{{Quickfixn}} New to QuickFix - test app is sending messages by itself (?)
Mihkel Tali
mihkeltali at gmail.com
Wed Jan 25 04:38:01 PST 2017
Hi,
Haven't worked with TCR-s, but yes that's how it should work. Might want to
turn to your broker with that question, they know better how their system
is set up.
All the best,
Mihkel
On Wed, Jan 25, 2017 at 2:17 PM <quickfixn-request at lists.quickfixn.com>
wrote:
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> 1. Re: Quickfixn Digest, Vol 63, Issue 4 (Mihkel Tali)
> 2. Re: Quickfixn Digest, Vol 63, Issue 4 (Kunal CHANGELA)
>
>
> ----------------------------------------------------------------------
>
> Message: 1
> Date: Wed, 25 Jan 2017 08:17:25 +0000
> From: Mihkel Tali <mihkeltali at gmail.com>
> To: quickfixn at lists.quickfixn.com
> Subject: Re: {{Quickfixn}} Quickfixn Digest, Vol 63, Issue 4
> Message-ID:
> <CANWVxmvXR7=
> v0jFZR8EOgpSTik3_2idiQ3suMpWa+tYZv4TkLg at mail.gmail.com>
> Content-Type: text/plain; charset="utf-8"
>
> 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
> >
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> >
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> > 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 <(212)%20841-2640> <(212)%20841-2640>
> > Mobile: +1 917 216 8852 <(917)%20216-8852> <(917)%20216-8852>
> > kunal.changela at us.bnpparibas.com<mailto:kunal.changela at us.bnpparibas.com
> >
> >
> >
> >
> > [cid:image003.gif at 01D2766C.FC2BF350]
> >
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> > document unless it is necessary, consider the environment
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> > This message and any attachments (the "message") is intended solely for
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> > 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.
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>
> Message: 2
> Date: Wed, 25 Jan 2017 12:17:11 +0000
> From: Kunal CHANGELA <kunal.changela at us.bnpparibas.com>
> To: "quickfixn at lists.quickfixn.com" <quickfixn at lists.quickfixn.com>
> Subject: Re: {{Quickfixn}} Quickfixn Digest, Vol 63, Issue 4
> Message-ID:
>
> <401956A21A701F45BCE80AAB83CAFF240159335061 at NYCS00072005.mercury.intra>
>
> Content-Type: text/plain; charset="utf-8"
>
> 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
> <mailto:quickfixn-request at lists.quickfixn.com>> wrote:
> Send Quickfixn mailing list submissions to
> quickfixn at lists.quickfixn.com<mailto: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<mailto:
> quickfixn-request at lists.quickfixn.com>
>
> You can reach the person managing the list at
> quickfixn-owner at lists.quickfixn.com<mailto:
> 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<mailto:
> kunal.changela at us.bnpparibas.com>>
> To: "quickfixn at lists.quickfixn.com<mailto:quickfixn at lists.quickfixn.com>"
> <quickfixn at lists.quickfixn.com<mailto: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<mailto:
> crditny at us.bnpparibas.com>> (x841 4876, Intl: x721 4876)
>
> 787 7th Avenue, New York, NY 10019
> Tel: +1 212 841 2640 <(212)%20841-2640><tel:(212)%20841-2640>
> Mobile: +1 917 216 8852 <(917)%20216-8852><tel:(917)%20216-8852>
> kunal.changela at us.bnpparibas.com<mailto:kunal.changela at us.bnpparibas.com
> ><mailto: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/> <
> http://www.bnpparibas.ca/en/unsubscribe/>. See www.bnpparibas.ca<
> http://www.bnpparibas.ca> <http://www.bnpparibas.ca> for more information
> on BNP Paribas, in Canada.
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> 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/
> <http://www.bnpparibas.ca/en/unsubscribe/>. See www.bnpparibas.ca <
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>
> End of Quickfixn Digest, Vol 63, Issue 5
> ****************************************
>
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