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

[Grant Birchmeier]

What do you mean "recommends"?  Do they accept different FIX versions?
That's very weird.

Do they not have documentation?

I tried Googling and I found this page... where if you click the "CTFI FIX"
tab you get a broken link.  *Nice.*
https://www.interactivebrokers.com/en/index.php?f=api&p=bn





On Wed, Sep 9, 2015 at 10:14 AM, Jeff S. <jeff at alphafinhk.com> wrote:

> Grant – Thanks for the links.  What you’re saying makes sense.  IB
> recommends 4.2 but that doesn’t
>
> include the MultiLeg defs…but when I use 4.3, I get these 58=”Unsupported
> type” errors….no idea
>
> what “type” tag it’s referring to….anyhow…I’ll plow on and maybe be able
> to help the next guy that
>
> comes along…
>
>
>
> Someone else suggested I just get them
>
> to send me a log with a message that worked to emulate….biggest problem is
> just getting these guys to
>
> respond to emails….
>
>
>
>
>
>
>
> Thanks,
>
> Jeff
>
>
>
> *From:* Quickfixn [mailto:quickfixn-bounces at lists.quickfixn.com] *On
> Behalf Of *Grant Birchmeier
> *Sent:* Tuesday, September 08, 2015 11:13 PM
> *To:* Mailing list for QuickFIX/n
> *Cc:* Francis Gingras
>
> *Subject:* Re: {{Quickfixn}} Tag 167=MLEG rejected on MultiLeg order at
> Interactive Brokers
>
>
>
> 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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>
>


-- 
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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