{{Quickfixn}} FIXML 4.4 Component in a component

[Grant Birchmeier]

Michael, are you still stuck on this?  I overlooked it, but I can take a
look if you still need help.


On Tue, Dec 3, 2013 at 7:34 AM, Michael Lever <mlever at pharofund.com> wrote:

>  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="UnderlyingInstrument">
>
> .....
>
>    <component name="UnderlyingStipulations" required="N" />
>
> </component>
>
>
>
> <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=0
> 887=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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>


-- 
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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