{{Quickfixn}} Field Ordering (Repeating Groups)
Nicholas Tucker
ntucker at mercuria.com
Thu Jun 11 02:53:07 PDT 2015
Thanks.
I am using FIX5 I had defined a TradsportDataDictionary but need to change the DataDictioary setting to AppDataDictionary.
Thanks,
Nick
From: Quickfixn [mailto:quickfixn-bounces at lists.quickfixn.com] On Behalf Of olamide olatunji
Sent: Thursday, June 11, 2015 10:21 AM
To: Mailing list for QuickFIX/n
Subject: Re: {{Quickfixn}} Field Ordering (Repeating Groups)
Hi Nicholas,
You need to set the UseDataDictionary to Y and specify a DataDictionary in your acceptor.
Read more about those config settings here <http://www.quickfixn.org/tutorial/configuration>
On Thu, Jun 11, 2015 at 11:21 AM, Nicholas Tucker <ntucker at mercuria.com<mailto:ntucker at mercuria.com>> wrote:
Hi,
I am having an issue when creating a repeating group. Here is the c# code I use to create the message in the initiator
FIXVersion.MarketDataRequest mdr = new FIXVersion.MarketDataRequest(
GenerateMDReqID(),
new QuickFix.Fields.SubscriptionRequestType(QuickFix.Fields.SubscriptionRequestType.SNAPSHOT_PLUS_UPDATES),
new QuickFix.Fields.MarketDepth(3));
// Request BIDs
FIXVersion.MarketDataRequest.NoMDEntryTypesGroup entryTypesGroup = new FIXVersion.MarketDataRequest.NoMDEntryTypesGroup();
entryTypesGroup.MDEntryType = new QuickFix.Fields.MDEntryType(QuickFix.Fields.MDEntryType.BID);
mdr.AddGroup(entryTypesGroup);
FIXVersion.MarketDataRequest.NoRelatedSymGroup noRelatedSymGroup = new FIXVersion.MarketDataRequest.NoRelatedSymGroup();
noRelatedSymGroup.Symbol = new QuickFix.Fields.Symbol(symbol);
noRelatedSymGroup.SecurityID = new QuickFix.Fields.SecurityID("symbol");
mdr.AddGroup(noRelatedSymGroup);
and the message looks like this, as expected :
8=FIXT.1.19=6735=V262=091311637263=1264=3267=1269=0146=155=TEST48=symbol10=092
But then in the acceptor I get the message and it looks this this
8=FIXT.1.19=12035=V34=249=CLIENT152=20150611-07:47:59.51356=MERCURIA48=symbol55=TEST146=1262=084759502263=1264=3267=1269=010=219
The order of the tags has changed?
Meaning that my NoRelatedSymbol repeating group (tag 146) no longer has the tags 55 and 48 under it as it did originally.
I get Field missing for tag: 146 error
I am missing a config setting?
Thanks,
Nick
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