{{Quickfixn}} Fwd: quickfixn prob clearing fields in header ...

Wed Feb 5 13:07:39 PST 2014

I can take a deeper look later, but I'm sure it's a combination of
DataDictionary problems and configuration problems.

On Wed, Feb 5, 2014 at 2:37 PM, Mike Gatny <mgatny at connamara.com> wrote:

> Can you explain, at a high level, what your application does?  And/or post
> your code?
>
> Also, are you receiving those market data messages, or sending them?  If
> receiving, it looks like your datadictionary needs some adjustment.
> On Feb 5, 2014 2:25 PM, "Trey Harragan" <harragan at gmail.com> wrote:
>
>> I was getting things like the following ( since the fields were left on
>> the message header ):
>>
>>
>> 20140204-23:17:24.011 : 8=FIX.4.4 9=139 35=V 34=3 49=MD01_SMBCFIXSTG1
>> 52=20140204-23:17:24.009 56=FIXBTSGW 262=MARKETDATAID 263=1 264=0 265=1
>> 267=3 269=0 269=1 269=2 146=1 55=all 10=162
>> 20140204-23:17:24.027 : 8=FIX.4.4 9=280 35=W 34=3 49=FIXBTSGW
>> 52=20140204-23:17:24.309 56=MD01_SMBCFIXSTG1 55=UST1:UST.OTR.2Y
>> 262=MARKETDATAID 268=2 269=0 270=0.1875 271=10 272=20140204
>> 273=23:12:16.620 276=N 37=866645 290=1 9101=GFI 269=1 270=100.125 271=10
>> 272=20140204 273=23:12:16.623 276=N 37=866649 290=1 9100=GFI 10=110
>> 20140204-23:17:24.136 : 8=FIX.4.4 9=132 35=3 34=4 49=MD01_SMBCFIXSTG1
>> 52=20140204-23:17:24.135 56=FIXBTSGW 45=3 58=Tag not defined for this
>> message type 371=37 372=W 373=2 10=147
>> 20140204-23:17:24.136 : 8=FIX.4.4 9=922 35=W 34=4 49=FIXBTSGW
>> 52=20140204-23:17:24.309 56=MD01_SMBCFIXSTG1
>> 55=TSP_LCH_SEF>FIX_USD_SB_6M_FLT_USD_LBR_3M:IRS_7Y 262=MARKETDATAID 268=11
>> 269=2 270=12.75 271=10 272=20140204 273=18:32:44.317 9100=SEF 9101=SEF
>> 269=2 270=12.75 271=10 272=20140204 273=18:34:26.216 9100=SEF 9101=SEF
>> 269=2 270=12.75 271=10 272=20140204 273=18:33:29.329 9100=SEF 9101=SEF
>> 269=2 270=12.625 271=10 272=20140204 273=18:30:32.809 9100=SEF 9101=SEF
>> 269=2 270=12.75 271=10 272=20140204 273=18:31:10.635 9100=SEF 9101=SEF
>> 269=2 270=12.75 271=10 272=20140204 273=18:35:40.708 9100=SEF 9101=SEF
>> 269=2 270=12.5 271=65 272=20140204 273=18:34:26.216 9100=SEF 9101=SEF 269=2
>> 270=12.5 271=10 272=20140204 273=18:44:39.924 9100=SEF 9101=SEF 269=2
>> 270=12.75 271=10 272=20140204 273=18:44:39.924 9100=SEF 9101=SEF 269=2
>> 270=12.75 271=20 272=20140204 273=18:37:05.202 9100=SEF 9101=SEF 269=2
>> 270=12.75 271=10 272=20140204 273=18:39:40.466 9100=SEF 9101=SEF 10=112
>> 20140204-23:17:24.140 : 8=FIX.4.4 9=124 35=3 34=5 49=MD01_SMBCFIXSTG1
