{{Quickfixn}} "required tag missing" in response to execution report

Grant Birchmeier gbirchmeier at connamara.com
Thu Nov 21 14:51:40 PST 2013


In the standard FIX 4.4 message spec, 17 and 37 are required fields of
ExecReport, so it is not a bug.

Making it optional is a customization that your counterparty has made.

No problem, though.  You did exactly what you need to do, which is edit
your DD xml file to make the fields optional.

These are likely not the only customizations that your counterparty has
done.  You should get ahold of their specs and read through your DD file to
make sure there are no other changes you need to make.  I would be very
surprised if they didn't add other custom fields elsewhere.

(Really, this is something that you have to do for every new counterparty
you work with.  It seems nobody wants to use the default FIX definitions;
they all have to make weird changes.)

-Grant


On Thu, Nov 21, 2013 at 4:37 PM, Øyvind Sævareid Ellefsen <oyvind at ssc.no>wrote:

>  Hi,
>
>
>
> I am doing some MARKET orders with FOK method, and I see that quickfix/n
> respons wih “Message 2 Rejected: Required tag missing (Field=17)”. However,
> this field is not required (according to my counterparts documentation)
> when the ExecType=”A”. In FIX4.4.xml it is either Required=”N” / “Y”, is
> this a bug in the quickfix/n, or is there any other way to handle this, or
> is it ignorable?
>
>
>
> My application is obviously sending a reject to the counterpart. Here’s
> the conversation;
>
>
>
> 20131121-22:24:53.962 : 8=FIX.4.4 9=171 35=8 49=<counterpart> 56=<me>
> 34=5 52=20131121-22:24:34.884 11=140823115 150=A 39=A 1=20009000000
> 55=GBP/USD 54=2 38=10000.00 44=0 15=GBP 59=4 151=10000.00 14=0 6=0 10=055
>
>
>
> 20131121-22:24:53.966 : 8=FIX.4.4 9=114 35=3 34=5 49=<me>
> 52=20131121-22:24:53.965 56=<counterpart> 45=5 58=Required tag missing
> 371=17 372=8 373=1 10=063
>
>
>
> I had the same error with TAG 37, and I changed the OrderID to
> Required=”N”, then error on 17 popped up.
>
>
>
> I see when I receive messages with 150=0 or 150=F, tag 17 and 37 is
> provided from my counterpart.
>
>
>
>
>
>
>
> Brgds
>
> Oeyvind Ellefsen
>
>
>
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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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