{{Quickfixn}} TradeCaptureReportRequest

[Grant Birchmeier]

I believe the delimiter field is *always* required, according to FIX.
I guess I'd need to verify that with the spec, though.


On Thu, Aug 9, 2012 at 12:27 PM, Tim Bailey <tim.bailey at ateofinance.com> wrote:
> 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
> PositionAmountData is not present (753) which according to the 4.4 DD and
> 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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>



-- 
Grant Birchmeier
Connamara Systems, LLC
Made-To-Measure Trading Solutions.
Exactly what you need. No more. No less.
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