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

[Annal Shrestha]

I have not changed the Data Dictionary. Does DD need to have all the fields
tat counterparty provides?


On Tue, Nov 15, 2016 at 11:24 AM, Grant Birchmeier <
gbirchmeier at connamara.com> wrote:

> 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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