{{Quickfixn}} TradeCaptureReportRequest

[James Downs]

it is

On Thu, Aug 9, 2012 at 12:50 PM, Grant Birchmeier <gbirchmeier at connamara.com
> wrote:

> 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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> >
> >
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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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>



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