{{Quickfixn}} Message Type Not Found

Andrew Ramsaran aramsaran at jefferies.com
Wed Sep 2 13:43:27 PDT 2015


Hi,

I am getting the below error in quickfix:

Out: 8=FIX.4.49=13535=AI34=234049=JEFF4452=20150902-20:18:50.66356=ATR37=5558946938=100039=6840=48117=55589469131=55589469297=10423=50537=4910=037
I:2015-09-02T16:18:50.7679-04:00 | In: 8=FIX.4.49=12735=j56=JEFF4434=275049=ATR52=20150902-20:18:5645=2340372=AI380=358=Message type not found in FIXDictionary: FIX.4.4 AI10=036

I have checked my Fix44.xml and I see the message type there.  Is there any other place that I need to check.  AI msg is not a custom message which is weird
Quote Status Report <AI> message – FIX 4.4<http://www.onixs.biz/fix-dictionary/4.4/msgType_AI_6573.html>

Thanks,
Andrew

From: Quickfixn [mailto:quickfixn-bounces at lists.quickfixn.com] On Behalf Of Grant Birchmeier
Sent: Wednesday, September 02, 2015 11:12 AM
To: Mailing list for QuickFIX/n
Subject: Re: {{Quickfixn}} Errors with Repeating groups for Custom Message

First of all, this group structure makes little sense.  Your PartyIDs group doesn't contain anything besides the subgroup; why do the subgroups need to be wrapped in a PartyID group at all?  In fact, I could write an alternate msg definition that would be functionally identical to yours, but without the nesting:

<message name=
​"
CustomMessage" msgtype="U14" msgcat="app">
​    ​
<
​
field
n
ame="NoPartyIDs" required="Y"
​/​
>
​    ​
<group name="NoPartySubIDs" required="Y">
​        ​
<field name="PartySubID" required="Y" />
​        ​
<field name="PartySubIDType" required="Y" />
​    ​
</group>
</group>

Do you see what I mean?  The extra nesting doesn't give you anything.  Why have a Party without a PartyID?

As to the actual error:  I'm pretty sure the error is because QF/n is looking for a non-group field positioned at the start of NoPartyIDs (before the subgroup).  All group elements are required to include the first field of the definition (typically referred to as the "delimiter" field).

But your group definition doesn't have a first field -- the first field is a subgroup.  This is unlike all standard FIX groups.

I suppose, technically, you could argue that the engine is misbehaving because it's making wrong assumptions about your message -- it's looking for a delimiter field that your NoPartyIDs group doesn't actually define.  However, I'd argue instead that your group definition might be invalid: standard FIX groups don't look like this, so yours shouldn't either.

This definition would make more sense:

<message name="CustomMessage" msgtype="U14" msgcat="app">
​    ​
<
​group
 n
ame="NoPartyIDs" required="Y"
​​
>

<field name="PartyID" required="Y"/>
        <!-- add PartyIDSource and PartyRole too if you like -->
​    ​
<group name="NoPartySubIDs" required="Y">
​            ​
<field name="PartySubID" required="Y" />
​        ​
<field name="PartySubIDType" required="Y" />
​    ​
</group>
    </group>
</group>

​
Are you
​able to alter the
definitions
​ like I'm suggesting​
, or are you stuck working with a counterparty who is doing stupid things?
​


On Wed, Sep 2, 2015 at 8:09 AM, Mahlatse Mabotja <mmabotja at aospartner.com<mailto:mmabotja at aospartner.com>> wrote:
Hi All, I am having problems with my custom messages:

<message name=" CustomMessage " msgtype="U14" msgcat="app">
                                                <group name="NoPartyIDs" required="Y">
                                                                <group name="NoPartySubIDs" required="Y">
                                                                                <field name="PartySubID" required="Y" />
                                                                                <field name="PartySubIDType" required="Y" />
                                                                </group>
                                                </group>
…
</message>

My code :
var customMessage = new QuickFix.FIX44. CustomMessage ();

var partyId = new QuickFix.FIX44.CustomMessage.NoPartyIDsGroup();

                var partySubId = new QuickFix.FIX44. CustomMessage.NoPartyIDsGroup.NoPartySubIDsGroup();

                partySubId.PartySubID = new QuickFix.Fields.PartySubID(accountInfo.Account.getValue());

                partySubId.PartySubIDType = new QuickFix.Fields.PartySubIDType(0);

                partyId.AddGroup(partySubId);



                partySubId.PartySubIDType = new QuickFix.Fields.PartySubIDType(1);

                partySubId.PartySubID = new QuickFix.Fields.PartySubID("4AX");

                partyId.AddGroup(partySubId);

                customMessage.AddGroup(partyId);


The LogError

Message 1364 Rejected: Group 453's first entry does not start with delimiter 0 (Field=453)

The Message :

8=FIX.4.49=18735=U1434=150949=EXECUTOR52=20150902-13:06:19.64056=CLIENT1496=There was an error with the data specified10121=ReturnStatus10123=0453=1802=2523=41411803=0523=4AX803=110=080

Tag 453 has value one because only 1 NoPartIDsGroup has been defined, I am not sure what could be causing it.

Regards
Mahlatse Mabotja | Developer | Business solutions
Automated Outsourcing Services (Pty) Ltd

Office 011 561 6865 | Fax 011 388 1182 | Cell 076 733 8355
15 Philips Street | Ferndale | Randburg | South Africa | 2194
PO Box 4769 | Randburg | South Africa | 2125
www.aospartner.com<http://www.aospartner.com/>



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