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

[Grant Birchmeier]

About what?

What are you still confused about?


On Tue, Nov 22, 2016 at 9:16 AM, Annal SHRESTHA <annalshrestha at gmail.com>
wrote:

> 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("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
>>>>> Quickfixn at lists.quickfixn.com
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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
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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
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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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