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

Annal Shrestha annalshrestha at gmail.com
Fri Nov 18 15:16:50 PST 2016


Hi,
Now i am able to get the message back from ICE, however when i use the
Getfield method, i get Tag  not found error. I have verified that the field
exists in Fix44.xml fle. I am using below code to get the field value.
I can get the TradeRequestID but not other fields. It gives me "cracker
exceptions" field not found for tag error.


     public void OnMessage(QuickFix.FIX44.TradeCaptureReportRequestAck m,
SessionID s)
        {

            string TradeRequestID = m.GetField(new
TradeRequestID()).ToString();
            string TrdType = m.GetField(new TrdType()).ToString();

            Console.WriteLine(TrdType);


        }






On Tue, Nov 15, 2016 at 12:09 PM, Grant Birchmeier <
gbirchmeier at connamara.com> wrote:

> 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());
>>>>
>>>> }
>>>>
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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
>>>
>>> _______________________________________________
>>> Quickfixn mailing list
>>> Quickfixn at lists.quickfixn.com
>>> http://lists.quickfixn.com/listinfo.cgi/quickfixn-quickfixn.com
>>>
>>>
>>
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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
>
> _______________________________________________
> Quickfixn mailing list
> Quickfixn at lists.quickfixn.com
> http://lists.quickfixn.com/listinfo.cgi/quickfixn-quickfixn.com
>
>
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