{{Quickfixn}} TradeCaptureReportRequest

Fri Aug 10 00:56:18 PDT 2012

Hi 

Thanks for that clarification, though it does raise the question that is
this not something which should be checked in the message validation?  i.e.
the field is in effect mandatory.

Regards

Tim

From: quickfixn-bounces at lists.quickfixn.com
[mailto:quickfixn-bounces at lists.quickfixn.com] On Behalf Of James Downs
Sent: 09 August 2012 18:56
To: Mailing list for QuickFIX/n
Subject: Re: {{Quickfixn}} TradeCaptureReportRequest

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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--
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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-- 

Connamara Systems, LLC

Made-To-Measure Trading Solutions.

Exactly what you need. No more. No less.

 <http://connamara.com/> http://www.connamara.com

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