{{Quickfixn}} Please help in receiving Market Data Request with multiple repeated tags

Mon Nov 18 03:24:16 PST 2013

Hi All,

I am trying to develop the initiator application and when I am sending the
market data request to Acceptor(HSBC bank), they are trying to send me 35=W
message as below:

8=FIX.4.4

9=0228

35=W

49=HSBCAPFIX

56=KRISQLSSTR

57=KRIS

55=USD/JPY

262=MARKETDATAID10:59:06.8811609

268=2

269=0

270=100.005

271=1000000

272=20131120

299=00300000001:A

9063=SP

269=1

270=100.014

271=1000000

272=20131120

299=00300000001:A

9063=SP

10=120

Here we have multiple repeated tags.

But my application is sending the rejection message as below:

8=FIX.4.4|9=130|35=3|34=203|49=KRISQLSSTR|50=KRIS|52=20131118-11:06:12.576|5
6=HSBCAPFIX|45=203|58=Tag appears more than
once|371=269|372=W|373=13|10=087|]

I think I have to change something to receive multiple repeated tags in a
message.

Please help what to do to receive.

Thanks & Regards,

Nirjhar Jain

Software Engineer

COMMDEL

Commdel Consulting Services P Ltd, 

H-134, Sector-63, Noida - U.P. (India)   

 <http://www.commdel.net/> www.commdel.net   

A n   I S O     9 0 0 1 : 2 0 0 8      C e r t i f i e d     C o m p a n y

Payment           Enterprise            Mobility            Internet  

From: Nirjhar Jain [mailto:nirjhar.jain at commdel.net] 
Sent: Monday, November 18, 2013 11:57 AM
To: 'Mailing list for QuickFIX/n'
Subject: RE: Please help in Market Data Request message format.

Hi All,

IN:
8=FIX.4.49=11735=Z34=349=HSBCAPFIX52=20131118-06:22:20.54256=KRISQLSSTR57=KR
IS117=ALL131=MARKETDATAID06:23:27.5679884298=110=027

I am receiving this from the Acceptor server after marketdata request sent
by me.

What can be the issue for this.

Thanks & Regards,

Nirjhar Jain

Software Engineer

COMMDEL

Commdel Consulting Services P Ltd, 

H-134, Sector-63, Noida - U.P. (India)   

 <http://www.commdel.net/> www.commdel.net   

A n   I S O     9 0 0 1 : 2 0 0 8      C e r t i f i e d     C o m p a n y

Payment           Enterprise            Mobility            Internet  

From: Nirjhar Jain [mailto:nirjhar.jain at commdel.net] 
Sent: Monday, November 18, 2013 11:29 AM
To: 'Mailing list for QuickFIX/n'
Subject: Please help in Market Data Request message format.

Hi Sir,

Are you talking about the log file made on the path we have mentioned in
config file as:

“FileLogPath=c:Log” or “FileStorePath=c:fixfiles”

If you are taking about File in FileLogPath, then Please check the attached
log file.

If there is some other file you are talking about, Please tell me where to
check its path and how to log all events inside that file.

Please check the attached file and help me in understanding the issue.

Thanks & Regards,

Nirjhar Jain

Software Engineer

COMMDEL

Commdel Consulting Services P Ltd, 

H-134, Sector-63, Noida - U.P. (India)   

 <http://www.commdel.net/> www.commdel.net   

A n   I S O     9 0 0 1 : 2 0 0 8      C e r t i f i e d     C o m p a n y

Payment           Enterprise            Mobility            Internet  

From: quickfixn-bounces at lists.quickfixn.com
<mailto:quickfixn-bounces at lists.quickfixn.com>
[mailto:quickfixn-bounces at lists.quickfixn.com] On Behalf Of Grant Birchmeier
Sent: Friday, November 15, 2013 9:34 PM
To: Mailing list for QuickFIX/n
Subject: Re: {{Quickfixn}} Please help in Market Data Request message
format.

I said that wrong.  Let me start over:

Those "logs" you posted aren't message logs.  Are those just console prints
from ToApp and ToAdmin?  They are useless.  You need to see what you are
receiving, too.

