{{Quickfixn}} Group repeating fields got lost when message is resend.

[Grant Birchmeier]

Can I see your config file?

At first glance, this looks like it might be a bug.  Seems like the resend
may not be properly using the DD to create the resent message.

-Grant


On Mon, Aug 27, 2012 at 12:28 AM, Valcho Valchev
<valcho.valchev at gmail.com>wrote:

> Hi everyone,
>
> I'm using standard FIX4.2 and sending Market Data Request and it seems
> fine but when a Resend Request is received the messages are sent with
> no repeating fields.
> Here is an example of the original message:
>
>
> 8=FIX.4.2|9=130|35=V|34=3|49=XXXX|52=20120824-15:26:29.439|56=XXXX|262=0000000002|263=1|264=0|265=0|267=3|269=0|269=1|269=2|146=2|55=GOM|55=XOM|10=095|
>
> and here is the same message resend:
>
>
> 8=FIX.4.2|9=161|35=V|34=3|43=Y|49=XXXX|52=20120824-15:26:29.556|56=XXXX|122=20120824-15:26:29.439|55=GOM|146=2|262=0000000002|263=1|264=0|265=0|267=3|269=0|10=111|
>
> I checked my store get method and the message was coming out from it
> correct.
> Also noticed that this message doesn't go trough toApp method.
>
> I'm new to FIX so any help or links would be appreciated.
>
> PS: here is the code that I use to create this message:
>
>
>             MDReqID mdReqID = new MDReqID(marketDataID);
>             SubscriptionRequestType subType = new
> SubscriptionRequestType(subRequestType);
>             MarketDepth marketDepth = new MarketDepth(0);
>             QuickFix.FIX42.MarketDataRequest message = new
> QuickFix.FIX42.MarketDataRequest(mdReqID, subType, marketDepth);
>             message.Set(new MDUpdateType(MDUpdateType.FULL_REFRESH));
>
>             QuickFix.FIX42.MarketDataRequest.NoMDEntryTypesGroup
> marketDataEntryGroupBid = new
> QuickFix.FIX42.MarketDataRequest.NoMDEntryTypesGroup();
>             marketDataEntryGroupBid.Set(new MDEntryType(MDEntryType.BID));
>             QuickFix.FIX42.MarketDataRequest.NoMDEntryTypesGroup
> marketDataEntryGroupOffer = new
> QuickFix.FIX42.MarketDataRequest.NoMDEntryTypesGroup();
>             marketDataEntryGroupOffer.Set(new
> MDEntryType(MDEntryType.OFFER));
>             QuickFix.FIX42.MarketDataRequest.NoMDEntryTypesGroup
> marketDataEntryGroupTrade = new
> QuickFix.FIX42.MarketDataRequest.NoMDEntryTypesGroup();
>             marketDataEntryGroupTrade.Set(new
> MDEntryType(MDEntryType.TRADE));
>
>             message.AddGroup(marketDataEntryGroupBid);
>             message.AddGroup(marketDataEntryGroupOffer);
>             message.AddGroup(marketDataEntryGroupTrade);
>
>             stocks.ForEach(delegate(StockInfo stock) {
>                 QuickFix.FIX42.MarketDataRequest.NoRelatedSymGroup
> symbolGroup = new
> QuickFix.FIX42.MarketDataRequest.NoRelatedSymGroup();
>                 symbolGroup.Set(new Symbol(stock.Stock));
>
>                 message.AddGroup(symbolGroup);
>             });
>
>             QueryHeader(message.Header);
>             QuickFix.Session.SendToTarget(message, sesID);
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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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