{{Quickfixn}} messages being dropped because missing field 122

Mon Feb 10 11:22:18 PST 2014

I got you, thanks Grant.

From: quickfixn-bounces at lists.quickfixn.com
[mailto:quickfixn-bounces at lists.quickfixn.com] On Behalf Of Grant
Birchmeier
Sent: Monday, February 10, 2014 2:18 PM
To: Mailing list for QuickFIX/n
Subject: Re: {{Quickfixn}} messages being dropped because missing field
122

I'm telling you that your DD is correct.  122 can't be required=Y, else
the field would be required for *every* message, which is totally wrong,
so it's required=N.

But 122 is still required in certain cases; specifically, it's needed in
messages that result from resend requests.  This is mandated by FIX,
thus the engine checks it.

Your counterparty is wrong.  They should be including 122 for these
resent messages, but they're not.

But you're not the first to have a counterparty that is wrong like this.
Someone implemented the config setting "RequiresOrigSendingTime=N"
specifically for dumb counterparties like yours.

Do you follow now?  (I didn't actually say anything new in this email
that I didn't say in the last one.)

Put "RequiresOrigSendingTime=N" in your config and it'll probably work.

On Mon, Feb 10, 2014 at 1:11 PM, James A. Smith <jsmith at anstca.com>
wrote:

That is the way it is set in my header section at the bottom that I cut
and paste from our DD.  See the yellow highlight at the bottom?  Is that
what you are referring to?

From: quickfixn-bounces at lists.quickfixn.com
[mailto:quickfixn-bounces at lists.quickfixn.com] On Behalf Of Grant
Birchmeier
Sent: Monday, February 10, 2014 2:08 PM

To: Mailing list for QuickFIX/n
Subject: Re: {{Quickfixn}} messages being dropped because missing field
122

This header field is a special case.  It's only mandatory for resent
messages (per the FIX specification).  (If the DD had required=Y, it'd
be required for *all* messages, and that would be wrong.)

This is FIX compliant behavior, but some counterparties do weird things,
so there is a config setting for this.  You want to set
"RequiresOrigSendingTime=N".

(This setting is documented on
http://quickfixn.org/tutorial/configuration)

I don't remember when it went in, but I assume 1.4 or 1.5.

On Mon, Feb 10, 2014 at 12:59 PM, James A. Smith <jsmith at anstca.com>
wrote:

We are.

From: quickfixn-bounces at lists.quickfixn.com
[mailto:quickfixn-bounces at lists.quickfixn.com] On Behalf Of Grant
Birchmeier
Sent: Monday, February 10, 2014 1:50 PM
To: Mailing list for QuickFIX/n
Subject: Re: {{Quickfixn}} messages being dropped because missing field
122

Who is doing the rejecting, you or them?

On Mon, Feb 10, 2014 at 12:18 PM, James A. Smith <jsmith at anstca.com>
wrote:

I'm seeing these messages with the subsequent message:

20140210-16:26:56.054 : Message 25 Rejected: Required tag missing
(Field=122)

20140210-16:12:37.454 :
8=FIX.4.2|9=65|35=2|34=25|49=ANSTCA|52=20140210-16:12:37.454|56=IREACH|7
=4|16=0|10=236

20140210-16:27:12.632 : Message 38197 Rejected: Required tag missing
(Field=122)

20140210-16:26:56.054 :
8=FIX.4.2|9=77|35=1|49=IREACH|56=ANSTCA|34=38197|52=20140210-16:26:22|11
2=20140210-16:16:23|10=121|

20140210-16:27:12.976 : Message 37872 Rejected: Required tag missing
(Field=122)

20140210-16:26:56.319 :
8=FIX.4.2|9=75|35=4|49=IREACH|56=ANSTCA|34=37872|43=Y|52=20140210-16:26:
56|123=Y|36=38196|10=045|

What has me concerned is in the header definition, field 122 is not
required?

<header>

    <field name="BeginString" required="Y"/>

    <field name="BodyLength" required="Y"/>

    <field name="MsgType" required="Y"/>

    <field name="SenderCompID" required="Y"/>

    <field name="TargetCompID" required="Y"/>

    <field name="OnBehalfOfCompID" required="N"/>

    <field name="DeliverToCompID" required="N"/>

    <field name="SecureDataLen" required="N"/>

    <field name="SecureData" required="N"/>

    <field name="MsgSeqNum" required="Y"/>

    <field name="SenderSubID" required="N"/>

    <field name="SenderLocationID" required="N"/>

    <field name="TargetSubID" required="N"/>

    <field name="TargetLocationID" required="N"/>

    <field name="OnBehalfOfSubID" required="N"/>

    <field name="OnBehalfOfLocationID" required="N"/>

    <field name="DeliverToSubID" required="N"/>

    <field name="DeliverToLocationID" required="N"/>

    <field name="PossDupFlag" required="N"/>

    <field name="PossResend" required="N"/>

    <field name="SendingTime" required="Y"/>

    <field name="OrigSendingTime" required="N"/>

    <field name="XmlDataLen" required="N"/>

    <field name="XmlData" required="N"/>

    <field name="MessageEncoding" required="N"/>

    <field name="LastMsgSeqNumProcessed" required="N"/>

    <field name="OnBehalfOfSendingTime" required="N"/>

  </header>

thanks,

James Smith

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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

_______________________________________________
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

_______________________________________________
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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