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

[Annal SHRESTHA]

Yes that's what I need.


Sent from my iPhone

> On Nov 18, 2016, at 4:37 PM, Grant Birchmeier <gbirchmeier at connamara.com> wrote:
> 
> 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("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
>>>>> 
>>>>> _______________________________________________
>>>>> 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
> _______________________________________________
> Quickfixn mailing list
> Quickfixn at lists.quickfixn.com
> http://lists.quickfixn.com/listinfo.cgi/quickfixn-quickfixn.com
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