{{Quickfixn}} Getting Trade Capture Report after sending Trade Capture Report Request
Annal SHRESTHA
annalshrestha at gmail.com
Tue Nov 22 07:16:06 PST 2016
Hi Grant
Do you have any suggestions?
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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