{{Quickfixn}} Getting Trade Capture Report after sending Trade Capture Report Request
Annal Shrestha
annalshrestha at gmail.com
Wed Nov 23 09:47:41 PST 2016
Thanks Grant,
I found that some of the tags were missing in the xml file. Now i am able
to get the message. Thanks for your guidance.
On Wed, Nov 23, 2016 at 9:46 AM, Grant Birchmeier <gbirchmeier at connamara.com
> wrote:
> As I said before, your OnMessage(TCRRA) is failing because TrdType is not
> in that message. You can't get apple juice from an orange. You should be
> seeing TagNotFoung errors, because your code is doing wrong things.
>
> Yes, you do need an OnMessage(TCR). That's where you'll find TrdType. If
> you receive a TCR, this function will be triggered.
>
>
>
> On Wed, Nov 23, 2016 at 10:27 AM, Annal Shrestha <annalshrestha at gmail.com>
> wrote:
>
>> 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
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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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>>>>
>>>>
>>>
>>>
>>> --
>>> 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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