{{Quickfixn}} issues supporting TradeCaptureReport and TradeCaptureReportAck in the new QuickFix.dll

Mike Gatny mgatny at connamara.com
Mon Aug 8 06:35:38 PDT 2016


>
> In the quick fix DLLs I’ve previously used (quickfix_net.dll and
> quickfix_net_messages.dll) there was an option to define and use the
> message types
>
> *QuickFix.42.TradeCaptureReport* , *QuickFix.42.TradeCaptureReportAck.*
>

What did you do to define and use them previously?

The TradeCaptureReport-related messages were not introduced until FIX.4.4,
so we do not generate them by default.  If you would like to generate them,
you can define them in 'spec/fix/FIX42.xml' and re-run the code generator
(instructions are in the README).  Note that "components" were also
introduced in FIX.4.4, so if you cut/paste the TradeCaptureReport-related
messages into FIX42.xml, you will need to cut/paste the "components"
section of FIX44.xml over as well.

>
--
Mike Gatny
Connamara Systems, LLC

On Mon, Aug 8, 2016 at 8:51 AM, Rechister, Alex <Alex.Rechister at itg.com>
wrote:

> Hello QuickFix team,
>
>
>
> I’m trying to build an application that uses Fix 4.2 protocol for sending
> and receiving TradeCaptureReportAck and TradeCaptureReport messages.
>
In the quick fix DLLs I’ve previously used (quickfix_net.dll and
> quickfix_net_messages.dll) there was an option to define and use the
> message types
>
> *QuickFix.42.TradeCaptureReport* , *QuickFix.42.TradeCaptureReportAck.*
>


>
> Since I’ve switched to use the new wrapper DLL (QuickFix.DLL newest
> version 1.7), I don’t have the ability to use TradeCaptureReport or
> TradeCaptureReportAck message types with protocol 4.2 anymore, but only
> with other FIX protocols  like 4.3, 4.4, 5.0.
>
>
>
> My questions are –
>
> 1.       Are you aware of this issue?
>
> 2.       What can be done in order to be able to use these types of
> messages with this DLL, given the fact that I don’t want to use the old DLL
> which did support them anymore?
>
>
>
> Your help will be highly appreciated.
>
>
>
> Many Thanks,
>
>
>
> *Alex Rechister* | Senior Software Engineer, Gate
>
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