When you create your application, create a FileLogFactory and pass that in
as a parameter.  See example code near the bottom of this page:

http://www.quickfixn.org/tutorial/creating-an-application

A FileLogFactory will cause QF/n to create a log file that contains all
messaging send and received.  It's just a file full of the raw fix
communication.

In your earlier email, you pasted a ToApp and ToAdmin print statement.
Sounds like you think they are related.  They are not.  The first is a
message you sent; I think it sent fine.  The second is a rejection that you
are sending.  In between, your counterparty sent you a message that was
rejected, but you aren't looking at real message logs so you didn't see
their message.

Here's the reject that you are sending:

8=FIX.4.4|9=127|35=3|34=3|49=KRISQLSSTR|50=KRIS|52=20131115-14:20:46.515|56=
HSBCAPFIX|45=2|58=Tag appears more than once|371=9063|372=W|373=13|10=197

There's a lot of good information in the fields I highlighted.  45 tells you
the seqno of the message that was rejected.  371 tells you which field is
the problem.  372 tells you the message type of the rejected message.  373
is the error cause (which 58 helpfully spells out).  You rejected a W
message with SeqNo=2 because it had multiple 9063 fields that your engine
doesn't know how to handle.

I suspect you have not updated your DD xml file for the various message and
field customizations that your counterparty requires.  They have added
custom field 9063 to their messages, but your engine does not know about it.
(Every counterparty does this kind of thing.)

You need to fix your DD.  Get your counterparty's specs to know what changes
you need to make.  Then read this page for instructions:

 <http://www.quickfixn.org/tutorial/custom-fields-groups-and-messages>
http://www.quickfixn.org/tutorial/custom-fields-groups-and-messages

Also, bookmark FIXimate.  I use this site all the freakin' time.

http://www.fixtradingcommunity.org/FIXimate/FIXimate3.0/

-Grant

On Fri, Nov 15, 2013 at 9:44 AM, Nirjhar Jain <nirjhar.jain at commdel.net
<mailto:nirjhar.jain at commdel.net> > wrote:

But I haven’t used 9063 tag? What it is used for?

Thanks & Regards,

Nirjhar Jain

Software Engineer

COMMDEL

Commdel Consulting Services P Ltd, 

H-134, Sector-63, Noida - U.P. (India)   

 <http://www.commdel.net/> www.commdel.net   

A n   I S O     9 0 0 1 : 2 0 0 8      C e r t i f i e d     C o m p a n y

Payment           Enterprise            Mobility            Internet  

From: quickfixn-bounces at lists.quickfixn.com
<mailto:quickfixn-bounces at lists.quickfixn.com>
[mailto:quickfixn-bounces at lists.quickfixn.com
<mailto:quickfixn-bounces at lists.quickfixn.com> ] On Behalf Of Grant
Birchmeier
Sent: Friday, November 15, 2013 9:09 PM

To: Mailing list for QuickFIX/n
Subject: Re: {{Quickfixn}} Please help in Market Data Request message
format.

9063 is a custom tag.  Have you altered your DD accordingly?  If not, the
engine won't recognize it correctly.  Since it's an outgoing message, you
may need to regenerate the sources and rebuild.

http://www.quickfixn.org/tutorial/custom-fields-groups-and-messages

On Fri, Nov 15, 2013 at 9:29 AM, Nirjhar Jain <nirjhar.jain at commdel.net
<mailto:nirjhar.jain at commdel.net> > wrote:

Yes, exactly.

UseDataDictionary=Y and DataDictionary=path/to/xml

Is this OK? Or I have to do something else?

Thanks & Regards,

Nirjhar Jain

Software Engineer

COMMDEL

Commdel Consulting Services P Ltd, 

H-134, Sector-63, Noida - U.P. (India)   

 <http://www.commdel.net/> www.commdel.net   

A n   I S O     9 0 0 1 : 2 0 0 8      C e r t i f i e d     C o m p a n y

Payment           Enterprise            Mobility            Internet  

From: quickfixn-bounces at lists.quickfixn.com
<mailto:quickfixn-bounces at lists.quickfixn.com>
[mailto:quickfixn-bounces at lists.quickfixn.com
<mailto:quickfixn-bounces at lists.quickfixn.com> ] On Behalf Of Grant
Birchmeier
Sent: Friday, November 15, 2013 8:48 PM

To: Mailing list for QuickFIX/n
Subject: Re: {{Quickfixn}} Please help in Market Data Request message
format.

