{{Quickfixn}} Problem with sending orders
Mihkel Tali
mihkeltali at gmail.com
Tue Jul 12 23:20:41 PDT 2016
Hey,
Sorry that was the wrong log, this is another problem I'm having but I
think this is related to the broker becuase I have tried every order
possible there, but the right log is this one:
Send New Order: Type=Market Side=Buy Symbol=[USDJPY] Qty=[1] LimitPrice=[0]
TIF=Day
## ToApp: 8=FIX.4.4 9=171 35=D 34=6 49=NCY5090_TRADE_UAT
52=20160713-06:18:31.433 56=EXANTE_TRADE_UAT 11=091831396 21=1 22=111 38=1
40=1 48=USDJPY.E.FX 54=1 55=USDJPY 59=0 60=20160713-09:18:31.395 10=217
## ToAdmin: 8=FIX.4.4 9=150 35=3 34=7 49=NCY5090_TRADE_UAT
52=20160713-06:18:31.709 56=EXANTE_TRADE_UAT 45=6 58=Value is incorrect
(out of range) for this tag 371=22 372=8 373=5 10=014
Thanks,
Mihkel
On Wed, Jul 13, 2016 at 9:14 AM <quickfixn-request at lists.quickfixn.com>
wrote:
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> 2. Re: Quickfixn Digest, Vol 57, Issue 2 (brett at sitementor.com.au)
>
>
> ----------------------------------------------------------------------
>
> Message: 1
> Date: Wed, 13 Jul 2016 06:00:41 +0000
> From: Mihkel Tali <mihkeltali at gmail.com>
> To: quickfixn at lists.quickfixn.com
> Subject: Re: {{Quickfixn}} Quickfixn Digest, Vol 57, Issue 2
> Message-ID:
> <CANWVxmtGbEhPACUEnG=Ye0OnNszdHU=n=
> OORUJ5M9mdPCYCxdg at mail.gmail.com>
> Content-Type: text/plain; charset="utf-8"
>
> Hi,
> My message logs :
>
> ==OnLogon: FIX.4.4:NCY5090_TRADE_UAT->EXANTE_TRADE_UAT==
> ==OnLogon: FIX.4.4:NCY5090_FEED_UAT->EXANTE_FEED_UAT==
> ## ToApp: 8=FIX.4.4 9=153 35=V 34=2 49=NCY5090_FEED_UAT
> 52=20160713-05:56:39.022 56=EXANTE_FEED_UAT 262=7542 263=1 264=0 265=0
> 267=2 269=0 269=1 146=1 22=111 48=EUR/USD.E.FX 55=0 10=035
> ## ToApp: 8=FIX.4.4 9=153 35=V 34=3 49=NCY5090_FEED_UAT
> 52=20160713-05:56:39.054 56=EXANTE_FEED_UAT 262=7542 263=1 264=0 265=0
> 267=2 269=0 269=1 146=1 22=111 48=EUR/USD.E.FX 55=0 10=041
> ## FromAdmin: 8=FIX.4.4 9=139 35=3 34=2 49=EXANTE_FEED_UAT
> 52=20160713-05:56:38.576 56=NCY5090_FEED_UAT 45=2 58=Out of order repeating
> group members 371=22 372=V 373=15 10=229
> REJECT RECEIVED: 8=FIX.4.4 9=139 35=3 34=2 49=EXANTE_FEED_UAT
> 52=20160713-05:56:38.576 56=NCY5090_FEED_UAT 45=2 58=Out of order repeating
> group members 371=22 372=V 373=15 10=229
> ## FromAdmin: 8=FIX.4.4 9=139 35=3 34=3 49=EXANTE_FEED_UAT
> 52=20160713-05:56:38.578 56=NCY5090_FEED_UAT 45=3 58=Out of order repeating
> group members 371=22 372=V 373=15 10=233
> REJECT RECEIVED: 8=FIX.4.4 9=139 35=3 34=3 49=EXANTE_FEED_UAT
> 52=20160713-05:56:38.578 56=NCY5090_FEED_UAT 45=3 58=Out of order repeating
> group members 371=22 372=V 373=15 10=233
>
> I added it to the FIX44 file aswell right away, but it changed nothing and
> I'm using FIX 4.4.
