{{Quickfixn}} Problem parsing Amt fields

[Ruaan Viljoen]

Ignore my eager idiocy, that is an integer conversion of the tag number.
The culture comment was premature, I was on the wrong track.
-.-

Ruaan Viljoen


On 2 December 2014 at 07:49, Ruaan Viljoen <ruaanv at gmail.com> wrote:

> What is your decimal settings on your machine running the quickfix engine?
> It appears to be a culture issue - if your dev machine uses ',' as
> separator, it won't parse numbers using another separator correctly. If
> this is the case, we should consider changing conversions of decimals to
> use InvariantCulture instead:
>
> Convert.ToInt32(msgstr.Substring(pos, tagend -
> pos),System.Globalization.CultureInfo.InvariantCulture);
>
> Hope that helps Mark,
>
> Regards
> Ruaan
>
> Ruaan Viljoen
>
>
> On 1 December 2014 at 22:59, Jeays, Mark <Mark.Jeays at bmo.com> wrote:
>
>> Hi List,
>>
>>
>>
>> I've run into the following error trying to parse a TradeCaptureReport
>> using QuickFix/n
>>
>>
>>
>> QuickFix.MessageParseError: Could not parse message: Error at position
>> (355) while parsing msg
>>
>> …
>>
>> System.FormatException: Input string was not in a correct format.
>>
>>    at System.Number.StringToNumber(String str, NumberStyles options,
>> NumberBuffer& number, NumberFormatInfo info, Boolean parseDecimal)
>>
>>    at System.Number.ParseInt32(String s, NumberStyles style,
>> NumberFormatInfo info)
>>
>>    at System.Convert.ToInt32(String value)
>>
>>    at QuickFix.Message.ExtractField(String msgstr, Int32& pos,
>> DataDictionary sessionDD, DataDictionary appDD)
>>
>>    --- End of inner exception stack trace ---
>>
>>    at QuickFix.Message.ExtractField(String msgstr, Int32& pos,
>> DataDictionary sessionDD, DataDictionary appDD)
>>
>>    at QuickFix.Message.ExtractField(String msgstr, Int32& pos)
>>
>>    at QuickFix.Session.Next(String msgStr)
>>
>>    at QuickFix.SocketInitiatorThread.ProcessStream()
>>
>>    at QuickFix.SocketInitiatorThread.Read()
>>
>>
>>
>>
>>
>> Position 355 corresponds to the decimal place in an Amt field for accrued
>> interest:
>>
>>
>>
>> 159=120865.75
>>
>>
>>
>> We've also noticed this same issue for another Amt field, NetMoney.
>>
>>
>>
>> These are the Data definitions for the fields:
>>
>>
>>
>> <field number='118' name='NetMoney' type='AMT'/>
>>
>> <field number='159' name='AccruedInterestAmt' type='AMT'/>
>>
>>
>>
>> It seems that QF is interpreting these as an integer instead of as a
>> decimal. The specification states that the Amt data type has a float as a
>> base type and the example shows two decimal places.
>>
>>
>>
>> How would I get QF to parse this as a decimal?
>>
>>
>>
>> Thanks,
>>
>>
>>
>> Mark
>>
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>>
>>
>
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