{{Quickfixn}} Tag 167=MLEG rejected on MultiLeg order at Interactive Brokers

[Grant Birchmeier]

The answer you got on StackOverflow is on the right track.
http://stackoverflow.com/questions/32440276/quickfix-multileg-order-rejected-on-tag-167-set-to-mleg-at-interactive-brokers

It's not unusual for firms to tweak (or majorly overhaul) the standard
DataDictionary, and you need to make sure that your local DD xml file
matches what they are expecting.  It appears your counterparty is taking a
field/message added to FIX 4.3+ and back-porting it into 4.2.  I've
definitely seen that done a few times before.

The DD xml file layout is pretty simple.  If you haven't read over this
page, please check it out:
http://quickfixn.org/tutorial/custom-fields-groups-and-messages.html
(apologies if I sent it to you already; I can't remember)

-Grant



On Mon, Sep 7, 2015 at 9:36 AM, Jeff S. <jeff at alphafinhk.com> wrote:

> Francis,
>
>
>
> Thanks and good suggestion.  I will go through carefully and see if I am
> missing anything.
>
> I did have one go with the broker and I thought I vetted it all but I’m
> just not sure.
>
> I’m using the repeating group and it seems to be adding the right thing
> for the legs but
>
> the example in the doc is a bit different (option vs future instead of a
> pair of stocks).
>
>
>
> Thanks,
> Jeff
>
>
>
> *From:* Francis Gingras [mailto:francis at tradeintegration.com]
> *Sent:* Monday, September 07, 2015 10:21 PM
> *To:* Jeff S.; Mailing list for QuickFIX/n
> *Subject:* Re: {{Quickfixn}} Tag 167=MLEG rejected on MultiLeg order at
> Interactive Brokers
>
>
>
> Hi Jeff,
>
> That's not a very useful rejection message from IB. I don't see anything
> wrong with field 167. Since the rejection comes from their side, I would
> look at the other fields and make sure all required tags are in your AB
> message.
>
> Best regards,
>
> Francis Gingras
>
>
> __________________________________
> Monday, September 7, 2015, 10:05:25 AM, Jeff wrote:
>
>
>
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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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