{{Quickfixn}} QuoteRequest - Groups within Groups

Tue Nov 4 11:29:45 PST 2014

I agree.  They gave me one with some of the custom tags but not nearly all of them.

From: Quickfixn [mailto:quickfixn-bounces at lists.quickfixn.com] On Behalf Of Grant Birchmeier
Sent: Tuesday, November 04, 2014 1:28 PM
To: Mailing list for QuickFIX/n
Subject: Re: {{Quickfixn}} QuoteRequest - Groups within Groups

Ugh, I've been there.

So they don't have documentation?  I don't expect all counterparties to have a QF-ready XML file, but they ought to supply enough of a spec that you can modify the standard one to fit (or create an all new one).

On Tue, Nov 4, 2014 at 1:25 PM, Estes, Craig <Craig.Estes at ftnfinancial.com<mailto:Craig.Estes at ftnfinancial.com>> wrote:
Thank you for the quick response and solution.  I can’t get this vendor to give me a DD, so I am having to amend the base 5.0 as I see new fields coming down…A terribly inefficient way to do things.

Again, thank you.

Craig

From: Quickfixn [mailto:quickfixn-bounces at lists.quickfixn.com<mailto:quickfixn-bounces at lists.quickfixn.com>] On Behalf Of Grant Birchmeier
Sent: Tuesday, November 04, 2014 12:58 PM
To: Mailing list for QuickFIX/n
Subject: Re: {{Quickfixn}} QuoteRequest - Groups within Groups

This is a common one.  Rather than repeat myself, try these answers:

  *   http://stackoverflow.com/questions/23953473/tag-appears-more-than-once-while-using-quickfix-market-data-incemental-refresh/23957622#23957622
  *   http://stackoverflow.com/questions/25847008/fix-messages-tag-appears-more-than-once/25849864#25849864
So it's basically a DataDictionary thing.  Fix your DD to match your counterparty and this should go away.  Help for that: http://quickfixn.org/tutorial/custom-fields-groups-and-messages

Please reply if you have any follow-up questions.
-Grant

On Tue, Nov 4, 2014 at 12:32 PM, Estes, Craig <Craig.Estes at ftnfinancial.com<mailto:Craig.Estes at ftnfinancial.com>> wrote:
I am using the latest stock build and every time I receive a QuoteRequest that has groups within groups my side is rejecting the message.  Is there something simple I could be overlooking?  The tags in question are as follows:

453 – NoPartyIds
802 – NoPartySubIds
                --523 is repeated and causing problems.  The vendor message seems properly formatted but my side seems to think 523 is repeated illegally.

Tag 523 is used several times within a few instances of NoPartyIds and my side is rejecting stating that Tag 523 is duplicated.  Looking at the code, it would seem the logic to check if a tag is a group is looking only at the first level groups(contains()) and not traversing inside them, thus leaving tag 523 being treated as a repeated tag.

Any guidance would be greatly appreciated.

Craig

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Although this information has been obtained from sources which we believe to be reliable, we do not guarantee its accuracy, and it may be incomplete or condensed. This is for informational purposes only and is not intended as an offer or solicitation with respect to the purchase or sale of any security. All herein listed securities are subject to availability and change in price. Past performance is not indicative of future results, while changes in any assumptions may have a material effect on projected results. Ratings on all securities are subject to change.

FTN Financial (FTN) is not registered as a municipal advisor with the SEC or MSRB. FTN is not acting as your advisor and does not owe a fiduciary duty under the securities laws to you, any municipal entity, or any obligated person with respect to, among other things, the information and material contained in this communication. Instead, FTN is acting for its own interests. You should discuss any information or material contained in this communication with any and all internal or external advisors and experts that you deem appropriate before acting on this information or material.

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