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

Wed Aug 1 07:08:31 PDT 2012

Hi,
" Invalid body length", simply means that your message expected to have some field, but u didn't set that field. I guess something wrong with your implementation of 'BX'

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>; Grant Birchmeier <gbirchmeier at connamara.com> 
Cc: Mailing list for QuickFIX/n <quickfixn at lists.quickfixn.com> 
Sent: Wednesday, 1 August 2012 7:34 PM
Subject: RES: RES: {{Quickfixn}} RES: felipe's custom message problem

Grant/Kapil,

We changed our DD and now the BX message was parsed correctly. But after that I should start receving URDR messages containing data. In my log file I can´t find anything about URDR message beng sent and in the event file I foud:

20120801-14:00:29.113 : Session FIX.4.4:TTDD0001->BOVUMDF050 disconnecting: QuickFix.MessageParseError: Could not parse message: Invalid body length
   at QuickFix.Parser.ReadFixMessage(String& msg)
   at QuickFix.SocketInitiatorThread.ProcessStream()
   at QuickFix.SocketInitiatorThread.Read()

after that quickfix reconnects to the counterparty, but doens´t receive the final message…

any ideas?

Regards

De:KAPIL KUMAR LALWANI [mailto:kaplalwani at yahoo.co.in] 
Enviada em:quarta-feira, 1 de agosto de 2012 10:52
Para: Grant Birchmeier; Felipe Soares
Cc: Mailing list for QuickFIX/n
Assunto: Re: RES: {{Quickfixn}} RES: felipe's custom message problem

Yeah I guess Grant is right.
You don't have the 'BX' message in your data dictionary. So add the 'BX' message in your DD. exactly like you done for 'BW'.

Kapil Kumar Lalwani
“Enjoy the WORK you do, Do the BEST you can.” 

________________________________

From:Grant Birchmeier <gbirchmeier at connamara.com>
To: Felipe Soares <felipe.soares at traderdata.com.br> 
Cc: KAPIL KUMAR LALWANI <kaplalwani at yahoo.co.in>; Mailing list for QuickFIX/n <quickfixn at lists.quickfixn.com> 
Sent: Wednesday, 1 August 2012 7:14 PM
Subject: Re: RES: {{Quickfixn}} RES: felipe's custom message problem

Sounds like you don't have BX in your DataDictionary.

When your app receives the message, QF tries to parse it according to your DD, and fails out because it can't find a definition for BX.

On Wed, Aug 1, 2012 at 8:43 AM, Felipe Soares <felipe.soares at traderdata.com.br> wrote:
Kapil,

We followed Grant recomendation  and rebuilt QuickFixn with our FIX44 specification.
By doing that we could manage to send a BW message, but now I am having a problem when the message comes back from the server (message BX). Exactly what you are saying bellow unsuporterd message type…
So I shouldn´t use messagecracker?

Regards

De:KAPIL KUMAR LALWANI [mailto:kaplalwani at yahoo.co.in] 
Enviada em: quarta-feira, 1 de agosto de 2012 10:40
Para: Felipe Soares
Cc: Mailing list for QuickFIX/n; Grant Birchmeier
Assunto: Re: RES: {{Quickfixn}} RES: felipe's custom message problem

Hi Felipe,
        I came up with one solution. I don't know this is what you are looking for or not, but one possible solution for that is to edit your FIX4.2 specification XML. I mean to say, add the message type ApplicationMessageRequest, with related fields. By doing so, you are able to send the message through. But for the same you have to handle your message at the server end because fix MessageCracker wont handle it and return you "Unsupported Message Type" exception.

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>; KAPIL KUMAR LALWANI <kaplalwani at yahoo.co.in> 
Cc: Mailing list for QuickFIX/n <quickfixn at lists.quickfixn.com> 
Sent: Wednesday, 1 August 2012 4:59 PM
Subject: RES: {{Quickfixn}} RES: felipe's custom message problem

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

-- 
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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