{{Quickfixn}} Group 702's first entry does not start with delimeter 704.

Igor Kalganov ikalganov at outlook.com
Sat Jul 30 03:05:23 PDT 2016


Thank you, the second solution is right for me, because the broker sends always NoPositions = 1
Regards,Igor

From: mgatny at connamara.com
Date: Fri, 29 Jul 2016 13:41:48 -0400
To: quickfixn at lists.quickfixn.com
Subject: Re: {{Quickfixn}} Group 702's first entry does not start with delimeter 704.

Igor,
The typical delimiter for NoPositions is PosType (tag 703), which works around the fact that the group might only contain 702 or 704.  The simplest work-around is to ask your broker to send tag 703.  The only other work-around I can think of is: if your broker is only ever going to send NoPositions=1, you could maybe change the DataDictionary to treat NoPositions, LongQty, and ShortQty as if they are regular fields (not repeating group fields).  In your DataDictionary, you would change the PositionReport message definition to have this:
<field name='NoPositions' required='N' /><field name='LongQty' required='N' /><field name='ShortQty' required='N' /><field name='PosQtyStatus' required='N' />
Not this:
<component name='PositionQty' required='Y' />
p.s. Google translate worked very well -- hopefully it works the other way too :)--Mike Gatny
Connamara Systems, LLC

On Thu, Jul 28, 2016 at 5:54 AM, Igor Kalganov <ikalganov at outlook.com> wrote:






Hello,
I develop a client application to the stock exchange. Data exchange takes place on the FIX protocol. I use the library QuickFix.Net.
When you receive a message PositionReport a deviation message. The documentation NoPositions broker has the following format:
702 NoPositions - required=Y
704 LongPos - required=N
705 ShortPos - required=N.
DataDictionary configured as follows:
<group name="NoPositions" required="Y">
        <field name="LongQty" required="N" />
        <field name="ShortQty" required="N" />
</group>
If the position for Buy comes from a broker:
702=1|704=1000
then there is no problem.
If the broker's position comes to Sell:
702=1|705=1000
an error occurs and the message is rejected:
Group 702's first entry does not start with delimeter 704.
Please tell me how to fix this error.
P.S. Sorry for my translation via Google.Translate :)​Regards,Igor




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