{{Quickfixn}} Really need help in crucial issue

Grant Birchmeier gbirchmeier at connamara.com
Tue Nov 19 07:19:07 PST 2013


Ok, now we're getting somewhere.

Your DD looks correct.  The message fields appear to be in the right order.

Can I see your config file?  (Please edit out anything you deem sensitive)
 I suspect something is wrong in there.


On Tue, Nov 19, 2013 at 6:04 AM, Nirjhar Jain <nirjhar.jain at commdel.net>wrote:

> Sir,
>
> The message definition is as follows:
>
> <message name="MarketDataSnapshotFullRefresh" msgtype="W" msgcat="app">
>
>     <field name="MDReqID" required="N" />
>
>     <component name="Instrument" required="Y" />
>
>     <group name="NoUnderlyings" required="N">
>
>       <component name="UnderlyingInstrument" required="N" />
>
>     </group>
>
>     <group name="NoLegs" required="N">
>
>       <component name="InstrumentLeg" required="N" />
>
>     </group>
>
>     <field name="FinancialStatus" required="N" />
>
>     <field name="CorporateAction" required="N" />
>
>     <field name="NetChgPrevDay" required="N" />
>
>     <group name="NoMDEntries" required="Y">
>
>       <field name="MDEntryType" required="Y" />
>
>       <field name="MDEntryPx" required="Y" />
>
>       <field name="Currency" required="N" />
>
>       <field name="MDEntrySize" required="Y" />
>
>       <field name="MDEntryDate" required="Y" />
>
>       <field name="MDEntryTime" required="N" />
>
>       <field name="TickDirection" required="N" />
>
>       <field name="MDMkt" required="N" />
>
>       <field name="TradingSessionID" required="N" />
>
>       <field name="TradingSessionSubID" required="N" />
>
>       <field name="QuoteCondition" required="N" />
>
>       <field name="TradeCondition" required="N" />
>
>       <field name="MDEntryOriginator" required="N" />
>
>       <field name="LocationID" required="N" />
>
>       <field name="DeskID" required="N" />
>
>       <field name="OpenCloseSettlFlag" required="N" />
>
>       <field name="TimeInForce" required="N" />
>
>       <field name="ExpireDate" required="N" />
>
>       <field name="ExpireTime" required="N" />
>
>       <field name="MinQty" required="N" />
>
>       <field name="ExecInst" required="N" />
>
>       <field name="SellerDays" required="N" />
>
>       <field name="OrderID" required="N" />
>
>       <field name="QuoteEntryID" required="Y" />
>
>       <field name="MDEntryBuyer" required="N" />
>
>       <field name="MDEntrySeller" required="N" />
>
>       <field name="NumberOfOrders" required="N" />
>
>       <field name="MDEntryPositionNo" required="N" />
>
>       <field name="Scope" required="N" />
>
>       <field name="PriceDelta" required="N" />
>
>       <field name="Text" required="N" />
>
>       <field name="EncodedTextLen" required="N" />
>
>       <field name="EncodedText" required="N" />
>
> <field name="SettType" required="Y" />
>
>     </group>
>
>     <field name="ApplQueueDepth" required="N" />
>
>     <field name="ApplQueueResolution" required="N" />
>
>   </message>
>
>
>
> Tag definitions of the above tags in XML file are as follows:
>
> <field number="262" name="MDReqID" type="STRING" />
>
> <field number="268" name="NoMDEntries" type="NUMINGROUP" />
>
> <field number="269" name="MDEntryType" type="CHAR">
>
>       <value enum="0" description="BID" />
>
>       <value enum="1" description="OFFER" />
>
> </field>
>
> <field number="270" name="MDEntryPx" type="PRICE" />
>
>     <field number="271" name="MDEntrySize" type="QTY" />
>
>     <field number="272" name="MDEntryDate" type="UTCDATEONLY" />
>
> <field number="299" name="QuoteEntryID" type="STRING" />
>
> <field number="9063" name="SettType" type="STRING" />
>
>
>
> The message I am receiving which is getting rejected is:
>
> 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
>
>
>
> While the rejection message is:
>
> 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|]
>
>
>
>
>
> 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 *James Riehl
> *Sent:* Tuesday, November 19, 2013 5:13 PM
> *To:* Mailing list for QuickFIX/n
> *Cc:* Mailing list for QuickFIX/n
> *Subject:* Re: {{Quickfixn}} Really need help in crucial issue
>
>
>
> Please post the message definition from your data dictionary XML file.
> Please only post the definition for the message being rejected. Also post
> the tag definitions for the tags that are present in the message.
>
>
>
> Please don't post the entire data dictionary.
>
>
>
> Sent from my iPhone
>
>
> On Nov 19, 2013, at 5:05, "Nirjhar Jain" <nirjhar.jain at commdel.net> wrote:
>
> Hi All,
>
>
>
> Tutorial tells us to read groups from the message as mentioned below, but
> they do not mention where to do this coding.  The next(message); function
> in session.cs class is generating reject message and giving reason *tag
> appears more than once in message*, as my received msg(Type=W) contains
> tag=268 repeating group.
>
>
>
> Please help me in using the provided info.
>
> *Reading Groups*
>
> To read a group from a message, we supply the tag of the group field and
> the index of the group:
>
> var sidesGrp1 = new QuickFix.FIX44.TradeCaptureReport.NoSidesGroup();
>
> sidesGrp1 = tcr.GetGroup(1, Tags.NoSides);
>
> var sidesGrp2 = new QuickFix.FIX44.TradeCaptureReport.NoSidesGroup();
>
> sidesGrp2 = tcr.GetGroup(2, Tags.NoSides);
>
> Group indexes start at 1.
>
> To iterate the groups, we use a for loop with the value of the group
> field:
>
> var noSidesGrp = new QuickFix.FIX44.TradeCaptureReport.NoSidesGroup();
>
> for(int grpIndex = 1; grpIndex<= message.GetInt(Tags.NoSides); grpIndex +=
> 1)
>
> {
>
>     noSidesGrp = message.GetGroup(grpIndex, Tags.NoSides);
>
> }
>
>
>
>
>
> I will be very thankful to you.
>
>
>
>
>
> Thanks & Regards,
>
> *Nirjhar Jain*
>
> Software Engineer
>
> Mob: +919717976519
>
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>
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>


-- 
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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