{{Quickfixn}} Support for Fix 5.0 SP2

[Phillip Wei]

Hi Pete,

If you're new to the FIX protocol you should look through the online documentation (http://www.fixtradingcommunity.org/pg/structure/tech-specs/fix-protocol).  There's a lot there, but then again, there's a lot in the FIX protocol.  No one knows every last field, but you should be able to learn from there how things basically work.

I think this message group will be very happy to discuss QuickFIX/n specific issues, but get pretty grumpy if you are asking questions about the basics of the FIX protocol.

Good luck!
Phil

From: quickfixn-bounces at lists.quickfixn.com [mailto:quickfixn-bounces at lists.quickfixn.com] On Behalf Of Grant Birchmeier
Sent: Wednesday, October 23, 2013 10:50 AM
To: Mailing list for QuickFIX/n
Subject: Re: {{Quickfixn}} Support for Fix 5.0 SP2

"
BeginString (FIX.5.0) must be FIX.4.0 to FIX.4.4 or FIXT.1.1)
"

The error message is pretty explicit.  You have BeginString set to "FIX.5.0", but it should be "FIXT.1.1".

Fair warning: QF/n's SP1 and SP2 support has some parser bugs.  It is a priority issue right now.

On Wed, Oct 23, 2013 at 9:45 AM, Pete Riehl <priehl at saierscapital.com<mailto:priehl at saierscapital.com>> wrote:
Hey guys,

I'm trying to write a processor for Fix 5.0 SP2 Execution report messages.  I've extended the application appropriately, and feel like I'm on the correct page.  I've defined the fix

BeginString=FIX.5.0

And I'm pointing to a data dictionary that starts with

<fix major='5' minor='0'>

However, I get the following exception when I try to set the seession settings base on my config file.

SessionSettings settings = new SessionSettings(settingsFileInfo.FullName);

Configuration failed: File C:\legend40\Projects\Legend40.TradeProcessing.Client.MarketAxess\bin\Debug\MarketAxess_5.0_Dev.cfg not found (Configuration failed: BeginString (FIX.5.0) must be FIX.4.0 to FIX.4.4 or FIXT.1.1)

Hopefully I'm missing something simple, or someone could point me to some documentation that outlines configuration for the fix 5.0 Spec I'd be grateful.

Thanks in advance.

Pete


The information contained in this electronic message is confidential and does not constitute investment advice or an offer to sell or the solicitation of an offer to purchase any security or investment product. Offers may only be made by means of delivery of an approved confidential offering memorandum, may be legally privileged and confidential under applicable law, and are intended only for the use of the individual or entity named above. We do not, and will not, effect or attempt to effect transactions in securities, or render personalized investment advice for compensation, through this email. All materials within this email have been provided to you for information purposes only and may not be relied upon by you in evaluating the merits of investing in any securities referenced herein. Our investment program involves substantial risk and no assurance can be given that our investment objectives will be achieved. Commodity trading involves substantial risk of loss. Past results are not necessarily indicative of future results. Any review, retransmission, dissemination, or taking of any action in reliance upon this information by persons or entities other than the intended recipient is prohibited. If you received this in error, please contact the sender and delete the material from any computer. Email transmissions are not secure, and we accept no liability for errors in transmission, delayed transmission, or other transmission-related issues. This message may contain confidential, proprietary or legally privileged information. Neither confidentiality nor any privilege is intended to be waived or lost by any error in transmission. Emails are subject to review and will be archived.
_______________________________________________
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/20131023/1ca99e5d/attachment-0002.htm>