{{Quickfixn}} ClxRejectReason

Ruaan Viljoen ruaanv at estuarys.co.za
Fri Sep 7 09:01:51 PDT 2012


Hi Grant,

Sorry I was not explaining the issue very clearly.

When I receive a Reject(3) from the counterparty, and they specify certain reject reasons, I get a validation error:
58=Value is incorrect (out of range) for this tag
371=102

There are over 50 different values for the field (ClxRejReason) and some of their descriptions or meanings differ in terms of a certain context, so I don't really want to define
them in the DD, and rather handle them manually in the code, at least for now.

ClxRejReason is not a custom field as I understand, as ClxRejReason(102) is default in the FIX50SP2.xml shipped with version 1.1.2 of Quickfix/n and is defined as
<field number='102' name='CxlRejReason' type='INT'>
   <value enum='0' description='TOO_LATE_TO_CANCEL' />
   <value enum='1' description='UNKNOWN_ORDER' />
   <value enum='2' description='BROKER' />
   <value enum='3' description='ORDER_ALREADY_IN_PENDING_CANCEL_OR_PENDING_REPLACE_STATUS' />
   <value enum='4' description='UNABLE_TO_PROCESS_ORDER_MASS_CANCEL_REQUEST' />
   <value enum='5' description='ORIGORDMODTIME' />
   <value enum='6' description='DUPLICATE_CLORDID' />
   <value enum='99' description='OTHER' />
   <value enum='18' description='INVALID_PRICE_INCREMENT' />
   <value enum='7' description='PRICE_EXCEEDS_CURRENT_PRICE' />
   <value enum='8' description='PRICE_EXCEEDS_CURRENT_PRICE_BAND' />
  </field>

Would it work if I just changed this type to STRING? My desired behaviour would be to just accept anything put in there.

Regards
Ruaan



From: quickfixn-bounces at lists.quickfixn.com [mailto:quickfixn-bounces at lists.quickfixn.com] On Behalf Of Grant Birchmeier
Sent: 07 September 2012 05:43 PM
To: Mailing list for QuickFIX/n
Subject: Re: {{Quickfixn}} ClxRejectReason

I'm assuming ClxRejReason is a custom field?

I'm not sure if I completely understand your question.  What kind of validation are you trying to avoid?

In your custom DD, you can just set ClxRejReason as a string.  The engine will just accept whatever's in there.

-Grant


On Fri, Sep 7, 2012 at 9:41 AM, Ruaan Viljoen <ruaanv at estuarys.co.za<mailto:ruaanv at estuarys.co.za>> wrote:
Hi,
Our fix counterparty is sending a set of custom ClxRejReason value in Reject messages. But the number of reasons is quite enormous, and the meaning of some of them are quite contextual.
Is there any way of not specifying these values in the field definition and not validating against the field definition?
I would still want to retrieve the values, just not validate against them.

Groete
Regards

Ruaan Viljoen
Junior Developer

Tel: +2721 883 2087<tel:%2B2721%20883%202087>/ +2787 150 5443<tel:%2B2787%C2%A0150%205443>
Mob: +2782 431 6977<tel:%2B2782%20431%206977>
Email: ruaanv at estuarys.co.za<mailto:ruaanv at estuarys.co.za>

Estuary Solutions
www.estuarysolutions.com<http://www.estuarysolutions.com/>


NOTICE

This message contains privileged and confidential information intended only for the use of the addressee named above.

Any review, retransmission, dissemination, copying, disclosure or other use of, or taking of any action in reliance upon, this information by person or entities other than the intended recipient is prohibited.

If you have received this message in error, please notify the sender by return email and delete this message. This message should not be copied or used for any purpose other than intended, nor should it be disclosed to any other person. Any views expressed in this message are those of the individual sender, except where the sender specifically states them to be the view of Estuary Solutions, its subsidiaries or associates.

Estuary Solutions is not liable for the security of information sent by e-mail at your request, nor for the proper and complete transmission of the information contained in the communication nor for any delay in its receipt. Please note that the recipient must scan this e-mail and any attached files for viruses and the like. Estuary Solutions accepts no liability of whatever nature for any loss, liability, damage or expense resulting directly or indirectly from the access of any files which are attached to this message.


_______________________________________________
Quickfixn mailing list
Quickfixn at lists.quickfixn.com<mailto:Quickfixn at lists.quickfixn.com>
http://lists.quickfixn.com/listinfo.cgi/quickfixn-quickfixn.com



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

-------------- next part --------------
An HTML attachment was scrubbed...
URL: <http://lists.quickfixn.com/pipermail/quickfixn-quickfixn.com/attachments/20120907/80c1db94/attachment-0002.htm>


More information about the Quickfixn mailing list