>
> Thanks for all the help,
> Mihkel
>
> On Wed, Jul 13, 2016 at 1:09 AM <quickfixn-request at lists.quickfixn.com>
> wrote:
>
> > Send Quickfixn mailing list submissions to
> > quickfixn at lists.quickfixn.com
> >
> > To subscribe or unsubscribe via the World Wide Web, visit
> > http://lists.quickfixn.com/listinfo.cgi/quickfixn-quickfixn.com
> > or, via email, send a message with subject or body 'help' to
> > quickfixn-request at lists.quickfixn.com
> >
> > You can reach the person managing the list at
> > quickfixn-owner at lists.quickfixn.com
> >
> > When replying, please edit your Subject line so it is more specific
> > than "Re: Contents of Quickfixn digest..."
> >
> >
> > Today's Topics:
> >
> > 1. Problem with sending orders (Mihkel Tali)
> > 2. Re: Problem with sending orders (Stefano Facchetti - Arcoba Srl)
> > 3. Re: Problem with sending orders (Brett Bailey)
> > 4. Re: Problem with sending orders (Mike Gatny)
> >
> >
> > ----------------------------------------------------------------------
> >
> > Message: 1
> > Date: Tue, 12 Jul 2016 07:30:37 +0000
> > From: Mihkel Tali <mihkeltali at gmail.com>
> > To: quickfixn at lists.quickfixn.com
> > Subject: {{Quickfixn}} Problem with sending orders
> > Message-ID:
> > <CANWVxmtm4A=yHWkiFDc_7XGVz+Bvpd1SAwE3CnVY=
> > 6rm4gj+Gw at mail.gmail.com>
> > Content-Type: text/plain; charset="utf-8"
> >
> > Hi,
> > I'm relatively new to FIX protocol and just made my first interface/app.
> I
> > have a problem with sending orders, more specifically the broker that I'm
> > connecting to requires that to identify a symbol tags 48 and 22 be used
> as
> > well. When I try to send and order my app sends a toadmin message right
> > after the order message which has in it 58=Value is incorrect (out of
> > range) for this tag , referring to tag 22, but tag 22 is a constant value
> > of 111 which is required by the broker. What may be the problem?
> >
> > Thanks for your help,
> > Mihkel
> > -------------- next part --------------
> > An HTML attachment was scrubbed...
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> >
> http://lists.quickfixn.com/pipermail/quickfixn-quickfixn.com/attachments/20160712/136dfb02/attachment.html
> > >
> >
> > ------------------------------
> >
> > Message: 2
> > Date: Tue, 12 Jul 2016 09:37:36 +0200
> > From: Stefano Facchetti - Arcoba Srl <s.facchetti at arcoba.it>
> > To: Mailing list for QuickFIX/n <quickfixn at lists.quickfixn.com>
> > Subject: Re: {{Quickfixn}} Problem with sending orders
> > Message-ID: <52ab83cb-ccc1-448b-d0e6-9c1fce089791 at arcoba.it>
> > Content-Type: text/plain; charset="utf-8"; Format="flowed"
> >
> > Hi Mihkel,
> >
> > 1. What version of fix protocol are you using?
> > 2. Can you send us the message's log?
> > 3. The value 111 is not "valid" for tag 22 in standard fix spec , look
> > here: http://www.fixtradingcommunity.org/FIXimate/FIXimate3.0/
> >
> > Stefano.
> >
> > Il 12/07/2016 09:30, Mihkel Tali:
> > > Hi,
> > > I'm relatively new to FIX protocol and just made my first
> > > interface/app. I have a problem with sending orders, more specifically
> > > the broker that I'm connecting to requires that to identify a symbol
> > > tags 48 and 22 be used as well. When I try to send and order my app
> > > sends a toadmin message right after the order message which has in it
> > > 58=Value is incorrect (out of range) for this tag , referring to tag
> > > 22, but tag 22 is a constant value of 111 which is required by the
> > > broker. What may be the problem?
