{{Quickfixn}} Please help in receiving Market Data Request with multiple repeated tags
Grant Birchmeier
gbirchmeier at connamara.com
Mon Nov 18 12:21:16 PST 2013
I already answered this question. Did you not like my answer?
You have to fix your DD. I told you how and I gave you some links.
If you have questions about those instructions, please ask.
On Mon, Nov 18, 2013 at 5:24 AM, Nirjhar Jain <nirjhar.jain at commdel.net>wrote:
> 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|56=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)
>
>
>
> 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=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<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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