{{Quickfixn}} MarketDataRequest.NoRelatedSymGroup group order

Robert Maidla robertmaidla at gmail.com
Tue Jan 23 14:59:45 PST 2018


Hello,

The code for adding the 3 fields looks like this:
            //Instrument component block
            MarketDataRequest.NoRelatedSymGroup group = new
MarketDataRequest.NoRelatedSymGroup();
            group.Symbol = new Symbol(symbol);
            group.SecurityID = new SecurityID(symbol.Substring(0, 3) +"/"+
symbol.Substring(3) +".L.FX");
            group.SecurityIDSource = new SecurityIDSource("111");
            requestMessage.AddGroup(group);

Again, no matter in what order I add the group elements, the outcome of the
'requestMessage' is the same.

Thanks in advance and best regards,
Robert

On Wed, Jan 24, 2018 at 12:11 AM, Grant Birchmeier <
gbirchmeier at connamara.com> wrote:

> Wait wait wait...   55, 48, 22 is the correct order per the standard
> vanilla FIX data dictionary.
>
> I don't think you have a DD problem, unless you've changed your DD and
> rebuilt QF/n, which I highly doubt.
>
> I think you are setting the group fields wrong.  I bet you are actually
> setting the fields as Body fields and not Group fields.
>
> Can you please show us your code for setting these fields?
>
>
> On Tue, Jan 23, 2018 at 3:42 PM, Robert Maidla <robertmaidla at gmail.com>
> wrote:
>
>> Hello,
>>
>> Thank you for the quick reply. However the ‘UseDataDictionary=Y’ in my
>> config file. Any other ideas?
>>
>> Thanks in advance and best regards,
>> Robert
>>
>> On 23 Jan 2018, at 20:40, Grant Birchmeier <gbirchmeier at connamara.com>
>> wrote:
>>
>> Do you have UseDataDictionary=N in your config?
>>
>> If yes, don't do that.  Use a DD, and make sure it matches your
>> counterparty's spec.
>>
>> Please take a look and let us know how it goes.
>>
>>
>>
>> On Tue, Jan 23, 2018 at 12:07 PM, Robert Maidla <robertmaidla at gmail.com>
>> wrote:
>>
>>> Hello,
>>>
>>> I am having trouble connecting to my broker. They specifically request
>>> that the ‘MarketDataRequest.NoRelatedSymGroup’ should be in a specific
>>> order (the correct tag order is 55, 48, 22). Whichever way I order the
>>> components before adding them to the group, the end result for the message
>>> is in the exact opposite order (tag order 22, 48, 55). That results in a
>>> rejected MDRequest.
>>>
>>> Can someone help me figure out a way to change the order of the tags or
>>> is there a way to intercept the message in the ‘Send()’ function before
>>> sending it to the broker and manually change the order of the tags should
>>> the outgoing message be of type ‘MDRequest’?
>>>
>>> Thanks in advance and best regards,
>>> Robert
>>> _______________________________________________
>>> 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
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>>
>>
>>
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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
>
>


-- 
Robert Maidla
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