> > >
> > > Thanks for your help,
> > > Mihkel
> > >
> > >
> > > _______________________________________________
> > > Quickfixn mailing list
> > > Quickfixn at lists.quickfixn.com
> > > http://lists.quickfixn.com/listinfo.cgi/quickfixn-quickfixn.com
> >
> > -------------- next part --------------
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> > >
> >
> > ------------------------------
> >
> > Message: 3
> > Date: Tue, 12 Jul 2016 18:05:54 +1000
> > From: Brett Bailey <brett at sitementor.com.au>
> > To: Mailing list for QuickFIX/n <quickfixn at lists.quickfixn.com>
> > Subject: Re: {{Quickfixn}} Problem with sending orders
> > Message-ID: <68B6B5DC-4E60-4F4A-B4AF-220F7EF505F1 at sitementor.com.au>
> > Content-Type: text/plain; charset=us-ascii
> >
> > Can you post the full toadmin message? I had a few issues with certain
> > tags because I hadn't added my brokers specific requirements to the fix
> xml
> > file
> >
> > > On 12 Jul 2016, at 5:30 PM, Mihkel Tali <mihkeltali at gmail.com> wrote:
> > >
> > > Hi,
> > > I'm relatively new to FIX protocol and just made my first
> interface/app.
> > I have a problem with sending orders, more specifically the broker that
> I'm
> > connecting to requires that to identify a symbol tags 48 and 22 be used
> as
> > well. When I try to send and order my app sends a toadmin message right
> > after the order message which has in it 58=Value is incorrect (out of
> > range) for this tag , referring to tag 22, but tag 22 is a constant value
> > of 111 which is required by the broker. What may be the problem?
> > >
> > > Thanks for your help,
> > > Mihkel
> > > _______________________________________________
> > > Quickfixn mailing list
> > > Quickfixn at lists.quickfixn.com
> > > http://lists.quickfixn.com/listinfo.cgi/quickfixn-quickfixn.com
> >
> >
> >
> > ------------------------------
> >
> > Message: 4
> > Date: Tue, 12 Jul 2016 09:57:08 -0400
> > From: Mike Gatny <mgatny at connamara.com>
> > To: "Mailing list for QuickFIX/n" <quickfixn at lists.quickfixn.com>
> > Subject: Re: {{Quickfixn}} Problem with sending orders
> > Message-ID:
> > <CAA1-azNN+JNab2ShFP-7Wzq3uSviDaOzx0=
> > ZwzbH0rkU2-1H6A at mail.gmail.com>
> > Content-Type: text/plain; charset="utf-8"
> >
> > The IDSource (tag 22) field is defined as an enum in the DataDictionary,
> so
> > you need to update it to allow a value of "111".
> >
> > Add something like:
> >
> > <value enum="111" description="BROKER_XYZ"/>
> >
> >
> > To this section of your DataDictionary (using FIX42.xml as an example):
> >
> >
> >
> https://github.com/connamara/quickfixn/blob/master/spec/fix/FIX42.xml#L1676-1686
> >
> >
> > --
> > Mike Gatny
> > Connamara Systems, LLC
> >
> > On Tue, Jul 12, 2016 at 3:30 AM, Mihkel Tali <mihkeltali at gmail.com>
> wrote:
> >
> > > Hi,
> > > I'm relatively new to FIX protocol and just made my first
> interface/app.
> > I
> > > have a problem with sending orders, more specifically the broker that
> I'm
> > > connecting to requires that to identify a symbol tags 48 and 22 be used
> > as
> > > well. When I try to send and order my app sends a toadmin message right
> > > after the order message which has in it 58=Value is incorrect (out of
> > > range) for this tag , referring to tag 22, but tag 22 is a constant
> value
> > > of 111 which is required by the broker. What may be the problem?
