{{Quickfixn}} TradeCaptureReportRequest

[Tim Bailey]

Hi

 

Today I’ve also found that I’m having Trade Capture Report messages being rejected.  For what appears to be similar reasons.  In this case it is as  <javascript:expand_component('PositionAmountData');> PositionAmountData is not present (753) which according to the 4.4 DD and  <http://fixprotocol.org/FIXimate3.0/> http://fixprotocol.org/FIXimate3.0/ is not required.

 

In the DD for FIX 4.4 we have the following relevant sections.

 

    <component name="PositionAmountData" required="N" />

 

    <component name="PositionAmountData">

      <group name="NoPosAmt" required="Y">

        <field name="PosAmtType" required="Y" />

        <field name="PosAmt" required="Y" />

      </group>

    </component>

 

Looking in the source code I see that the following have been determined as required for message type AE:  571, 570, 55, 32, 31, 75, 753, 60, 768 and 552.  

 

The code raising the exception is:

 

                                //DataDictionary.cs 152

            foreach (int field in Messages[msgType].ReqFields)

            {

                if (!message.IsSetField(field))

                    throw new RequiredTagMissing(field);

            }

 

My assumption having looked at the code is that this is occuring as this is a null group i.e. in the message I sent out I did not add any PositionAmountData and therefore when the code looks to see if the fields are present it returns false.  

 

The code below that I included above has:

 

            /** FIXME TODO group stuff

            foreach (DDGroup grp in _messages[msgType].Groups.Values)

                if (_messages[msgType].ReqFields.Contains(grp.Field))

                    ReqFieldsSetInGroups(grp, fields);

            */

 

My presumption is that I should be setting some PositionAmountData to get round this, but how exactly should I be doing that?

 

Thanks

 

Tim 

 

From: quickfixn-bounces at lists.quickfixn.com [mailto:quickfixn-bounces at lists.quickfixn.com] On Behalf Of Tim Bailey
Sent: 31 July 2012 08:49
To: 'KAPIL KUMAR LALWANI'; 'Mailing list for QuickFIX/n'
Subject: Re: {{Quickfixn}} TradeCaptureReportRequest

 

I’m using version 1.2.0.0, should this help.

 

From: quickfixn-bounces at lists.quickfixn.com [mailto:quickfixn-bounces at lists.quickfixn.com] On Behalf Of KAPIL KUMAR LALWANI
Sent: 31 July 2012 05:47
To: Mailing list for QuickFIX/n
Subject: Re: {{Quickfixn}} TradeCaptureReportRequest

 

Hi All,

            I am also working with Quickfix/n. In the same message "TradeCaptureReportRequest", I am not attaching the symbol with the message, but its working fine for me. So I don't think so that its a issue.

 



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

 

  _____  

From: Mike Gatny <mgatny at connamara.com>
To: Mailing list for QuickFIX/n <quickfixn at lists.quickfixn.com> 
Sent: Monday, 30 July 2012 10:40 PM
Subject: Re: {{Quickfixn}} TradeCaptureReportRequest

 

Tim,

 

Thanks for the log.  I'm thinking Grant's analysis (required field in a component that is not required by the message) is correct.  In other words, this is a legitimate bug.

 

-- 
Mike Gatny
Connamara Systems, LLC


_______________________________________________
Quickfixn mailing list
Quickfixn at lists.quickfixn.com
http://lists.quickfixn.com/listinfo.cgi/quickfixn-quickfixn.com

-------------- next part --------------
An HTML attachment was scrubbed...
URL: <http://lists.quickfixn.com/pipermail/quickfixn-quickfixn.com/attachments/20120802/ab2c26f7/attachment-0002.htm>