kapil Kumar Lalwani
> “Enjoy the WORK you do, Do the BEST you can.”
>
>
> ------------------------------
>
> *From:* Felipe Soares <felipe.soares at traderdata.com.br>
> *To:* KAPIL KUMAR LALWANI <kaplalwani at yahoo.co.in>
> *Sent:* Wednesday, 1 August 2012 2:33 PM
> *Subject:* Re: {{Quickfixn}} RES: felipe's custom message problem
>
>
>
> Kapil
>
>
>
> We know that. But o dont know why bmfbovespa says that we must use fix44
> and add This custom message. We are truing to follow their manual.
>
>
>
> Until now we were not succeafull creating the custom message. We will try
> quickfix wrapper today instead of quickfixn.
>
>
>
> Thanks
>
> Felipe
>
> Enviado via iPhone
>
>
> Em 01/08/2012, às 01:50, KAPIL KUMAR LALWANI <kaplalwani at yahoo.co.in>
> escreveu:
>
> 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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>
>
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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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