> > >
> > > Thanks for your help,
> > > Mihkel
> > >
> > > _______________________________________________
> > > Quickfixn mailing list
> > > Quickfixn at lists.quickfixn.com
> > > http://lists.quickfixn.com/listinfo.cgi/quickfixn-quickfixn.com
> > >
> > >
> > -------------- next part --------------
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> > >
> >
> > ------------------------------
> >
> > Subject: Digest Footer
> >
> > _______________________________________________
> > Quickfixn mailing list
> > Quickfixn at lists.quickfixn.com
> > http://lists.quickfixn.com/listinfo.cgi/quickfixn-quickfixn.com
> >
> >
> > ------------------------------
> >
> > End of Quickfixn Digest, Vol 57, Issue 2
> > ****************************************
> >
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>
> ------------------------------
>
> Message: 2
> Date: Wed, 13 Jul 2016 16:13:47 +1000
> From: brett at sitementor.com.au
> To: Mailing list for QuickFIX/n <quickfixn at lists.quickfixn.com>
> Subject: Re: {{Quickfixn}} Quickfixn Digest, Vol 57, Issue 2
> Message-ID: <ea02168e89f3f29db36c60a7684751f8 at sitementor.com.au>
> Content-Type: text/plain; charset="utf-8"
>
> Could you post your xml file too.
>
> The error message has changed from "Value is incorrect (out of range)"
> for this tag to "Out of order repeating group members" after applying
> the xml change?
>
> Found this on another post: The correct send order is 55 48 22 Can you
> update your request to the order mentioned there and post your results.
>
> On 2016-07-13 16:00, Mihkel Tali wrote:
>
> > Hi,
> > My message logs :
> >
> > ==OnLogon: FIX.4.4:NCY5090_TRADE_UAT->EXANTE_TRADE_UAT==
> > ==OnLogon: FIX.4.4:NCY5090_FEED_UAT->EXANTE_FEED_UAT==
> > ## ToApp: 8=FIX.4.4 9=153 35=V 34=2 49=NCY5090_FEED_UAT
> 52=20160713-05:56:39.022 56=EXANTE_FEED_UAT 262=7542 263=1 264=0 265=0
> 267=2 269=0 269=1 146=1 22=111 48=EUR/USD.E.FX 55=0 10=035
> > ## ToApp: 8=FIX.4.4 9=153 35=V 34=3 49=NCY5090_FEED_UAT
> 52=20160713-05:56:39.054 56=EXANTE_FEED_UAT 262=7542 263=1 264=0 265=0
> 267=2 269=0 269=1 146=1 22=111 48=EUR/USD.E.FX 55=0 10=041
> > ## FromAdmin: 8=FIX.4.4 9=139 35=3 34=2 49=EXANTE_FEED_UAT
> 52=20160713-05:56:38.576 56=NCY5090_FEED_UAT 45=2 58=Out of order repeating
> group members 371=22 372=V 373=15 10=229
> > REJECT RECEIVED: 8=FIX.4.4 9=139 35=3 34=2 49=EXANTE_FEED_UAT
> 52=20160713-05:56:38.576 56=NCY5090_FEED_UAT 45=2 58=Out of order repeating
> group members 371=22 372=V 373=15 10=229
> > ## FromAdmin: 8=FIX.4.4 9=139 35=3 34=3 49=EXANTE_FEED_UAT
> 52=20160713-05:56:38.578 56=NCY5090_FEED_UAT 45=3 58=Out of order repeating
> group members 371=22 372=V 373=15 10=233
> > REJECT RECEIVED: 8=FIX.4.4 9=139 35=3 34=3 49=EXANTE_FEED_UAT
> 52=20160713-05:56:38.578 56=NCY5090_FEED_UAT 45=3 58=Out of order repeating
> group members 371=22 372=V 373=15 10=233
> >
> > I added it to the FIX44 file aswell right away, but it changed nothing
> and I'm using FIX 4.4.
> >
> > Thanks for all the help,
> > Mihkel
> >
> > On Wed, Jul 13, 2016 at 1:09 AM <quickfixn-request at lists.quickfixn.com>
> wrote:
> >
> >> Send Quickfixn mailing list submissions to
> >> quickfixn at lists.quickfixn.com
> >>
> >> To subscribe or unsubscribe via the World Wide Web, visit
> >> http://lists.quickfixn.com/listinfo.cgi/quickfixn-quickfixn.com
> >> or, via email, send a message with subject or body 'help' to
> >> quickfixn-request at lists.quickfixn.com
> >>
> >> You can reach the person managing the list at
> >> quickfixn-owner at lists.quickfixn.com
> >>
> >> When replying, please edit your Subject line so it is more specific
> >> than "Re: Contents of Quickfixn digest..."