>> 52=20140204-23:17:24.140 56=FIXBTSGW 45=4 58=Tag appears more than once
>> 371=9100 372=W 373=13 10=013
>> 20140204-23:17:24.140 : 8=FIX.4.4 9=287 35=W 34=5 49=FIXBTSGW
>> 52=20140204-23:17:24.310 56=MD01_SMBCFIXSTG1
>> 55=IRS_LCH_SEF>FIX_USD_SB_6M_FLT_USD_LBR_3M:IRS_7Y 262=MARKETDATAID 268=2
>> 269=2 270=2.47078 271=10 272=20140204 273=18:44:39.924 9100=SEF 9101=SEF
>> 269=2 270=2.46828 271=10 272=20140204 273=18:44:39.924 9100=SEF 9101=SEF
>> 10=171
>> 20140204-23:17:24.144 : 8=FIX.4.4 9=124 35=3 34=6 49=MD01_SMBCFIXSTG1
>> 52=20140204-23:17:24.144 56=FIXBTSGW 45=5 58=Tag appears more than once
>> 371=9100 372=W 373=13 10=019
>> 20140204-23:17:24.144 : 8=FIX.4.4 9=284 35=W 34=6 49=FIXBTSGW
>> 52=20140204-23:17:24.310 56=MD01_SMBCFIXSTG1 55=UST1:UST.OTR.7Y
>> 262=MARKETDATAID 268=2 269=0 270=2.34375 271=10 272=20140204
>> 273=23:12:16.598 276=N 37=866619 290=1 9101=GFI 269=1 270=100.171875 271=10
>> 272=20140204 273=23:12:16.595 276=N 37=866615 290=1 9100=GFI 10=090
>> 20140204-23:17:24.148 : 8=FIX.4.4 9=132 35=3 34=7 49=MD01_SMBCFIXSTG1
>> 52=20140204-23:17:24.147 56=FIXBTSGW 45=6 58=Tag not defined for this
>> message type 371=37 372=W 373=2 10=156
>> 20140204-23:17:24.148 : 8=FIX.4.4 9=932 35=W 34=7 49=FIXBTSGW
>> 52=20140204-23:17:24.310 56=MD01_SMBCFIXSTG1 55=UST1:UST.OTR.7Y
>> 262=MARKETDATAID 268=11 269=2 270=100.1875 271=10 272=20140204
>> 273=18:32:44.317 9100=SEF 9101=SEF 269=2 270=100.1875 271=10 272=20140204
>> 273=18:31:10.635 9100=SEF 9101=SEF 269=2 270=100.1875 271=10 272=20140204
>> 273=18:33:29.329 9100=SEF 9101=SEF 269=2 270=100.1875 271=10 272=20140204
>> 273=18:30:32.809 9100=SEF 9101=SEF 269=2 270=100.203125 271=10 272=20140204
>> 273=18:44:39.924 9100=SEF 9101=SEF 269=2 270=100.203125 271=10 272=20140204
>> 273=18:44:39.924 9100=SEF 9101=SEF 269=2 270=100.1875 271=67 272=20140204
>> 273=18:34:26.216 9100=SEF 9101=SEF 269=2 270=100.1875 271=10 272=20140204
>> 273=18:35:40.708 9100=SEF 9101=SEF 269=2 270=100.1875 271=10 272=20140204
>> 273=18:34:26.216 9100=SEF 9101=SEF 269=2 270=100.203125 271=10 272=20140204
>> 273=18:39:40.466 9100=SEF 9101=SEF 269=2 270=100.203125 271=21 272=20140204
>> 273=18:37:05.202 9100=SEF 9101=SEF 10=088
>> 20140204-23:17:24.151 : 8=FIX.4.4 9=124 35=3 34=8 49=MD01_SMBCFIXSTG1
>> 52=20140204-23:17:24.151 56=FIXBTSGW 45=7 58=Tag appears more than once
>> 371=9100 372=W 373=13 10=021
>> 20140204-23:17:24.151 : 8=FIX.4.4 9=282 35=W 34=8 49=FIXBTSGW
>> 52=20140204-23:17:24.311 56=MD01_SMBCFIXSTG1 55=UST1:UST.OTR.10Y
