{{Quickfixn}} Getting Trade Capture Report after sending Trade Capture Report Request

[Grant Birchmeier]

Check your log.  I'm sure you ARE getting the message, but your engine is
rejecting it, because the fields are invalid according to your DD.
 (Specifically: Your message includes fields that your DD does not expect.)

If you are not passing a FileLogFactory into your Application, do it.
Message logs are the single most important thing you need to diagnose
problems.  Get comfortable reading raw FIX messages.

I'm confident that your problem is because you have not changed your
DataDictionary XML file to match the counterparty's specifications.  They
have certainly added a bunch of custom fields to their messages that your
engine will not know about unless you add them to your DD.

On Tue, Nov 15, 2016 at 12:18 PM, Annal Shrestha <annalshrestha at gmail.com>
wrote:

> HI,
> I sent the TradecaptureRequest to ICE as below and received the
> Acknowledgement. Now i am not sure how to get the TradeCaptureReport sent
> by ICE. Any help would be appreciated.
>
>
>
>  private void QueryTradeCaptureReport()
>         {
>                DateTime dt = new DateTime(2016,11,01);
>                DateTime dt_end = new DateTime(2016, 11, 12);
>
>             QuickFix.FIX44.TradeCaptureReportRequest tradeReport = new
> QuickFix.FIX44.TradeCaptureReportRequest();
>             tradeReport.SetField(new TradeRequestID("100"));
>             tradeReport.SetField(new TradeRequestType(0));
>             tradeReport.SetField(new SubscriptionRequestType('0'));
>
>             tradeReport.SetField(new TransactTime(dt));
>             tradeReport.SetField(new TradeDate(dt.ToString("yyyyMMdd")));
>             tradeReport.SubscriptionRequestType = new
> SubscriptionRequestType(SubscriptionRequestType.SNAPSHOT_PLUS_UPDATES);
>             Session.SendToTarget(tradeReport, _session.SessionID);
>         }
>
> public void OnMessage(QuickFix.FIX44.TradeCaptureReportRequestAck m,
> SessionID s)
>         {
>             Console.WriteLine("Received Trade Capture Report ACK:"+
> m.TradeRequestResult.ToString());
>
>             Console.WriteLine(m.TradeRequestStatus);
>         }
>
> public void OnMessage(QuickFix.FIX44.TradeCaptureReport m, SessionID s)
> {
> Console.WriteLine("Received Trade Capture Report:" +
> m.TradeReportID.ToString());
>
> }
>
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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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