{{Quickfixn}} quickfixn 50 SP2 problem with repeating groups in MarketDataSnapshotFullRefresh - Tag appears more than once

Maybaum, Steve SMaybaum at caxton.com
Mon Jan 7 11:46:48 PST 2013


Hi,

I am having problems with QuickFixN receiving a message with a repeating group.  In this case:

-          message type is W - MarketDataSnapshotFullRefresh

-          Repeating group is starts on field 268 - NoMDEntries

-          Using Fix 50 SP2

-          QuickFixN version 1.3.0

Each time a MarketDataSnapshotFullRefresh message is received, quickfix is rejecting the message because of "Tag appears more than once".  Because of this, I don't get the FromApp() callback.

I've use a validation service to validate the MarketDataSnapshotFullRefresh message and it appears to be valid.

Is the problem with the DataDictionary (using the FIX50SP2.xml supplied with quickfix)?  Is the message truly valid?

I'm attaching a zip file with:

-          Config file (ma_initiator.cfg)

-          Incoming Market Data Message (msg1-receiveMarketData.txt)

-          Reject Message sent by QuickFix (msg2-sendReject.txt)

I'm hoping someone has seen this problem before.

Ideas?

Thanks!


Also, here are contents of the attached files:

msg1-receiveMarketData.txt

20130107-16:29:12.084 : 8=FIXT.1.19=38835=W34=249=MM52=20130107-16:29:11.15656=CCCCCCCCC55=[N/A]48=2I65BRJM322=M1227=CDS-INDEX1151=CDX.NA.HY.18.V2-5Y167=CDS541=201706206215=5Y206=2223=0.05268=2269=15637=2270=108.0423=115=USD271=69000000272=20130107273=10:49:30276=A282=ILCMHFH138299=16354892269=05637=2270=111.0423=115=USD271=69000000272=20130107273=10:49:30276=A282=ILCMHFH138299=1635489110=081


msg2-sendReject.txt

20130107-16:29:12.157 : 8=FIXT.1.19=11035=334=249=CCCCCCCCC52=20130107-16:29:12.15556=MM45=258=Tag appears more than once371=269372=W373=1310=120

ma_initiator.cfg

# default settings for sessions
[DEFAULT]
FileStorePath=store
FileLogPath=log
ConnectionType=initiator
ReconnectInterval=60
SenderCompID=CCCCCCCCC

# session definition
[SESSION]
BeginString=FIXT.1.1
DefaultApplVerID=FIX.5.0SP2
UseDataDictionary=Y
TransportDataDictionary=../../../spec/fix/FIXT11.xml
DataDictionary=../../../spec/fix/FIX50SP2.xml
TargetCompID=MM
StartTime=12:30:00
EndTime=21:30:00
# overide default setting for RecconnectInterval
ReconnectInterval=30
HeartBtInt=30
SocketConnectPort=80
SocketConnectHost=hostname
# (optional) alternate connection ports and hosts to cycle through on failover




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