>> 262=MARKETDATAID 268=2 269=0 270=2.625 271=10 272=20140204 273=23:12:16.604
>> 276=N 37=866626 290=1 9101=GFI 269=1 270=101.03125 271=10 272=20140204
>> 273=23:12:16.607 276=N 37=866630 290=1 9100=GFI 10=196
>> 20140204-23:17:24.154 : 8=FIX.4.4 9=132 35=3 34=9 49=MD01_SMBCFIXSTG1
>> 52=20140204-23:17:24.154 56=FIXBTSGW 45=8 58=Tag not defined for this
>> message type 371=37 372=W 373=2 10=158
>> 20140204-23:17:24.154 : 8=FIX.4.4 9=285 35=W 34=9 49=FIXBTSGW
>> 52=20140204-23:17:24.311 56=MD01_SMBCFIXSTG1 55=UST1:UST.OTR.30Y
>> 262=MARKETDATAID 268=2 269=0 270=3.59375 271=10 272=20140204
>> 273=23:12:16.587 276=N 37=866608 290=1 9101=GFI 269=1 270=102.703125 271=10
>> 272=20140204 273=23:12:16.583 276=N 37=866604 290=1 9100=GFI 10=129
>> 20140204-23:17:24.156 : 8=FIX.4.4 9=133 35=3 34=10 49=MD01_SMBCFIXSTG1
>> 52=20140204-23:17:24.156 56=FIXBTSGW 45=9 58=Tag not defined for this
>> message type 371=37 372=W 373=2 10=202
>> 20140204-23:17:24.156 : 8=FIX.4.4 9=284 35=W 34=10 49=FIXBTSGW
>> 52=20140204-23:17:24.311 56=MD01_SMBCFIXSTG1 55=UST1:UST.OTR.5Y
>> 262=MARKETDATAID 268=2 269=0 270=1.46875 271=10 272=20140204
>> 273=23:12:16.610 276=N 37=866634 290=1 9101=GFI 269=1 270=100.15625 271=10
>> 272=20140204 273=23:12:16.613 276=N 37=866638 290=1 9100=GFI 10=059
>> 20140204-23:17:24.160 : 8=FIX.4.4 9=134 35=3 34=11 49=MD01_SMBCFIXSTG1
>> 52=20140204-23:17:24.159 56=FIXBTSGW 45=10 58=Tag not defined for this
>> message type 371=37 372=W 373=2 10=247
>> 20140204-23:17:24.160 : 8=FIX.4.4 9=286 35=W 34=11 49=FIXBTSGW
>> 52=20140204-23:17:24.312 56=MD01_SMBCFIXSTG1 55=UST1:UST.OTR.3Y
>> 262=MARKETDATAID 268=2 269=0 270=0.640625 271=10 272=20140204
>> 273=23:12:16.629 276=N 37=866656 290=1 9101=GFI 269=1 270=100.328125 271=10
>> 272=20140204 273=23:12:16.631 276=N 37=866659 290=1 9100=GFI 10=168
>> 20140204-23:17:24.163 : 8=FIX.4.4 9=134 35=3 34=12 49=MD01_SMBCFIXSTG1
>> 52=20140204-23:17:24.162 56=FIXBTSGW 45=11 58=Tag not defined for this
>> message type 371=37 372=W 373=2 10=243
>>  Reply
>>  Forward
>>  Click here to Reply or Forward
>>
>>
>>
>> _______________________________________________
>> Quickfixn mailing list
>> Quickfixn at lists.quickfixn.com
>> http://lists.quickfixn.com/listinfo.cgi/quickfixn-quickfixn.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
-------------- next part --------------
An HTML attachment was scrubbed...
URL: <http://lists.quickfixn.com/pipermail/quickfixn-quickfixn.com/attachments/20140205/1bb35dd0/attachment-0002.htm>