{{Quickfixn}} Quickfixn Digest, Vol 63, Issue 4
James Riehl
pete.riehl at gmail.com
Wed Jan 25 05:34:51 PST 2017
Yes, that is the gist of it.
Fix is meant to deliver and send a number of different types of message types, (take a look at your data dictionary to get an idea of the breadth of messages). This request will subscribe your client to receive subsequent trade messages. (It may even deliver those that were queued up since your last request/message acknowledgment. Depending on provider setup)
Sent from my iPhone
> On Jan 25, 2017, at 07:17, Kunal CHANGELA <kunal.changela at us.bnpparibas.com> wrote:
>
> Hi
>
> Thanks for the reply. I have the FINRA message specs so will check that out.
>
> Just to confirm, I want to be receiving a stream of messages as they get sent. You are saying to receive this stream after starting the initiator I need to perform a TradeCaptureReportRequest? Then on the inbound message handler I will start getting TCRs as they get sent?
>
> Thanks
> Ku
>
>
>
> Sent from my mobile device
>
> From: Quickfixn on behalf of Mihkel Tali
> Sent: 25 January 2017 03:17:25
> To: quickfixn at lists.quickfixn.com
> Subject: Re: {{Quickfixn}} Quickfixn Digest, Vol 63, Issue 4
>
> Hi Kunal,
>
> To get a TradeCaptureReport you must first send a TradeCaptureReportRequest, which is message type AD.
>
> What you did was resend all the messages with sequence no 1-20, which if you look at the sequence no tag (34), you don't have that many. Why you got the reject was that in the data dictionary file FIX4.4 you have the tag 55(symbol) set as a required tag for these messages. From that file you can alter which tags are necessary in which messages (on your side) and which tags the application recognizes when sent or sending. And when you have a tag missing or in some cases of rejection, your side will automatically log out.
>
> I would suggest you first contact your broker, most brokers (at least the ones i have worked with) have FIX specification sheets, where they bring out which messages they support, what they expect in different kinds of messages (i.e. which tags have to be there, which are optional etc.), what kind of data they send back in messages and so on. Getting familiar with that will help you better understand which messages you should send for what data. Also you can check out http://www.onixs.biz/fix-dictionary/4.4/fields_by_tag.html which is basically a FIX dictionary made easy, there you can check out which tag number corresponds to which tag, you can search for messagetypes, fields and so on very easily.
>
> Still my first suggestion is contacting the broker, because when you don't know which tags they need you will be basically shooting in the dark, as if you have at least one tag off in the message, you won't get the report back, but a rejection. And according to what your broker tells you, you should change the FIX4.4 file on your end.
>
> Hope this helps, don't hesitate to ask more.
>
> All the best,
> Mihkel
>
>> On Wed, Jan 25, 2017 at 1:20 AM <quickfixn-request at lists.quickfixn.com> wrote:
>> Send Quickfixn mailing list submissions to
>> quickfixn at lists.quickfixn.com
>>
>> To subscribe or unsubscribe via the World Wide Web, visit
>> http://lists.quickfixn.com/listinfo.cgi/quickfixn-quickfixn.com
>> or, via email, send a message with subject or body 'help' to
>> quickfixn-request at lists.quickfixn.com
>>
>> You can reach the person managing the list at
>> quickfixn-owner at lists.quickfixn.com
>>
>> When replying, please edit your Subject line so it is more specific
>> than "Re: Contents of Quickfixn digest..."
>>
>>
>> Today's Topics:
>>
>> 1. New to QuickFix - test app is sending messages by itself (?)
>> (Kunal CHANGELA)
>>
>>
>> ----------------------------------------------------------------------
>>
>> Message: 1
>> Date: Tue, 24 Jan 2017 23:20:25 +0000
>> From: Kunal CHANGELA <kunal.changela at us.bnpparibas.com>
>> To: "quickfixn at lists.quickfixn.com" <quickfixn at lists.quickfixn.com>
>> Subject: {{Quickfixn}} New to QuickFix - test app is sending messages
>> by itself (?)
