{{Quickfixn}} Q1. quickfix rejecting bloomberg trade Capture report due to duplicate tag 523's Q2. No logging
Ruaan Viljoen
ruaanv at estuarys.co.za
Wed Sep 19 04:07:49 PDT 2012
Hi Jonathan,
Make sure that your application has the correct permissions to write to the FileLogPath. Perhaps post your .cfg file here as well, maybe someone spots a mistake. Also is your initiator instantiation still the same as in your original post? Forgetting to pass the LogFactory object is something I have done -.-.
Make sure that your FIX44.xml DataDictionary has that repeating group defined in your Trade Capture report definition. The validation is probably failing because NoPartySubIDs doesn’t seem to be part of the default definition TradeCaptureReport from a quick look at the FIX44.xml.
-Ruaan
From: quickfixn-bounces at lists.quickfixn.com [mailto:quickfixn-bounces at lists.quickfixn.com] On Behalf Of Jonathan Hodgson
Sent: 19 September 2012 12:21 PM
To: quickfixn at lists.quickfixn.com
Subject: {{Quickfixn}} Q1. quickfix rejecting bloomberg trade Capture report due to duplicate tag 523's Q2. No logging
Importance: High
Almost Cracked it :), I am now receiving execution messages to the FromApp on my Client, I changed both my executor and Client to ".net framework 3.5" , VS2010 had set my console projects by default to .net 4 client profile (thanks Ruaan for hinting at that) and was able to see execution reports incoming (before they weren’t doing anything),
Question 1 - I still get no logging, my client file is set as FileLogPath=C:\fixfiles\logs, any ideas?
Question 2 - I am now connected to BLOOMBERG for testing and quickfix is rejecting their trade Capture report due to duplicate 523’s tags (they told me this is normal), msg below , is there a setting I can change for this or a bugette? I am using fix44. Heartbeat and seq resets etc all working well
Tag No. Tag Name Data Meta Data
9 BodyLength 588
35 MsgType AE TRADE_CAPTURE_REPORT
49 SenderCompID xxxFX
56 TargetCompID xxxXxxx
34 MsgSeqNum 39
52 SendingTime 20120918-14:52:39
60 TransactTime 20120918-14:52:37.000
150 ExecType F TRADE
570 PreviouslyReported N
31 LastPx 0.8038
571 TradeReportID 3-2-136173M-0-0
32 LastQty 1000
63 SettlType 0 REGULAR
64 SettlDate 20120920
487 TradeReportTransType 0 NEW
218 Spread 0
460 Product 4 CURRENCY
461 CFICode MRCXXX
194 LastSpotRate 0.8038
854 QtyType 0 UNITS
75 TradeDate 20120918
195 LastForwardPoints 0
48 SecurityID EUR/GBP
22 SecurityIDSource 6 ISO_CURRENCY_CODE
55 Symbol EUR/GBP
552 NoSides 2 BOTH_SIDES
54 Side 1 BUY
37 OrderID 3-2-146172M-0-0
11 ClOrdID 3-2-146172M-0-0
453 NoPartyIDs 1
448 PartyID CBAF
447 PartyIDSource C GENERALLY_ACCEPTED_MARKET_PARTICIPANT_IDENTIFIER
452 PartyRole 27
802 NoPartySubIDs 3
523 PartySubID COMMERCIAL BANK OF xxx LTD, TOWN
803 PartySubIDType 1
523 PartySubID 7615688
803 PartySubIDType 2
523 PartySubID MR SMITH
803 PartySubIDType 9
15 Currency EUR
119 SettlCurrAmt 803.8
120 SettlCurrency GBP
54 Side 2 SELL
37 OrderID 3-2-146172M-0-0
11 ClOrdID 3-2-146172M-0-0
453 NoPartyIDs 1
448 PartyID XXXX
447 PartyIDSource C GENERALLY_ACCEPTED_MARKET_PARTICIPANT_IDENTIFIER
452 PartyRole 17
802 NoPartySubIDs 2
523 PartySubID Bloomberg FX, NY
803 PartySubIDType 1
523 PartySubID BLOOMBERG USER
803 PartySubIDType 9
15 Currency EUR
119 SettlCurrAmt 803.8
120 SettlCurrency GBP
10 CheckSum 255
Thanks
Jonathan
Message: 1
Date: Mon, 3 Sep 2012 11:05:12 -0500
From: Grant Birchmeier <gbirchmeier at connamara.com<mailto:gbirchmeier at connamara.com>>
To: "Mailing list for QuickFIX/n" <quickfixn at lists.quickfixn.com<mailto:quickfixn at lists.quickfixn.com>>
Subject: Re: {{Quickfixn}} incoming Execution report to CLIENT1
(initiator) not invoking onMessage?
Message-ID:
<CAMq4opNA=ZmvmJCV5Zxqk+hznjE1=f1AT3N6KuvuFDhY4Nxgbg at mail.gmail.com<mailto:CAMq4opNA=ZmvmJCV5Zxqk+hznjE1=f1AT3N6KuvuFDhY4Nxgbg at mail.gmail.com>>
Content-Type: text/plain; charset="iso-8859-1"
Do you see the message in your Client's logs?
On Mon, Sep 3, 2012 at 4:41 AM, Jonathan Hodgson <jhodgson at temenos.com<mailto:jhodgson at temenos.com>>wrote:
> I am successfully sending a test execution report from my Executor
> (acceptor) but nothing is being received on the Client, heartbeat and
> login all appear to work ok
> Main Client Code as below - onMessage does not get run as expected?
>
> Sub Main()
>
> myApplication = New Application
>
> myInitiator = New QuickFix.Transport.SocketInitiator(myApplication,
> myStoreFactory, mySessionSettings, myLogFactory)
>
> Initiator.start()
>
> End sub
Public Class Application : Inherits MessageCracker
>
> Implements QuickFix.Application
Public Overloads Sub onMessage(ByVal message As QuickFix.FIX44.
> ExecutionReport, ByVal Param As QuickFix.SessionID)
> System.Console.WriteLine()
> MsgBox("Execution report mesaage received")
> End Sub
> End Class
> What am I missing?
> Thanks
>
> Jonathan
>
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