{{Quickfixn}} Getting Trade Capture Report after sending Trade Capture Report Request
Annal Shrestha
annalshrestha at gmail.com
Wed Nov 23 08:27:11 PST 2016
Hi Grant,
Suggestion on how to crack and extract from TradeCaptureReport..
Currently i can get here
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);
}
But i cannot get to below function.
public void OnMessage(QuickFix.FIX44.TradeCaptureReport m, SessionID s)
{
Console.WriteLine("Received Trade Capture Report:" +
m.TradeReportID.ToString());
}
On Wed, Nov 23, 2016 at 8:54 AM, Grant Birchmeier <gbirchmeier at connamara.com
> wrote:
> 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());
>>>>>>>
>>>>>>> }
>>>>>>>
>>>>>>> _______________________________________________
>>>>>>> Quickfixn mailing list
>>>>>>> Quickfixn at lists.quickfixn.com
>>>>>>> http://lists.quickfixn.com/listinfo.cgi/quickfixn-quickfixn.com
>>>>>>>
>>>>>>>
>>>>>>
>>>>>>
>>>>>> --
>>>>>> 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
>>>>>>
>>>>>>
>>>>>
>>>>> _______________________________________________
>>>>> Quickfixn mailing list
>>>>> Quickfixn at lists.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
>>>>
>>>>
>>>
>>> _______________________________________________
>>> 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
>>
>> _______________________________________________
>> Quickfixn mailing list
>> Quickfixn at lists.quickfixn.com
>> http://lists.quickfixn.com/listinfo.cgi/quickfixn-quickfixn.com
>>
>>
>> _______________________________________________
>> Quickfixn mailing list
>> Quickfixn at lists.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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