{{Quickfixn}} Please help in Market Data Request message format.

Nirjhar Jain nirjhar.jain at commdel.net
Fri Nov 15 07:53:17 PST 2013


Actually msg I sent was:

ToApp - OUT:
8=FIX.4.49=21335=V34=349=KRISQLSSTR50=KRIS52=20131115-15:27:02.47556=HSBCAPF
IX60=20131115-15:27:02.458262=MARKETDATAID15:27:02.4522570263=1264=1146=155=
EUR/USD711=1311=EUR/USD318=EUR879=1000000267=2269=0269=110=236

 

And application is sending

To Admin -
8=FIX.4.49=12635=334=449=KRISQLSSTR50=KRIS52=20131115-15:27:02.74156=HSBCAPF
IX45=358=Tag appears more than once371=269372=W373=1310=150

 

I think I have shared wrong message by mistake. So Sorry for that.

 

 

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] 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

-------------- next part --------------
An HTML attachment was scrubbed...
URL: <http://lists.quickfixn.com/pipermail/quickfixn-quickfixn.com/attachments/20131115/91d1566a/attachment-0002.htm>


More information about the Quickfixn mailing list