{{Quickfixn}} Really need help in crucial issue
Pete Riehl
priehl at saierscapital.com
Tue Nov 19 07:25:32 PST 2013
Change CHAR to INT.
<field number="269" name="MDEntryType" type="INT">
<value enum="0" description="BID" />
<value enum="1" description="OFFER" />
</field>
Unsure if this will fix your problem, but might be worth a shot.
From: quickfixn-bounces at lists.quickfixn.com [mailto:quickfixn-bounces at lists.quickfixn.com] On Behalf Of Nirjhar Jain
Sent: Tuesday, November 19, 2013 7:04 AM
To: 'Mailing list for QuickFIX/n'
Subject: Re: {{Quickfixn}} Really need help in crucial issue
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<http://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] 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<mailto: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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