{{Quickfixn}} Issues with nested groups

Grant Birchmeier gbirchmeier at connamara.com
Tue Apr 7 08:34:57 PDT 2015


Do you have UseDataDictionary=Y and DataDictionary=path/to/your.xml in your
config?

On Tue, Mar 17, 2015 at 8:42 PM, <hugot305 at aim.com> wrote:

>
>
>
>
>
>  I'm working in a quickfix /n project and I'm having some issues with the
> 35=y message and nested groups. I followed this
> http://lists.quickfixn.com/pipermail/quickfixn-quickfixn.com/2014q4/003960.html
> and wasn't able to fix it (maybe I'm dummer than what I think).
>
> I was given this layout for the message 35=y.
>
>
>
> *I added the message 35=y to the data dictionary like this:*
>
>     <message name='SECURITY_LIST' msgcat='app' msgtype='y'>
>       <field name='SecurityReqID' required='N' />
>       <field name='SecurityRequestResult' required='N' />
>       *<group name ='NoRelatedSym' required='N'>*
>         <field name='Symbol' required='N' />
>         <field name='SecurityID' required='N' />
>         <field name='SecurityIDSource' required='N' />
>         <field name='Product' required='N' />
>         <field name='SecurityType' required='N' />
>         <field name='MaturityDate' required='N' />
>         <field name='StrikePrice' required='N' />
>         <field name='MinPriceIncrement' required='N' />
>         <field name='OptPayoutType' required='N' />
>         <field name='UnitOfMeasure' required='N' />
>         <field name='CapPrice' required='N' />
>         <field name='FloorPrice' required='N' />
>         <field name='SecurityDesc' required='N' />
>         *<group name='NoInstAttrib' required='N'>*
>           <field name='InstrAttribType' required='N' />
>           <field name='InstrAttribValue' required='N' />
>         *</group>*
>         *<group name='NoUnderlyingStips' required='N'>*
>           <field name='UnderlyingStipType' required='N' />
>           <field name='UnderlyingStipValue' required='N' />
>         *</group>*
>         <field name='Currency' required='N' />
>       *</group>*
>       <field name='SubscriptionRequestType' required='N' />
>     </message>
>
> *I'm getting the following message:*
> 20150318-00:27:29.427 :
> 8=FIXT.1.1\u00019=121\u000135=3\u000134=96\u000149=HTRINIDAD-MD\u000152=20150318-00:27:29.423\u000156=NDXMD\u000145=24707\u000158=Tag
> appears more than once \u0001371=871 \u0001372=y\u0001 373=13\u0001
> 10=076\u0001
>
> *This is the message sent by the exchange*
> 20150318-00:27:29.419 : 8=FIXT.1.1\u0001 9=13195\u00013 5=y\u0001
> 49=SOURCE\u0001 56=TARGET \u000152=20150318-00:27:29.127
> \u000134=24707\u0001
> 320=dc0cffca-bb6d-422c-94cc-172345b7526b\u0001560=0\u00011 46=3
> 55=Gold.I.1331.1\u000148=201503180014000000360342D\u0001 22=8\u0001
> 460=2\u0001 167=OPT\u0001 541=20150318\u0001 202=1143.9\u0001
> 969=0.25\u0001 996=0.25\u0001 1199=100\u0001 1200=0\u00011 482=3\u0001
> 107=Gold (Apr) >1143.9 (12:19AM)\u000115=USD \u0001*870=9 \u0001871=511
> \u0001872=I\u0001 871=521 \u0001872=> \u0001871=512 \u0001872=1331
> \u0001871=523\u0001 872=1\u0001 871=522\u0001 872=1\u0001 871=531
> \u0001872=0.1 \u0001871=532 \u0001872=APR\u0001 871=500\u0001
> 872=20150318-00:14:00.000 \u0001871=501\u0001872=20150318-00:19:00.000*\u0001
> 711=1\u0001 311=Gold\u0001 313=201503 \u0001457=1\u0001
> 458=GCJ5\u0001459=5\u0001 887=1 \u0001888=SECTOR \u0001889=COMMODITIES\u0001
>
> 55=Gold.I.1331.1\u000148=201503180014000000360342D\u0001 22=8\u0001
> 460=2\u0001 167=OPT\u0001 541=20150318\u0001 202=1143.9\u0001
> 969=0.25\u0001 996=0.25\u0001 1199=100\u0001 1200=0\u00011 482=3\u0001
> 107=Gold (Apr) >1143.9 (12:19AM)\u000115=USD \u0001*870=9 \u0001871=511
> \u0001872=I\u0001 871=521 \u0001872=> \u0001871=512 \u0001872=1331
> \u0001871=523\u0001 872=1\u0001 871=522\u0001 872=1\u0001 871=531
> \u0001872=0.1 \u0001871=532 \u0001872=APR\u0001 871=500\u0001
> 872=20150318-00:14:00.000
> \u0001871=501\u0001872=20150318-00:19:00.000\u0001* 711=1\u0001
> 311=Gold\u0001 313=201503 \u0001457=1\u0001 458=GCJ5\u0001459=5\u0001 887=1
> \u0001888=SECTOR \u0001889=COMMODITIES\u0001
>
> 55=Gold.I.1331.1\u000148=201503180014000000360342D\u0001 22=8\u0001
> 460=2\u0001 167=OPT\u0001 541=20150318\u0001 202=1143.9\u0001
> 969=0.25\u0001 996=0.25\u0001 1199=100\u0001 1200=0\u00011 482=3\u0001
> 107=Gold (Apr) >1143.9 (12:19AM)\u000115=USD \u0001*870=9 \u0001871=511
> \u0001872=I\u0001 871=521 \u0001872=> \u0001871=512 \u0001872=1331
> \u0001871=523\u0001 872=1\u0001 871=522\u0001 872=1\u0001 871=531
> \u0001872=0.1 \u0001871=532 \u0001872=APR\u0001 871=500\u0001
> 872=20150318-00:14:00.000
> \u0001871=501\u0001872=20150318-00:19:00.000\u0001* 711=1\u0001
> 311=Gold\u0001 313=201503 \u0001457=1\u0001 458=GCJ5\u0001459=5\u0001 887=1
> \u0001888=SECTOR \u0001889=COMMODITIES\u0001
>
> What am I doing wrong? is having the tag 870 nested to the tag 46 the
> right way to do it? Any help will be really appreciated it.
>
>
> Thank you,
> HAT
>
>
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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
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