{{Quickfixn}} Correct method for reply on TEST request

[Phillip Wei]

If 267 must always include bid and ask, then, you should be sending in two groups (you only have sent in one).

Please review http://quickfixn.org/tutorial/repeating-groups.

Phil

From: quickfixn-bounces at lists.quickfixn.com [mailto:quickfixn-bounces at lists.quickfixn.com] On Behalf Of Øyvind Sævareid Ellefsen
Sent: Wednesday, November 13, 2013 2:49 PM
To: Mailing list for QuickFIX/n
Subject: Re: {{Quickfixn}} Correct method for reply on TEST request

Hi Phil, looks like it sorted it self out suddenly, it may be some issues one the counterparts side. It also looks like they have problems with the MarketData session tonight, because I can connect on the MD session, but I get a time out waiting for logon response.


I faced also a new issue regarding marketDataRequest;

20131113-13:35:50.265 : 8=FIX.4.4 9=115 35=3 49=<targetCompID> 56=<senderCompID> 34=3 52=20131113-13:35:32.576 45=3 371=267 372=V 373=5 58=Tag#267/#269 mismatch 10=207

on a sending;

20131113-13:35:50.227 : 8=FIX.4.4 9=118 35=V 34=5 49=<senderCompID> 52=20131113-13:35:50.226 56=<TargetCompID> 262=4 263=1 264=1 265=0 267=2 269=0 146=1 55=EUR/JPY 10=117

As far as I can see in the documentation, 267 is required always to be '2' (both bid and ask), and 269 is either bid or ask.

Should I add two groups to the MDR, or add two MDEntryType?


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 Phillip Wei
Sent: 13. november 2013 15:10
To: Mailing list for QuickFIX/n
Subject: Re: {{Quickfixn}} Correct method for reply on TEST request

Your message looks reasonable to me; reach out to the counterparty and ask them?  Perhaps they are expecting a specific value in 112.  What was the original TestRequest message they issued (msgtype=0)?

Phil

From: 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: Wednesday, November 13, 2013 8:03 AM
To: quickfixn at lists.quickfixn.com<mailto:quickfixn at lists.quickfixn.com>
Subject: {{Quickfixn}} Correct method for reply on TEST request

Ladies, gentlemen,

I am working on some integrasjon with ADS Securities, and running through conformance tests. One of the tasks is the test the "Test request" by setting a higher heartbeat in the client, and then answer correctly on a Test Request from the other end. Do you have any guidance for how to implement such?

I believe some stuff are handled correct;

I am sending in ToAdmin:
8=FIX.4.4 9=96 35=0 34=2 49=<senderCompID> 52=20131113-12:43:46.425 56=<TargetCompIDMarketData> 112=<senderCompID>20131113124328260 10=193

And I am receiving;

8=FIX.4.4 9=200 35=3 34=4 49=<TargetCompID> 52=20131113-12:43:28.302 56=<SenderCompid> 45=2 58=No response on test request. Missing/Incorrect testRequestId 12:43:46. Expected <SenderCompID>20131113124328260 371=112 372=0 373=1 10=072

For me, it looks like I am sending the correct TestReqID (there are sent for both market data and order entry sessions)

Tag 112 should be a string, and it so. 371 points to tag 112, and 373 says that required field is missing..

Anyone with experiences with this?

Mvh / Brgds
Oeyvind Ellefsen


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