{{Quickfixn}} ValidateUserDefinedFields=N does not work

[Timbaliuc, Veaceslav]

Hi Grant,

Thanks a lot for your reply, it was very clear. My problem was that I hadn’t defined tag 1003 in my data dictionary for that connection. I mistakenly thought that setting ValidateUserDefinedFields=N would mean I wouldn’t have to do this, but that flag only applies to tags 5000-9999. I have since defined tag 1003 in my DD, and added it the message I was expecting it to be in (trade capture report). Everything works well now. I previously read your whole email and understood this, but unfortunately I did not make myself clear about that conclusion in my previous email.

Best Regards,
Veaceslav

From: Quickfixn [mailto:quickfixn-bounces at lists.quickfixn.com] On Behalf Of Grant Birchmeier
Sent: Thursday, March 17, 2016 10:57 PM
To: Mailing list for QuickFIX/n
Subject: Re: {{Quickfixn}} ValidateUserDefinedFields=N does not work

No, that is not correct, actually.  I feel like you only read the first half of my email.  The solution to your problem was in the second half.

5000-9999 only means that these values will not be used by the official FIX spec fields.  Counterparties are free to invent fields and assign them to those tags.  Aside from that, they are just like any other field.  This whole concept has nothing to do with your actual problem.

The real takeaway here is that your DataDictionary xml file must be updated to match the interface you are trying to connect to.  As I said before, you are getting "tag not defined" because your data dictionary does not have 1003 defined in it, or 1003 is not specified as belonging to message type AE in your DD.   This is your problem!!!

Again, have you read http://quickfixn.org/tutorial/custom-fields-groups-and-messages.html ?

You MUST understand the DD xml file.  You MUST make sure it matches your counterparty's connection.  You need to learn this right now to be a successful FIX developer.

In practice, the ValidateUserDefinedFields setting is pretty dumb; if your DD is correct, there is no reason for this to be =N.

After you have read the If you have any questions about the DD, please ask.

-Grant


On Thu, Mar 17, 2016 at 4:25 PM, Timbaliuc, Veaceslav <Veaceslav.Timbaliuc at cibc.com<mailto:Veaceslav.Timbaliuc at cibc.com>> wrote:
Hi Grant,

Thank you for your reply. I was not aware that 5000-9999 was reserved for UserDefinedFields. Now my issue makes complete sense. So, I have to to have all fields under 5000 in my data dictionary if the FIX message I’m received has them.

Regards,
Veaceslav

From: Quickfixn [mailto:quickfixn-bounces at lists.quickfixn.com<mailto:quickfixn-bounces at lists.quickfixn.com>] On Behalf Of Grant Birchmeier
Sent: Thursday, March 17, 2016 4:38 PM
To: Mailing list for QuickFIX/n
Subject: Re: {{Quickfixn}} ValidateUserDefinedFields=N does not work

That's not what UserDefinedFields means.

Per FIX spec, tag numbers 5000-9999 are reserved for UserDefinedFields.  Tag 58, of course, is outside of that range, and is a standard FIX field that is definitely not user-defined.

You are getting "tag not defined" because your data dictionary does not have 1003 defined in it, or 1003 is not specified as belonging to message type AE.

Have you read http://quickfixn.org/tutorial/custom-fields-groups-and-messages.html ?

On Thu, Mar 17, 2016 at 3:22 PM, Timbaliuc, Veaceslav <Veaceslav.Timbaliuc at cibc.com<mailto:Veaceslav.Timbaliuc at cibc.com>> wrote:
Hello,

When I set ValidateUserDefinedFields=N in my configuration file, QuickFix\N seems to ignore this. I am writing an initiator, then when I do a trade on a fix session, my initiator sends a 35=3 message, with 58=Tag not defined for this message type371=1003372=AE373=2.

Why am I getting “tag not defined messages”? I thought that was the point of ValidateUserDefinedFields? Has anyone ever run into this problem?

Best Regards,

Veaceslav Timbaliuc
Advisory Application Developer
Global Derivatives Technology
CIBC - Wholesale Banking Technology
Tel: 416-304-2327<tel:416-304-2327>
veaceslav.timbaliuc at cibc.com<mailto:veaceslav.timbaliuc at cibc.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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--
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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