{{Quickfixn}} Incorrect NumInGroup Count for Repeating Group - Tag 268, 269

saf at post.com saf at post.com
Tue Oct 7 10:03:18 PDT 2014



Yes, message "W" has the problem.  How can one configure the XML file to allow for this case? Please see the XML for message type "W" below:
 
  <message name="MarketDataSnapshotFullRefresh" msgtype="W" msgcat="app">
    <field name="MDReqID" required="N" />
    <component name="Instrument" required="Y" />
    <group name="NoUnderlyings" required="N">
      <component name="UnderlyingInstrument" required="N" />
    </group>
    <group name="NoLegs" required="N">
      <component name="InstrumentLeg" required="N" />
    </group>
    <field name="FinancialStatus" required="N" />
    <field name="CorporateAction" required="N" />
    <field name="NetChgPrevDay" required="N" />
    <group name="NoMDEntries" required="Y">
      <field name="MDEntryType" required="Y" />
      <field name="MDEntryPx" required="N" />
      <field name="Currency" required="N" />
      <field name="MDEntrySize" required="N" />
      <field name="MDEntryDate" required="N" />
      <field name="MDEntryTime" required="N" />
      <field name="TickDirection" required="N" />
      <field name="MDMkt" required="N" />
      <field name="TradingSessionID" required="N" />
      <field name="TradingSessionSubID" required="N" />
      <field name="QuoteCondition" required="N" />
      <field name="TradeCondition" required="N" />
      <field name="MDEntryOriginator" required="N" />
      <field name="LocationID" required="N" />
      <field name="DeskID" required="N" />
      <field name="OpenCloseSettlFlag" required="N" />
      <field name="TimeInForce" required="N" />
      <field name="ExpireDate" required="N" />
      <field name="ExpireTime" required="N" />
      <field name="MinQty" required="N" />
      <field name="ExecInst" required="N" />
      <field name="SellerDays" required="N" />
      <field name="OrderID" required="N" />
      <field name="QuoteEntryID" required="N" />
      <field name="MDEntryBuyer" required="N" />
      <field name="MDEntrySeller" required="N" />
      <field name="NumberOfOrders" required="N" />
      <field name="MDEntryPositionNo" required="N" />
      <field name="Scope" required="N" />                
      <field name="PriceDelta" required="N" />
      <field name="Text" required="N" />
      <field name="EncodedTextLen" required="N" />
      <field name="EncodedText" required="N" />
 </group>

   <field name="ApplQueueDepth" required="N" />
    <field name="ApplQueueResolution" required="N" />
</message>
 

Sent: Tuesday, October 07, 2014 at 11:31 AM
From: "James Riehl" <pete.riehl at gmail.com>
To: "Mailing list for QuickFIX/n" <quickfixn at lists.quickfixn.com>
Subject: Re: {{Quickfixn}} Incorrect NumInGroup Count for Repeating Group - Tag 268, 269
You have not configured your data dictionary properly. Please look at your provider's spec and set up message w (assuming that's the one that had problems) correctly. It's also helpful to let us know what you've tried so far.

Sent from my iPhone

> On Oct 7, 2014, at 11:07, "saf at post.com" <saf at post.com> wrote:
>
>
> In order to unsubscribe the client from a Market Data stream, my broker sends the following FIX tags in a messageType "W":
> 268=0,269=J
> QuickFIX replies: "Incorrect NumInGroup Count for Repeating Group"
>
> QuickFIX seems to consider the number of groups (MDEntryType) to be 1 which doesn't match the 0 value of tag 268 (NoMDEntries).
> Is there any way to stop this from getting rejected, or to capture the rejected message? (Using FIX 4.4)
>
> Thanks very much for your help.
> Alex
>
>
>
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> Quickfixn at lists.quickfixn.com
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