{{Quickfixn}} MarketDataRequest.NoRelatedSymGroup group order
Grant Birchmeier
gbirchmeier at connamara.com
Wed Jan 24 12:13:42 PST 2018
There is no stock QuickFIX/n app. I think (from the code you sent me
privately) that you are referring to qfn_demo, a project I wrote which I
completely disavow. That project should not be used as a model for any
kind of QF app. It sucks. Stop using it. I will not help you debug it.
Here are some of my prior thoughts about qfn_uidemo:
http://lists.quickfixn.com/pipermail/quickfixn-quickfixn.com/2017q4/000575.html
I'm about to update that project's README file to tell you all to stay
away. Might even delete the project.
I highly recommend learning QF/n via development of terminal apps, *especially
if you are not actually an experienced UI developer.* I know Windows
people really like UIs, but that's a distraction. You'll waste time
debugging stupid UI issues instead of learning FIX stuff.
On Wed, Jan 24, 2018 at 1:53 PM, Robert Maidla <robertmaidla at gmail.com>
wrote:
> 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
>
> _______________________________________________
> 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
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