{{Quickfixn}} Help me in resolving msgType 35=W issue
Grant Birchmeier
gbirchmeier at connamara.com
Tue Nov 26 09:38:48 PST 2013
Great! What did the problem turn out to be?
On Tue, Nov 26, 2013 at 4:39 AM, Nirjhar Jain <nirjhar.jain at commdel.net>wrote:
> Please don’t waste time in this issue. The issue shared in the below mail
> is resolved.
>
>
>
>
>
> Thanks & Regards,
>
> *Nirjhar Jain*
>
> Software Engineer
>
>
> *COMMDEL*
>
> Commdel Consulting Services P Ltd,
>
> H-134, Sector-63, Noida - U.P. (India)
>
>
>
> 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:* Nirjhar Jain [mailto:nirjhar.jain at commdel.net]
> *Sent:* Tuesday, November 26, 2013 10:53 AM
> *To:* 'Mailing list for QuickFIX/n'
> *Subject:* RE: {{Quickfixn}} Help me in resolving msgType 35=W issue
>
>
>
> Hi Grant Sir,
>
>
>
> I have already followed the instructions you have told me to do. I have
> already added 9063 (SettType) field in the spec file as below:
>
>
>
> <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="N" />
>
> <field name="Currency" required="N" />
>
> <field name="MDEntrySize" required="N" />
>
> <field name="MDEntryDate" required="N" />
>
> <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="N" />
>
> <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="N" />
>
> </group>
>
> <field name="ApplQueueDepth" required="N" />
>
> <field name="ApplQueueResolution" required="N" />
>
> </message>
>
> Also added inside the field tag
>
> <field number="9063" name="SettType" type="STRING" />
>
>
>
> After doing this I have regenerated the code and used the dll.
>
>
>
> Also I have added "UseDataDictionary=Y" and "DataDictionary=path/to/xml" in
> my config file. Then also below mentioned error is coming.
>
> When received(from HSBC) message i.e. msgStr is passed through below code,
> the sequence of tags change.
>
> Message message = msgFactory_.Create(beginString, msgType.Obj);
>
> message.FromString( msgStr, this
> .ValidateLengthAndChecksum,
>
> this.SessionDataDictionary, this
> .ApplicationDataDictionary,
>
> this.msgFactory_);
>
>
>
> Please help. Also I have added the tag separator(…) in the below mail.
>
>
>
>
>
> Thanks & Regards,
>
> *Nirjhar Jain*
>
> Software Engineer
>
>
> *COMMDEL*
>
> Commdel Consulting Services P Ltd,
>
> H-134, Sector-63, Noida - U.P. (India)
>
>
>
> 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<quickfixn-bounces at lists.quickfixn.com>]
> *On Behalf Of *Grant Birchmeier
>
> *Sent:* Monday, November 25, 2013 9:31 PM
> *Cc:* Mailing list for QuickFIX/n
> *Subject:* Re: {{Quickfixn}} Help me in resolving msgType 35=W issue
>
>
>
> Nirjhar,
>
>
>
> The message passed to Next(msgStr) is what HSBC is actually sending to you.
>
>
>
> The first version you pasted is messed up because I think your
> DataDictionary xml file is not correct. As I've told you a few times now,
> 9063 is not a default FIX field. HSBC invented it. You need to edit your
> DD xml file to define this field and you need to specify where in the W
> message's 269 group it is located.
>
> See http://quickfixn.org/tutorial/custom-fields-groups-and-messages
>
>
>
> Also, do you have "UseDataDictionary=Y" and "DataDictionary=path/to/xml"
> in your config file? You need these.
>
>
>
>
>
> *TIP:* In the future, when pasting messages, please changing the field
> separators to something readable. For example, please change this:
>
> 8=FIX.4.49=20735=W34=4...
>
> To this:
>
> 8=FIX.4.4|9=207|35=W|34=4...
>
> So that these messages are easier to read and we can help you better.
>
>
>
>
>
> On Fri, Nov 22, 2013 at 3:11 AM, Nirjhar Jain <nirjhar.jain at commdel.net>
> wrote:
>
> Hi All,
>
>
>
> I am receiving MarketDataSnapshotFullRefresh 35=W from the HSBC server i.e.
>
> 8=FIX.4.4…9=0207…35=W…49=HSBCAPFIX…56=KRISQLSSTR…34=4…52=20131122-08
> :51:58.244…57=KRIS…55=USD/JPY…262=MARKETDATAID08:53:19.9019294…268=2…269=0
> …270=101.026…271=1000000…272=20131126…299=00c00000001:A…9063=SP…269=1…
> 270=101.034…10=182
>
>
>
> In my quickfix code, in Session.cs file, Next(string msgStr) function is
> getting above mentioned string as msgStr.
>
>
>
> But inside Next(string msgStr) function when the msgStr is passed inside
> below :
>
> Message message = msgFactory_.Create(beginString, msgType.Obj);
>
> message.FromString(msgStr, this.ValidateLengthAndChecksum,
> this.SessionDataDictionary, this.ApplicationDataDictionary, this
> .msgFactory_);
>
>
>
> the message format is getting changed to below one:
>
>
>
> 8=FIX.4.4...9=207...35=W...34=4...49=HSBCAPFIX...52=20131122-08:51:58.244
> ...56=KRISQLSSTR...57=KRIS...55=USD/JPY...262=MARKETDATAID08:53:19.9019294
> ...269=1...270=101.034...9063=SP...268=2...269=0...270=101.026...
> 271=1000000...272=20131126...299=00c00000001:A...10=134
>
>
>
> If we pass it to Next(message); message, It is giving error and
> generating QuoteReject message as below:
>
>
>
> 8=FIX.4.4...9=146...35=3...34=4...49=KRISQLSSTR...50=KRIS...52=20131122-08
> :54:07.038...56=HSBCAPFIX...45=4...58=Incorrect NumInGroup count for
> repeating group...371=268...372=W...373=16...10=173
>
>
>
>
>
> Here message.FromString(msgStr, this.ValidateLengthAndChecksum, this.SessionDataDictionary,
> this.ApplicationDataDictionary, this.msgFactory_);
>
> Is changing the sequence of tags and also changing the value of tag 10.
>
>
>
> Please help me in resolving this issue.
>
>
>
>
>
> Thanks & Regards,
>
> *Nirjhar Jain*
>
> Software Engineer
>
>
> *COMMDEL*
>
> Commdel Consulting Services P Ltd,
>
> H-134, Sector-63, Noida - U.P. (India)
>
>
>
> 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 *
>
>
>
>
>
>
>
> --
>
> Grant Birchmeier
>
> *Connamara Systems, LLC*
>
> *Made-To-Measure Trading Solutions.*
>
> Exactly what you need. No more. No less.
>
> http://connamara.com
>
> _______________________________________________
> Quickfixn mailing list
> Quickfixn at lists.quickfixn.com
> http://lists.quickfixn.com/listinfo.cgi/quickfixn-quickfixn.com
>
>
--
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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