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

[Jeff S.]

Francis, Grant

 

Thanks for the support.   FYI, after analysing my message the broker came back

with several tag values to include specific to MultiLeg orders.  We are working

our way through these that, even with the docs, would have been difficult to suss

out.  If anyone comes after us doing IB/MLEG orders we should be in a position

to help out.  Not 100% there yet but making progress.

 

At the moment, my current quandary is how to correctly set the LegRatioQty (tag 624)

value for each leg relative to the OrderQty for the combo (tag 38).  If anyone has an

idea on that, it may be our last hurdle.

 

Cheers,

Jeff  

 

 

From: Quickfixn [mailto:quickfixn-bounces at lists.quickfixn.com] On Behalf Of Grant Birchmeier
Sent: Thursday, September 10, 2015 12:25 AM
To: Mailing list for QuickFIX/n
Subject: Re: {{Quickfixn}} Tag 167=MLEG rejected on MultiLeg order at Interactive Brokers

 

You need to find that doc that Francis is referring to.  I think you won't truly see what you are missing until you have it.

 

On Wed, Sep 9, 2015 at 11:18 AM, Jeff S. <jeff at alphafinhk.com> wrote:

Francis – Thanks for that clue.  At the moment, I am using the 3.5 DD.  Would that not

have all the tags required?

 

Jeff

 

From: Quickfixn [mailto:quickfixn-bounces at lists.quickfixn.com] On Behalf Of Francis Gingras
Sent: Wednesday, September 09, 2015 11:49 PM
To: Mailing list for QuickFIX/n
Subject: Re: {{Quickfixn}} Tag 167=MLEG rejected on MultiLeg order at Interactive Brokers

 

The IB FIX manual does have a 35=AB message example on page 42 and the docs have detailed tag information. You need to make sure your QF xml dictionary file contains all these fields. The 'type' rejection you received could mean many things but the first thing I would look at is whether you are missing any tags in your AB request.



Francis

__________________________________
Wednesday, September 9, 2015, 11:37:08 AM, Grant wrote:

	
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> https://www.interactivebrokers.com/en/index.php?f=api&p=bn





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

 


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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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