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

Grant Birchmeier gbirchmeier at connamara.com
Mon Feb 10 11:51:46 PST 2014 

What version of QF/n are you using?


On Mon, Feb 10, 2014 at 1:50 PM, James A. Smith <jsmith at anstca.com> wrote:

> Hi Grant,
>
>
>
> I check the config file, and I have that entry in there:
>
>
>
> # default settings for sessions
>
> [DEFAULT]
>
> FileStorePath=store
>
> FileLogPath=log
>
> ConnectionType=acceptor
>
> ReconnectInterval=60
>
> SenderCompID=ANSTCATEST
>
> #ResetOnLogon=Y
>
> #EnableLastMsgSeqNumProcessed=Y
>
> #ResetOnLogout=Y
>
> #ResetOnDisconnect=Y
>
> RequiresOrigSendingTime=N
>
>
>
> # session definition
>
> [SESSION]
>
> # inherit FileStorePath, FileLogPath, ConnectionType, ReconnectInterval
> and SenderCompID from default
>
> BeginString=FIX.4.2
>
> TargetCompID=IREACHTEST
>
> UseLocalTime=Y
>
> StartTime=07:00:00
>
> EndTime=17:00:00
>
> HeartBtInt=20
>
> SocketAcceptPort=12016
>
> DataDictionary=FIX42-IR-ANC.xml
>
>
>
>
>
> *From:* quickfixn-bounces at lists.quickfixn.com [mailto:
> quickfixn-bounces at lists.quickfixn.com] *On Behalf Of *James A. Smith
> *Sent:* Monday, February 10, 2014 2:22 PM
>
> *To:* Mailing list for QuickFIX/n
> *Subject:* Re: {{Quickfixn}} messages being dropped because missing field
> 122
>
>
>
> I got you, thanks Grant.
>
>
>
> *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, 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|112=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
>
> _______________________________________________
> 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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