{{Quickfixn}} how to get all messages again on restart of application
Kunal CHANGELA
kunal.changela at us.bnpparibas.com
Thu Mar 23 10:45:54 PDT 2017
Thanks James and Mihkel.
It seems that I was setup to the wrong SenderCompID. Have requested it to be changed.
In addition, I checked the data dictionary and saw the required field. Removed it and then got a new message regarding field 1003 which is a FIX field that is required.
I am in the process of getting the FINRA data dictionary to give me the required fields/messages etc.
Once I get setup with the correct connection I may have more questions…thanks again.
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>
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From: Quickfixn [mailto:quickfixn-bounces at lists.quickfixn.com] On Behalf Of James Riehl
Sent: Wednesday, January 25, 2017 8:35 AM
To: Mailing list for QuickFIX/n
Subject: Re: {{Quickfixn}} Quickfixn Digest, Vol 63, Issue 4
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<mailto: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<mailto: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:
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Today's Topics:
1. New to QuickFix - test app is sending messages by itself (?)
(Kunal CHANGELA)
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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:
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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<tel:(212)%20841-2640>
Mobile: +1 917 216 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>>
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