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

[Grant Birchmeier]

It's no big deal to make the fields optional.  In fact, I think it's the
correct action for you.

The engine assumes that you know what you're doing, so if you try to
extract a field that isn't there, it assumes that it *should* be, and
rejects the message.

Thus, if you get a message where the ExecType requires 17, you should just
try to extract it.  If the field is not present, the engine will throw a
missing-field reject during this extraction.  The engine says: *I'm
supposed to extract this, but it not there, so it's missing!*  This is the
correct behavior, since now it's *them* who have screwed up.

This basically saves you from having to do this all the time:
    if(field x is not present)
      throw MissingFieldException(x);  // causes reject

This logic is built-in to the field extraction method.  (There are, of
course, instances where such an if-check would be appropriate.)

-Grant




On Thu, Nov 21, 2013 at 4:59 PM, Øyvind Sævareid Ellefsen <oyvind at ssc.no>wrote:

>  Yeah, I know that every counterpart has it’s own variant.. but that is
> how it is
>
>
>
> Thanks for your fast reply Grant, what I see in their spec is that as far
> as the execution report is in “pending”, it is not required. Sounds logic
> as well, since no order has been created yet.
>
>
>
> I will have a chat with them and see whether they would do anything with
> my rejection reply. In case of other Exec statuses, I believe I would need
> tag 17 and 37, so preferable I would not make them non-required.
>
>
>
>
>
>
>
> Brgds
>
> Oeyvind Ellefsen
>
>
>
> *From:* quickfixn-bounces at lists.quickfixn.com [mailto:
> quickfixn-bounces at lists.quickfixn.com] *On Behalf Of *Grant Birchmeier
> *Sent:* 21. november 2013 23:52
> *To:* Mailing list for QuickFIX/n
> *Subject:* Re: {{Quickfixn}} "required tag missing" in response to
> execution report
>
>
>
> 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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>
>


-- 
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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