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

[Grant Birchmeier]

Yes.

http://quickfixn.org/tutorial/custom-fields-groups-and-messages.html

Note the part about repeating groups.  That part totally applies to your
situation.

On Tue, Nov 15, 2016 at 12:53 PM, Annal Shrestha <annalshrestha at gmail.com>
wrote:

> 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("yyyyMMd
>>> d")));
>>>             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());
>>>
>>> }
>>>
>>> _______________________________________________
>>> Quickfixn mailing list
>>> Quickfixn at lists.quickfixn.com
>>> http://lists.quickfixn.com/listinfo.cgi/quickfixn-quickfixn.com
>>>
>>>
>>
>>
>> --
>> Grant Birchmeier
>> *Connamara Systems, LLC*
>> *Made-To-Measure Trading Solutions.*
>> Exactly what you need. No more. No less.
>> http://connamara.com
>>
>> _______________________________________________
>> Quickfixn mailing list
>> Quickfixn at lists.quickfixn.com
>> http://lists.quickfixn.com/listinfo.cgi/quickfixn-quickfixn.com
>>
>>
>
> _______________________________________________
> Quickfixn mailing list
> Quickfixn at lists.quickfixn.com
> http://lists.quickfixn.com/listinfo.cgi/quickfixn-quickfixn.com
>
>


-- 
Grant Birchmeier
*Connamara Systems, LLC*
*Made-To-Measure Trading Solutions.*
Exactly what you need. No more. No less.
http://connamara.com
-------------- next part --------------
An HTML attachment was scrubbed...
URL: <http://lists.quickfixn.com/pipermail/quickfixn-quickfixn.com/attachments/20161115/67c6b5af/attachment-0002.htm>