{{Quickfixn}} MarketDataRequest.NoRelatedSymGroup group order

Robert Maidla robertmaidla at gmail.com
Wed Jan 24 11:53:33 PST 2018 

Hi there,

I replaced the QuickFix.dll files with the newest (1.7.0) version ones.
Also just to be sure, I replaced the previously used FIX44.xml files with
the ones from the newest version. The MDRequest message has the tags in the
correct order now so thank you very much for the assistance! However, after
the update I got a couple of build errors which I eliminated by replacing
some declarations to use interfaces, as VS suggested. The errors were
cleared and the app started successfully. However when I tried to copy
messages from the 'messages' tab (my app still looks practically identical
to the stock Quickfix/n app), I get an Exception which kills the app. The
exception is with the following
message: System.Runtime.InteropServices.COMException: 'OpenClipboard Failed
(Exception from HRESULT: 0x800401D0 (CLIPBRD_E_CANT_OPEN))'. Would you be
able to assist me with this one as well?

Big thanks and best regards,
Robert

On Wed, Jan 24, 2018 at 6:04 PM, Grant Birchmeier <gbirchmeier at connamara.com
> wrote:

> 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
>>>>> 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
>>>>
>>>>
>>>
>>>
>>> --
>>> 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
>
> _______________________________________________
> Quickfixn mailing list
> Quickfixn at lists.quickfixn.com
> http://lists.quickfixn.com/listinfo.cgi/quickfixn-quickfixn.com
>
>


-- 
Robert Maidla
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