> >>
> >> Today's Topics:
> >>
> >> 1. Problem with sending orders (Mihkel Tali)
> >> 2. Re: Problem with sending orders (Stefano Facchetti - Arcoba Srl)
> >> 3. Re: Problem with sending orders (Brett Bailey)
> >> 4. Re: Problem with sending orders (Mike Gatny)
> >>
> >> ----------------------------------------------------------------------
> >>
> >> Message: 1
> >> Date: Tue, 12 Jul 2016 07:30:37 +0000
> >> From: Mihkel Tali <mihkeltali at gmail.com>
> >> To: quickfixn at lists.quickfixn.com
> >> Subject: {{Quickfixn}} Problem with sending orders
> >> Message-ID:
> >> <CANWVxmtm4A=yHWkiFDc_7XGVz+Bvpd1SAwE3CnVY=6rm4gj+Gw at mail.gmail.com>
> >> Content-Type: text/plain; charset="utf-8"
> >>
> >> Hi,
> >> I'm relatively new to FIX protocol and just made my first
> interface/app. I
> >> have a problem with sending orders, more specifically the broker that
> I'm
> >> connecting to requires that to identify a symbol tags 48 and 22 be used
> as
> >> well. When I try to send and order my app sends a toadmin message right
> >> after the order message which has in it 58=Value is incorrect (out of
> >> range) for this tag , referring to tag 22, but tag 22 is a constant
> value
> >> of 111 which is required by the broker. What may be the problem?
> >>
> >> Thanks for your help,
> >> Mihkel
> >> -------------- next part --------------
> >> An HTML attachment was scrubbed...
> >> URL: <
> http://lists.quickfixn.com/pipermail/quickfixn-quickfixn.com/attachments/20160712/136dfb02/attachment.html
> >
> >>
> >> ------------------------------
> >>
> >> Message: 2
> >> Date: Tue, 12 Jul 2016 09:37:36 +0200
> >> From: Stefano Facchetti - Arcoba Srl <s.facchetti at arcoba.it>
> >> To: Mailing list for QuickFIX/n <quickfixn at lists.quickfixn.com>
> >> Subject: Re: {{Quickfixn}} Problem with sending orders
> >> Message-ID: <52ab83cb-ccc1-448b-d0e6-9c1fce089791 at arcoba.it>
> >> Content-Type: text/plain; charset="utf-8"; Format="flowed"
> >>
> >> Hi Mihkel,
> >>
> >> 1. What version of fix protocol are you using?
> >> 2. Can you send us the message's log?
> >> 3. The value 111 is not "valid" for tag 22 in standard fix spec , look
> >> here: http://www.fixtradingcommunity.org/FIXimate/FIXimate3.0/
> >>
> >> Stefano.
> >>
> >> Il 12/07/2016 09:30, Mihkel Tali:
> >>> Hi,
> >>> I'm relatively new to FIX protocol and just made my first
> >>> interface/app. I have a problem with sending orders, more specifically
> >>> the broker that I'm connecting to requires that to identify a symbol
> >>> tags 48 and 22 be used as well. When I try to send and order my app
> >>> sends a toadmin message right after the order message which has in it
> >>> 58=Value is incorrect (out of range) for this tag , referring to tag
> >>> 22, but tag 22 is a constant value of 111 which is required by the
> >>> broker. What may be the problem?
> >>>
> >>> Thanks for your help,
> >>> Mihkel
> >>>
> >>>
> >>> _______________________________________________
> >>> Quickfixn mailing list
> >>> Quickfixn at lists.quickfixn.com
> >>> http://lists.quickfixn.com/listinfo.cgi/quickfixn-quickfixn.com
> >>
> >> -------------- next part --------------
> >> An HTML attachment was scrubbed...