>> Message-ID:
>> <401956A21A701F45BCE80AAB83CAFF240159334C0C at NYCS00072005.mercury.intra>
>>
>> Content-Type: text/plain; charset="utf-8"
>>
>> Hi,
>>
>> I am trying to get a stream of TradeCaptureReport messages from FINRA via fix.
>> I was under the impression that as soon as I connect I should start receiving the messages – I do not.
>>
>> I have generic handlers for Admin messages that print to console the function name and IN/OUT and the message.
>>
>> I see:
>> FromAdmin IN: 8=FIX.4.4☺9=61☺35=0☺34=6☺49=FNRA☺50=CA☺52=20170124-19:56:06☺56=____☺57=____☺10=052☺
>> ToAdmin OUT: 8=FIX.4.4☺9=65☺35=0☺34=6☺49=____☺50=____☺52=20170124-19:56:07.209☺56=FNRA☺57=CA☺10=002☺
>>
>> This is good because it is a heartbeat. Prior to this I got the logon with session id: OnLogon(SessionID): FIX.4.4:____/____->FNRA/CA
>> I am also calling Crack on message received in FromApp and have crack handlers for TradeCaptureReport which is what I want to handle.
>> But after initiating the connection I only get Admin messages in and out; the admin messages seem like a heartbeat.
>> Nothing else…..
>>
>> Do I have to do something after making the call to start the initiator?
>>
>> So I thought to try and send a resendrequest message.
>> It seems that when I send out the resend request as a simple FIX44.ResendRequest with starting id 1 and end 20 I get:
>>
>> MyMsg==>ToAdmin OUT: 8=FIX.4.4 9=75 35=2 34=3 49=____ 50=____ 52=20170124-22:31:16.768 56=FNRA 57=CA 7=1 16=20 10=172
>> ToAdmin OUT: 8=FIX.4.4 9=114 35=3 34=4 49=____ 50=____ 52=20170124-22:31:17.688 56=FNRA 57=CA 45=2 58=Required tag missing 371=55 372=AE 373=1 10=023
>> ToAdmin OUT: 8=FIX.4.4 9=114 35=3 34=5 49=____ 50=____ 52=20170124-22:31:18.049 56=FNRA 57=CA 45=3 58=Required tag missing 371=55 372=AE 373=1 10=017
>> ToAdmin OUT: 8=FIX.4.4 9=74 35=1 34=6 49=____ 50=____ 52=20170124-22:31:45.471 56=FNRA 57=CA 112=TEST 10=011
>> ToAdmin OUT: 8=FIX.4.4 9=114 35=5 34=7 49=____ 50=____ 52=20170124-22:32:15.956 56=FNRA 57=CA 58=MsgSeqNum too low, expecting 4 but received 3 10=202
>> OnLogout(SessionID): FIX.4.4: ____/____->FNRA/CA
>>
>> Not sure where the other 4 messages are getting generated from?
>> Why the second two that are generated have “58=Required tag missing”?
>> It seems to refer to 371=55 but there is no product to specify ….i want all the messages sent by that sender, FNRA/CA.
>> And then why is there a logout?
>>
>> The session reconnects, trys the login again and again I start getting hearbeats.
>>
>> This might be a very basic question but I would appreciate any assistance on this.
>> Also, if you would know of any tools that would assist in working with FIX a point to those would be appreciated.
>>
>> Thanks,
>> [CIB_BM_Sign_E_Q]
>>
>> Kunal Changela
>> Credit Risk and PnL Development
>>
>> Group Email: DL CRD IT NY<mailto:crditny at us.bnpparibas.com> (x841 4876, Intl: x721 4876)
>>
>> 787 7th Avenue, New York, NY 10019
>> Tel: +1 212 841 2640
>> Mobile: +1 917 216 8852
>> kunal.changela at us.bnpparibas.com<mailto:kunal.changela at us.bnpparibas.com>
>>
>>
>>
>> [cid:image003.gif at 01D2766C.FC2BF350]
>>
>> [icône représentant un arbre et symbolisant la nature] Do not print this document unless it is necessary, consider the environment
>>
>>
>> This message and any attachments (the "message") is intended solely for the addressees and is confidential. If you receive this message in error, please delete it and immediately notify the sender. Any use not in accord with its purpose, any dissemination or disclosure, either whole or partial, is prohibited except formal approval. The internet can not guarantee the integrity of this message. BNP PARIBAS (and its subsidiaries) shall (will) not therefore be liable for the message if modified. Please note that certain functions and services for BNP Paribas may be performed by BNP Paribas RCC, Inc.
