{{Quickfixn}} MarketDataRequest.NoRelatedSymGroup group order

Grant Birchmeier gbirchmeier at connamara.com
Wed Jan 24 08:04:39 PST 2018


Robert, I got your files.

The MarketDataRequest.cs source file you sent me -- where'd you get that,
from the VS object browser? The field-order arrays for all the groups are
empty.  I'm not sure if that's a quirk of the object browser or if it's
actually real like that in your dll.  If the latter, then that's your
problem.  The groups have no field-order defined, so it defaults to
numerical order.

Please tell me: where did you get the QuickFix.dll that you are using?  Did
you build it yourself?  Did you download it from quickfixn.org?  Did you
get it from somewhere else?

(I bet it if you download the most recent dll from quickfixn.org, that
might fix your problem.)

-Grant



On Tue, Jan 23, 2018 at 5:11 PM, Grant Birchmeier <gbirchmeier at connamara.com
> wrote:

> I am thoroughly confused.  Your code looks fine.
>
> You haven't built your own QF/n dll, have you?
>
> Can you send me your FIX data dictionary xml file?  (You can send it
> straight to me, don't need to post it to list.)
>
>
> On Tue, Jan 23, 2018 at 4:59 PM, Robert Maidla <robertmaidla at gmail.com>
> wrote:
>
>> 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
>>>>> http://lists.quickfixn.com/listinfo.cgi/quickfixn-quickfixn.com
>>>>>
>>>>
>>>>
>>>>
>>>> --
>>>> 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
>>>>
>>>>
>>>>
>>>> _______________________________________________
>>>> Quickfixn mailing list
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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
>>
>> _______________________________________________
>> Quickfixn mailing list
>> Quickfixn at lists.quickfixn.com
>> http://lists.quickfixn.com/listinfo.cgi/quickfixn-quickfixn.com
>>
>>
>
>
> --
> Grant Birchmeier
> *Connamara Systems, LLC*
> *Made-To-Measure Trading Solutions.*
> Exactly what you need. No more. No less.
> http://connamara.com
>



-- 
Grant Birchmeier
*Connamara Systems, LLC*
*Made-To-Measure Trading Solutions.*
Exactly what you need. No more. No less.
http://connamara.com
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