{{Quickfixn}} Please help in Market Data Request message format.
Grant Birchmeier
gbirchmeier at connamara.com
Mon Nov 18 12:10:03 PST 2013
This is not a QuickFIX/n problem. They sent a message, and you received
it. QF/n did its job.
It's a QuoteCancel message. You'll need to look at the message's content
and read your counterparty's specifications and look at your FIX traffic to
know why they sent this.
On Mon, Nov 18, 2013 at 12:27 AM, Nirjhar Jain <nirjhar.jain at commdel.net>wrote:
> Hi All,
>
>
>
> IN: 8=FIX.4.49=11735=Z34=349=HSBCAPFIX52=20131118-06
> :22:20.54256=KRISQLSSTR57=KRIS117=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)
>
>
>
> 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)
>
>
>
> 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<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
>
>
>
> 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>
> 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)
>
>
>
> 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>
> 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)
>
>
>
> 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 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>
> 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
> :20:46.13556=HSBCAPFIX60=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
> :20:46.51556=HSBCAPFIX45=258=Tag appears more than once
> 371=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)
>
>
>
> 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 *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<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)
>
>
>
> 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
> 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
> 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
> 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
> 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
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