>>
>>
>> Unless otherwise provided above, this message was sent by BNP Paribas, or one of its affiliates in Canada, having an office at 1981 McGill College Avenue, Montreal, QC, H3A 2W8, Canada. To the extent this message is being sent from or to Canada, you may unsubscribe from receiving commercial electronic messages by using this link: www.bnpparibas.ca/en/unsubscribe/ <http://www.bnpparibas.ca/en/unsubscribe/>. See www.bnpparibas.ca <http://www.bnpparibas.ca> for more information on BNP Paribas, in Canada.
>> -------------- next part --------------
>> An HTML attachment was scrubbed...
>> URL: <http://lists.quickfixn.com/pipermail/quickfixn-quickfixn.com/attachments/20170124/4e0340a5/attachment.htm>
>> -------------- next part --------------
>> A non-text attachment was scrubbed...
>> Name: image003.gif
>> Type: image/gif
>> Size: 4871 bytes
>> Desc: image003.gif
>> URL: <http://lists.quickfixn.com/pipermail/quickfixn-quickfixn.com/attachments/20170124/4e0340a5/attachment.gif>
>> -------------- next part --------------
>> A non-text attachment was scrubbed...
>> Name: image004.jpg
>> Type: image/jpeg
>> Size: 652 bytes
>> Desc: image004.jpg
>> URL: <http://lists.quickfixn.com/pipermail/quickfixn-quickfixn.com/attachments/20170124/4e0340a5/attachment.jpg>
>> -------------- next part --------------
>> A non-text attachment was scrubbed...
>> Name: image002.png
>> Type: image/png
>> Size: 11362 bytes
>> Desc: image002.png
>> URL: <http://lists.quickfixn.com/pipermail/quickfixn-quickfixn.com/attachments/20170124/4e0340a5/attachment.png>
>>
>> ------------------------------
>>
>> Subject: Digest Footer
>>
>> _______________________________________________
>> Quickfixn mailing list
>> Quickfixn at lists.quickfixn.com
>> http://lists.quickfixn.com/listinfo.cgi/quickfixn-quickfixn.com
>>
>>
>> ------------------------------
>>
>> End of Quickfixn Digest, Vol 63, Issue 4
>> ****************************************
>
>
> This message and any attachments (the "message") is intended solely for the addressees and is confidential. If you receive this message in error, please delete it and immediately notify the sender. Any use not in accord with its purpose, any dissemination or disclosure, either whole or partial, is prohibited except formal approval. The internet can not guarantee the integrity of this message. BNP PARIBAS (and its subsidiaries) shall (will) not therefore be liable for the message if modified. Please note that certain functions and services for BNP Paribas may be performed by BNP Paribas RCC, Inc.
>
>
> Unless otherwise provided above, this message was sent by BNP Paribas, or one of its affiliates in Canada, having an office at 1981 McGill College Avenue, Montreal, QC, H3A 2W8, Canada. To the extent this message is being sent from or to Canada, you may unsubscribe from receiving commercial electronic messages by using this link: www.bnpparibas.ca/en/unsubscribe/. See www.bnpparibas.ca for more information on BNP Paribas, in Canada.
>
> _______________________________________________
> Quickfixn mailing list
> Quickfixn at lists.quickfixn.com
> http://lists.quickfixn.com/listinfo.cgi/quickfixn-quickfixn.com
-------------- next part --------------
An HTML attachment was scrubbed...
URL: <http://lists.quickfixn.com/pipermail/quickfixn-quickfixn.com/attachments/20170125/ea70d99f/attachment-0002.htm>
More information about the Quickfixn
mailing list