{{Quickfixn}} FW: FW: Custom_Fields

Thu Nov 21 07:36:02 PST 2013

Hi Grant,
                The other party says that tags 1903 and 1907 are part of repeating groups. I am dealing with Execution Report message, so these groups should appear under Execution Report, right?
Further, I am interested in RegulatoryTradeID field, which is Tag 1903 (the below DD file extract shows that) -- So, I will have to just extract the field or do I need to create the group and field in my code?

<field number="1903" name="RegulatoryTradeID" type="STRING"/>

<!-- Added custom field -->

<field number="1904" name="RegulatoryTradeIDEvent" type="INT">

<value enum="0" description="Initial block trade"/>

<value enum="1" description="Allocation"/>

<value enum="2" description="Clearing"/>

<value enum="3" description="Compression"/>

<value enum="4" description="Novation"/>

<value enum="5" description="Termination"/>

</field>

<!-- Added custom field -->

<field number="1905" name="RegulatoryTradeIDSource" type="STRING"/>

<!-- Added custom field -->

<field number="1906" name="RegulatoryTradeIDType" type="INT">

<value enum="0" description="Current"/>

<value enum="1" description="Previous"/>

<value enum="2" description="Block"/>

<value enum="3" description="Related"/>

</field>

<!-- Added custom field -->

<field number="1907" name="NoRegulatoryTradeIDs" type="NUMINGROUP"/>

Thanks & Regards,
Ashutosh Mishra

*********************************************************************************
This communication (including any attachments) is intended only or the use of the individual whom it is addressed and may contain information that is privileged, confidential or legally protected.  If the reader of this message is not the intended recipient, you are hereby notified that any dissemination, distribution or copying of this communication is strictly prohibited. If you have received this communication in error, please notify us immediately by replying to the message.  Please also delete the message and its attachments, if any, from your computer and destroy any hard copies you may have created.  Thank you for your cooperation.
*********************************************************************************

From: quickfixn-bounces at lists.quickfixn.com [mailto:quickfixn-bounces at lists.quickfixn.com] On Behalf Of Grant Birchmeier
Sent: Wednesday, November 20, 2013 9:50 AM
To: Mailing list for QuickFIX/n
Subject: Re: {{Quickfixn}} FW: FW: Custom_Fields

1903 is not in the default set of fields for FIX4.4 or any other FIX version.  You can verify this yourself if you look at the spec or check FIXimate (http://www.fixtradingcommunity.org/FIXimate/FIXimate3.0/).

Therefore, I can only conclude that your counterparty invented this field, and therefore you must add it to your DD xml file.  Same for field 1906.  Your engine will have no idea what 1903 or 1906 are if you don't add them to your DD xml file.

I don't know what you asked your counterparty or what they answered back, but someone is wrong or something was misunderstood.  They are probably not using QuickFIX, so they probably can't give you good QuickFIX advice.

You need to get ahold of the spec for your counterparty's interface, and see what message and field changes they made to the default definitions, and then make the corresponding changes to your DD xml file.

This page has advice on altering the DD file:
http://www.quickfixn.org/tutorial/custom-fields-groups-and-messages

-Grant

On Wed, Nov 20, 2013 at 8:29 AM, Ashutosh Mishra <A.Mishra at ny.tr.mufg.jp<mailto:A.Mishra at ny.tr.mufg.jp>> wrote:
Hi Grant,
I am sending this email again as I don't know, my emails bounced and I had to re-enable my membership.

I am still having problem in getting field 1903
I was trying to get the Unique Swap Identifier (Tad ID =1903), but it gives me an error -" Field with Tad ID = 1903 not found" -- But it exists in the exection report.
I talked to the other party and they said that I need not add any custom field to the DD file. I am really lost here and need help.

Thanks & Regards,
Ashutosh Mishra

*********************************************************************************
This communication (including any attachments) is intended only or the use of the individual whom it is addressed and may contain information that is privileged, confidential or legally protected.  If the reader of this message is not the intended recipient, you are hereby notified that any dissemination, distribution or copying of this communication is strictly prohibited. If you have received this communication in error, please notify us immediately by replying to the message.  Please also delete the message and its attachments, if any, from your computer and destroy any hard copies you may have created.  Thank you for your cooperation.
*********************************************************************************

From: 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: Wednesday, November 13, 2013 11:36 AM
To: Mailing list for QuickFIX/n
Subject: Re: {{Quickfixn}} FW: Custom_Fields

See this page:
http://quickfixn.org/tutorial/repeating-groups

You should really spend some time reading all the tutorial pages on the quickfixn web site.

