{{Quickfixn}} FW: FW: Custom_Fields

[Ashutosh Mishra]

Still struggling with repeated groups. Can you plz tell wht rong I am doing in this code:


QuickFix.Group NoRegulatoryTradeIDs = new QuickFix.Group(1907, 1);

NoRegulatoryTradeIDs.SetField(1903,"string");

m.AddGroup(NoRegulatoryTradeIDs);

const int RegulatoryTradeID = 1903;

string regTradeId = NoRegulatoryTradeIDs.GetString(RegulatoryTradeID);

Console.WriteLine("Unique Swap ID:" + regTradeId);

I am getting error, where the color of text is red.

Thanks & Regards,
Ashutosh Mishra

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From: quickfixn-bounces at lists.quickfixn.com [mailto:quickfixn-bounces at lists.quickfixn.com] On Behalf Of Grant Birchmeier
Sent: Thursday, November 21, 2013 10:48 AM
To: Mailing list for QuickFIX/n
Subject: Re: {{Quickfixn}} FW: FW: Custom_Fields

You also need to go in to the ExecutionReport message definition and add those fields in the appropriate places.

Fields in repeating groups must be in a mandated order (FIX spec says this), so they must be placed properly in sequence with other fields.  (Outside of repeating groups, the order doesn't matter.)

As I keep saying, the other party should have documentation for you that will explain all the fields they expect to send and receive and in what order.  If you do not have documentation, ask them for it.

In your actual code, to extract repeating group fields, you'll need to follow the instructions specified here:
http://quickfixn.org/tutorial/repeating-groups
(I think I've given you this link a few times now.  Have you read it?)





On Thu, Nov 21, 2013 at 9:36 AM, Ashutosh Mishra <A.Mishra at ny.tr.mufg.jp<mailto:A.Mishra at ny.tr.mufg.jp>> wrote:
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

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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.
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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 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


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