{{Quickfixn}} FIXML 4.4 Component in a component

Tue Dec 3 05:34:05 PST 2013

Sorry, here are some more details from my issue.
According to the FIXML 4.4 spec:

*         An Execution Reports has a group named NoUnderlying.

*         The NoUnderlying group contains a component named UnderlyingInstrument.

*         The UnderlyingInstrument has a component in it named UnderlyingStipulations.

*         Then UnderlyingStipulations contains a group named NoUnderlyingStips with 2 fields in it.

When a message is received with tag 887 defined the Cracker kicks it out with 'Tag not defined' message.
If a message contains 2 UnderlyingStipulations it kicks out with 'Tag appears more than once' on tag 888.

The following are excerpts  right out of FIX44.xml file from quickfixn.
<message name="ExecutionReport" msgtype="8" msgcat="app">
.....
   <group name="NoUnderlyings" required="N">
      <component name="UnderlyingInstrument" required="N" />
   </group>
.....
</message>

<component name="UnderlyingStipulations">
.....
   <group name="NoUnderlyingStips" required="N">
     <field name="UnderlyingStipType" required="N" />
     <field name="UnderlyingStipValue" required="N" />
   </group>
</component>

<fields>
  <field number="711" name="NoUnderlyings" type="NUMINGROUP" />
  <field number="887" name="NoUnderlyingStips" type="NUMINGROUP" />
 <field number="888" name="UnderlyingStipType" type="STRING" />
  <field number="889" name="UnderlyingStipValue" type="STRING" />
  </fields>

Message from Bloomberg:
20131203-12:49:25.349 : 8=FIX.4.49=122935=849=BLPSTP56=PHARPSTP34=1639128=ZERO115=i.stpdca452=20131203-12:49:1560=20131203-12:49:15150=F31=-0.7151=0541=2013120632=73680006632=FIXED423=964=201312056=-0.737=VCON:20131203:52766:3157=17338=7368000218=0788=239=2159=155404.24669=-0.7460=13223=0.044514=736800015=EUR75=20131203916=2013120517=VCON:20131203:52766:3:12167=REPO917=2013120648=REPO198=3739:20131203:52766:36379=0470=PT920=-129.877910=2381=6523540.4921=6678944.6422=A922=6678814.7754=27014=2155=PGB236=0.0479217347118=6678944.64453=9448=SKARIM8:6493517447=D452=12802=1523=SAM KARIM803=9448=GDHILLON6:7095271447=D452=11802=3523=6165583803=4000523=14803=4523=GURMEET DHILLON803=9448=PHARO MANAGEMENT (UK) LLP447=D452=13448=KAVANAGH1:4303784447=D452=36802=1523=JAMES KAVANAGH803=9448=NOT DEFINED447=D452=10448=RRRA447=D452=16448=3617447=D452=1448=7095271447=D452=11802=2523=6165583803=4000523=14803=4448=6493517447=D452=129610=19611=COM9613=BID TRADING454=3455=PTOTENOE0018456=4455=EH2316741456=1455=EH231674456=A711=1311=[N/A]309=PTOTENOE0018305=4879=7368000810=98.61082192882=90.648883=0884=6678944.646293=06294=0887=1888=HAIRCUT889=90.00000000010=047

20131203-12:49:25.349 : 8=FIX.4.49=15235=334=163349=PHARPSTP52=20131203-12:49:25.34956=BLPSTP115=ZERO128=i.stpdca445=163958=Tag not defined for this message type371=887372=8373=210=139
Config file:
[SESSION]
ConnectionType=initiator
ReconnectInterval=30
BeginString=FIX.4.4
SocketConnectPort=xxx
SocketConnectHost=160.xx.xx.xxx
FileLogPath=log_bloomberg_fixed_prod
FileStorePath=log_bloomberg_fixed_prod
DataDictionary=C:\Users\netadmin\FixTesting\FixClientService\FIX44.xml
TargetCompID=BLPXXX
SenderCompID=PHARPXXX
UseDataDictionary=Y
ValidateUserDefinedFields=N

Thank you for your time,
Michael

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