On Wed, Nov 13, 2013 at 10:31 AM, Ashutosh Mishra <A.Mishra at ny.tr.mufg.jp<mailto:A.Mishra at ny.tr.mufg.jp>> wrote:
What do I need to do fro the repaeting group?

Thanks & Regards,
Ashutosh Mishra

*********************************************************************************
This communication (including any attachments) is intended only or the use of the individual whom it is addressed and may contain information that is privileged, confidential or legally protected.  If the reader of this message is not the intended recipient, you are hereby notified that any dissemination, distribution or copying of this communication is strictly prohibited. If you have received this communication in error, please notify us immediately by replying to the message.  Please also delete the message and its attachments, if any, from your computer and destroy any hard copies you may have created.  Thank you for your cooperation.
*********************************************************************************

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: Wednesday, November 13, 2013 11:14 AM

To: Mailing list for QuickFIX/n
Subject: Re: {{Quickfixn}} FW: Custom_Fields

If this field is not in a repeating group, and if your DD is accurate, then that code should work.

On Wed, Nov 13, 2013 at 10:06 AM, Ashutosh Mishra <A.Mishra at ny.tr.mufg.jp<mailto:A.Mishra at ny.tr.mufg.jp>> wrote:
I just want to make sure tht I am not making any mistake in my code/logic. I am using the following code to get the field:

I have used the following code in the Message Cracker (which is I got from QuickFix website):

const int UniqueSwID = 1903;
string uSID = message.GetString(UniqueSwID);

Am I on the right track? Will also look into the DD file.

Thanks & Regards,
Ashutosh Mishra

*********************************************************************************
This communication (including any attachments) is intended only or the use of the individual whom it is addressed and may contain information that is privileged, confidential or legally protected.  If the reader of this message is not the intended recipient, you are hereby notified that any dissemination, distribution or copying of this communication is strictly prohibited. If you have received this communication in error, please notify us immediately by replying to the message.  Please also delete the message and its attachments, if any, from your computer and destroy any hard copies you may have created.  Thank you for your cooperation.
*********************************************************************************

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: Wednesday, November 13, 2013 10:57 AM

To: Mailing list for QuickFIX/n
Subject: Re: {{Quickfixn}} FW: Custom_Fields

Both parties need to agree on the message definitions.  In my experience, no one uses the default definitions as is, so yes, you do need to make changes to your DD file.

Your DD file must properly reflect the definitions that your counterparty has specified.

This page has advice on altering the DD file:
http://www.quickfixn.org/tutorial/custom-fields-groups-and-messages

On Wed, Nov 13, 2013 at 9:43 AM, Ashutosh Mishra <A.Mishra at ny.tr.mufg.jp<mailto:A.Mishra at ny.tr.mufg.jp>> wrote:
I am using FIX 4.4.
This is the execution report :
from App8=FIX.4.49=638735=834=249=TRADEWEB52=20131113-14<tel:20131113-14>:10:18.25956=MITUFJTR347=UTF-86=0.713014=100000015=USD17=DB13DLRWDX00035122=I30=TRWB31=0.713032=100000037=NONREF38=100000039=248=[FpML]54=R55=[N/A]58=Single Dealer60=20131113-14:10:1864=2013111575=20131113107=IRS USD  3Y vs 3M LIBOR150=F151=0167=IRS198=DB13DLRWDX00035350=5755351 ....<FPML> ... </FPML
423=9460=12541=201611156731=20131113.DLRW.DSWP.3520212=Y20214=R453=4448=DLRWUS31447=B452=1448=UFJ Trust and Banking447=C452=3448=-A.Mishra at ny.tr.mufg.jp447=C452=11448=DTCC447=C452=1101907=11903=00000000SK87201311130000003500001904=01905=1010TWTEST1906=010=172<mailto:Banking447=C452=3448=-A.Mishra at ny.tr.mufg.jp447=C452=11448=DTCC447=C452=1101907=11903=00000000SK87201311130000003500001904=01905=1010TWTEST1906=010=172>

The field 1903 comes in the execution report.
I did not add any field in the DD file as, in one of the previous replies you had mentioned that the DD file will be known to both the parties-- and as I am just extracting the fields from the execution report, do I have to modify the DD file?

Thanks & Regards,
Ashutosh Mishra

--
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/20131121/ec4905e9/attachment-0002.htm>