> >> URL: <
> http://lists.quickfixn.com/pipermail/quickfixn-quickfixn.com/attachments/20160712/8baf39da/attachment-0001.htm
> >
> >>
> >> ------------------------------
> >>
> >> Message: 3
> >> Date: Tue, 12 Jul 2016 18:05:54 +1000
> >> From: Brett Bailey <brett at sitementor.com.au>
> >> To: Mailing list for QuickFIX/n <quickfixn at lists.quickfixn.com>
> >> Subject: Re: {{Quickfixn}} Problem with sending orders
> >> Message-ID: <68B6B5DC-4E60-4F4A-B4AF-220F7EF505F1 at sitementor.com.au>
> >> Content-Type: text/plain; charset=us-ascii
> >>
> >> Can you post the full toadmin message? I had a few issues with certain
> tags because I hadn't added my brokers specific requirements to the fix xml
> file
> >>
> >>> On 12 Jul 2016, at 5:30 PM, Mihkel Tali <mihkeltali at gmail.com> wrote:
> >>>
> >>> Hi,
> >>> I'm relatively new to FIX protocol and just made my first
> interface/app. I have a problem with sending orders, more specifically the
> broker that I'm connecting to requires that to identify a symbol tags 48
> and 22 be used as well. When I try to send and order my app sends a toadmin
> message right after the order message which has in it 58=Value is incorrect
> (out of range) for this tag , referring to tag 22, but tag 22 is a constant
> value of 111 which is required by the broker. What may be the problem?
> >>>
> >>> Thanks for your help,
> >>> Mihkel
> >>> _______________________________________________
> >>> Quickfixn mailing list
> >>> Quickfixn at lists.quickfixn.com
> >>> http://lists.quickfixn.com/listinfo.cgi/quickfixn-quickfixn.com
> >>
> >> ------------------------------
> >>
> >> Message: 4
> >> Date: Tue, 12 Jul 2016 09:57:08 -0400
> >> From: Mike Gatny <mgatny at connamara.com>
> >> To: "Mailing list for QuickFIX/n" <quickfixn at lists.quickfixn.com>
> >> Subject: Re: {{Quickfixn}} Problem with sending orders
> >> Message-ID:
> >> <CAA1-azNN+JNab2ShFP-7Wzq3uSviDaOzx0=ZwzbH0rkU2-1H6A at mail.gmail.com>
> >> Content-Type: text/plain; charset="utf-8"
> >>
> >> The IDSource (tag 22) field is defined as an enum in the
> DataDictionary, so
> >> you need to update it to allow a value of "111".
> >>
> >> Add something like:
> >>
> >> <value enum="111" description="BROKER_XYZ"/>
> >>
> >> To this section of your DataDictionary (using FIX42.xml as an example):
> >>
> >>
> https://github.com/connamara/quickfixn/blob/master/spec/fix/FIX42.xml#L1676-1686
> >>
> >> --
> >> Mike Gatny
> >> Connamara Systems, LLC
> >>
> >> On Tue, Jul 12, 2016 at 3:30 AM, Mihkel Tali <mihkeltali at gmail.com>
> wrote:
> >>
> >>> Hi,
> >>> I'm relatively new to FIX protocol and just made my first
> interface/app. I
> >>> have a problem with sending orders, more specifically the broker that
> I'm
> >>> connecting to requires that to identify a symbol tags 48 and 22 be
> used as
> >>> well. When I try to send and order my app sends a toadmin message right
> >>> after the order message which has in it 58=Value is incorrect (out of
> >>> range) for this tag , referring to tag 22, but tag 22 is a constant
> value
> >>> of 111 which is required by the broker. What may be the problem?
> >>>
> >>> Thanks for your help,
> >>> Mihkel
> >>>
> >>> _______________________________________________
> >>> Quickfixn mailing list
> >>> Quickfixn at lists.quickfixn.com
> >>> http://lists.quickfixn.com/listinfo.cgi/quickfixn-quickfixn.com
> >>>
> >>>
> >> -------------- next part --------------
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> >>
> >> ------------------------------
> >>
> >> Subject: Digest Footer
> >>
> >> _______________________________________________
> >> Quickfixn mailing list
> >> Quickfixn at lists.quickfixn.com
> >> http://lists.quickfixn.com/listinfo.cgi/quickfixn-quickfixn.com
> >>
> >> ------------------------------
> >>
> >> End of Quickfixn Digest, Vol 57, Issue 2
> >> ****************************************
> >
> > _______________________________________________
> > Quickfixn mailing list
> > Quickfixn at lists.quickfixn.com
> > http://lists.quickfixn.com/listinfo.cgi/quickfixn-quickfixn.com
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