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

[Grant Birchmeier]

TrdType is not found in TradeCaptureReportRequestAck.

I'm guessing you actually mean to crack and extract from TradeCaptureReport.

On Fri, Nov 18, 2016 at 5:16 PM, Annal Shrestha <annalshrestha at gmail.com>
wrote:

> 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_PLU
>>>>> S_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
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>>>>
>>>
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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
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