{{Quickfixn}} TradeCaptureReportRequest

[Tim Bailey]

Hi 

 

I’ve identified another issue today with the deserialization of messages.  The scenario is that I have added to a TradeCaptureReport message Legs and NestedParties.  In the legs group I have no fields but two nested groups this results in a Null value exception on Line 510 of Message.cs.  The root cause being that it expects field 600 to be present as this is set as the delim value, but this value is not a required field and has not been included hence a group is not created and thus the null value exception.

 

Regards 

 

Tim

 

From: Tim Bailey [mailto:tim.bailey at ateofinance.com] 
Sent: 02 August 2012 16:32
To: 'Mailing list for QuickFIX/n'; 'KAPIL KUMAR LALWANI'
Subject: RE: {{Quickfixn}} TradeCaptureReportRequest

 

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


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