What's your config file look like?  Have you set UseDataDictionary=Y and
DataDictionary=path/to/xml ?

On Fri, Nov 15, 2013 at 8:29 AM, Nirjhar Jain <nirjhar.jain at commdel.net
<mailto:nirjhar.jain at commdel.net> > wrote:

Hi, 

While using groups, I can create the message with two times 269 tag, but I
think QuickFix

doesn’t support repeated tags

My log is showing that I am sending the below message:

ToApp - OUT: 8=FIX.4.49=21335=V34=249=KRISQLSSTR50=KRIS52=20131115-14
<tel:20131115-14> :20:46.13556=HSBCAPFIX60=20131115-14 <tel:20131115-14>
:20:46.118262=MARKETDATAID14:20:46.1126628263=1264=1146=155=EUR/USD711=1311=
EUR/USD318=EUR879=1000000267=2269=0269=110=222

But application is generating this message:

To Admin - 8=FIX.4.49=12735=334=349=KRISQLSSTR50=KRIS52=20131115-14
<tel:20131115-14> :20:46.51556=HSBCAPFIX45=258=Tag appears more than
once371=9063372=W373=1310=197

So what to do with this issue?

Thanks & Regards,

Nirjhar Jain

Software Engineer

COMMDEL

Commdel Consulting Services P Ltd, 

H-134, Sector-63, Noida - U.P. (India)   

 <http://www.commdel.net/> www.commdel.net   

A n   I S O     9 0 0 1 : 2 0 0 8      C e r t i f i e d     C o m p a n y

Payment           Enterprise            Mobility            Internet  

From: quickfixn-bounces at lists.quickfixn.com
<mailto:quickfixn-bounces at lists.quickfixn.com>
[mailto:quickfixn-bounces at lists.quickfixn.com
<mailto:quickfixn-bounces at lists.quickfixn.com> ] On Behalf Of Øyvind
Sævareid Ellefsen
Sent: Friday, November 15, 2013 6:00 PM
To: Mailing list for QuickFIX/n
Subject: Re: {{Quickfixn}} Please help in Market Data Request message
format.

Hi, regarding the double 269, you need to have separate groups, suggest
reading this one; http://www.quickfixn.org/tutorial/repeating-groups, it
gives a good clue for how to deal with that.

Mvh / Brgds

Oeyvind Ellefsen

From: quickfixn-bounces at lists.quickfixn.com
<mailto:quickfixn-bounces at lists.quickfixn.com>
[mailto:quickfixn-bounces at lists.quickfixn.com] On Behalf Of Nirjhar Jain
Sent: 15. november 2013 12:45
To: 'Mailing list for QuickFIX/n'
Subject: {{Quickfixn}} Please help in Market Data Request message format.

Hi All,

I have issues while sending the market Data Request(MsgType=V) to HSBC bank.

They need tag 60(TransactTime) in the message format, which is not available
in QuickFix.dll. How to add  this (with value) in message format?

Also they are saying that put tag no 269(MDEntryType) twice in the same
message, 269=0 for offer and 269=1 for bid. How to do it? As when I try to
enter twice, Second overwrites the first value.

Please help.

Thanks & Regards,

Nirjhar Jain

Software Engineer

COMMDEL

Commdel Consulting Services P Ltd, 

H-134, Sector-63, Noida - U.P. (India)   

 <http://www.commdel.net/> www.commdel.net   

A n   I S O     9 0 0 1 : 2 0 0 8      C e r t i f i e d     C o m p a n y

Payment           Enterprise            Mobility            Internet  

_______________________________________________
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

_______________________________________________
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

_______________________________________________
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/20131118/f08a43dd/attachment-0001.htm>