{{Quickfixn}} Help. Error reading a group

Mike Gatny mgatny at connamara.com
Thu Feb 23 07:14:02 PST 2017


I know this isn't necessarily going to sway your counterparty, but I want
to make sure this is clear: The FIX standard mandates that the first field
of the repeating group (ClOrdID in your case) is required so that it can be
used as a delimiter indicating that a new group is starting. There's no
short-term hack that will get you around that, aside from digging into the
QF/n internals.  Some versions of the standard have more or less to say
about the order of *other fields* in the group, but the *first field* is
always required.

There is one special case that you can make work, however, and users have
done this in the past.  If you know that the counterparty is only ever
going to send you at most one group, i.e. NoTrades=0 or NoTrades=1, you can
simply change your DataDictionary to treat NoTrades and the group fields as
regular message fields.

--
Mike Gatny
Connamara Systems, LLC

On Thu, Feb 23, 2017 at 8:42 AM, Sahil Neb <Sahil.Neb at mbcl.com> wrote:

> Hi Masthan,
>
>
>
> Thanks for your response.
>
> We have already spoken to the sender. They acknowledge this deviation from
> standard FIX44 protocol, but they cannot change their FIX spec.
>
> Hence we have to address this issue at our end.
>
>
>
> Regards,
>
> Sahil Neb
>
>
>
> *From:* Quickfixn [mailto:quickfixn-bounces at lists.quickfixn.com] *On
> Behalf Of *Rao, Masthan
> *Sent:* 23 February 2017 13:21
> *To:* Mailing list for QuickFIX/n
> *Subject:* Re: {{Quickfixn}} Help. Error reading a group
>
>
>
> Hi,
>
> FIX44 specification says that the order of the fields in the repeating
> should be the same and that’s the reason why you are receiving this error.
> FIX50 doesn’t have this limitation. Please check with the sender at least
> if he can send out a blank value for “CLOrdID” as first element when there
> is nothing to send.
>
> Masthan
>
>
>
> *From:* Quickfixn [mailto:quickfixn-bounces at lists.quickfixn.com
> <quickfixn-bounces at lists.quickfixn.com>] *On Behalf Of *Sahil Neb
> *Sent:* Thursday, February 23, 2017 8:11 AM
> *To:* quickfixn at lists.quickfixn.com
> *Subject:* {{Quickfixn}} Help. Error reading a group
>
>
>
> Hi,
>
>
>
> We use QuickFIXn with FIX44 and have a problem in reading a group with a
> non-required field as the first element.
>
>
>
> We get the error message:-
>
> Group 897's first entry does not start with delimiter 11
>
>
>
> In the data dictionary the group is specified as :-
>
> <group name="NoTrades" required="Y">
>
>         <field name="ClOrdID" required="N" />
>
>         <field name="OrigClOrdID" required="N" />
>
>         <field name="OrderID" required="Y" />
>
>
>
>
>
> In some messages, we receive "ClOrdID" as the first element of the group
> which we read without error,
>
> and in other cases we get "OrigClOrdID" as first element which fails.
>
>
>
> We have discussed with the sender and they can’t change their
> specifications.
>
>
>
> Is there any way we can address this issue?
>
> Perhaps by not relying on the required="N" elements as the delimiter of
> the group?
>
>
>
> Any pointers or suggestions will be very helpful.
>
>
>
> Thanks in advance.
>
>
>
> Regards,
>
> Sahil Neb
>
>
>
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