{{Quickfixn}} Override TargetSubID in Quickfix logon header Fix 4.2
Grant Birchmeier
gbirchmeier at connamara.com
Tue Sep 18 07:07:21 PDT 2018
Please use new subject lines so we can easily keep separate questions
separate.
You need to modify your DD xml file to add your counterparty's custom
fields to the message in question. There's a doc page on quickfixn.org
about this.
On Tue, Sep 18, 2018 at 5:34 AM, Rajkumar R <kraj232 at gmail.com> wrote:
> Hi team,
>
> I am using fix 4.4 for sending/cancelling orders, but the issue is while
> cancelling an order from client the order is removed but am not getting the
> execution report and the log says ordstatus as new and getting an error
> 58=tag not defined for this message type.Can anyone help me
>
> var order = new QuickFix.FIX44.OrderCancelRequest();
>
> order.SetField(new OrigClOrdID("20180917Olam2"));
>
> order.SetField(new ClOrdID("20180917Olam3"));
>
> order.SetField(new Symbol("USD/EUR"));
>
> order.SetField(new Side(Side.SELL));
>
> //order.SetField(new AllocQty(10));
>
> order.SetField(new OrderQty(10));
>
> order.SetField(new TransactTime(DateTime.Now));
>
>
>
> Session.SendToTarget(order, sessionId);
>
> On Thu, Sep 13, 2018, 5:04 PM Mohammed Quwaider <momo505 at msn.com> wrote:
>
>> The solution was solved by removing it from config file and add it in the
>> fromAdmin but I have another error when sending fix message Type(D,F,G) I
>> need to change the TargetCompID from 0 to 1 just when sending these kind of
>> messages, I can’t change the field it is keep the same value .
>>
>>
>>
>>
>>
>> QuickFix.FIX42.NewOrderSingle newOrderSingle = new
>> QuickFix.FIX42.NewOrderSingle(
>>
>> new ClOrdID(ClOrdID),
>>
>> new HandlInst(Convert.ToChar(HandlInst)),
>>
>> new Symbol(Symbol),
>>
>> new Side(Convert.ToChar(Side)),
>>
>> new TransactTime(DateTime.Now),
>>
>> new OrdType(Convert.ToChar(OrdType1)));
>>
>>
>>
>> newOrderSingle.Header.SetField(new SenderCompID(1));
>>
>>
>>
>>
>>
>> My message before sending:
>>
>> 8=FIX.4.29=22735=D49=XXXXXX50=MYFIX56=157=STOCK1=12611=121=
>> 122=438=250040=244=0.0347=C48=JO310921101654=255=JO310921101658=Testing
>> Fix Connec59=160=20180913-11:52:54.986109=126110=50111=
>> 1009596=29947=0120035010=024
>>
>>
>>
>> My message sent :
>>
>> 8=FIX.4.29=25435=D34=4149=XXXXXX50=MYFIX52=20180913-08:52:5556=0
>> 57=STOCK1=12611=121=122=438=250040=244=0.0347=C48=JO310921101654=255=JO310921101658=Testing
>> Fix Connec59=160=20180913-11:52:54.986109=126110=50111=
>> 1009596=29947=0120035010=056
>>
>>
>>
>> Result:
>>
>> 11:52:55 ASE: 8=FIX.4.29=11535=334=4049=050=STOCK52=20180913-11:52:5656=
>> 01245=4158=cannot process order: TargetCompID is invalid372=D10=041
>>
>>
>>
>>
>>
>>
>>
>>
>>
>> Sent from Mail <https://go.microsoft.com/fwlink/?LinkId=550986> for
>> Windows 10
>>
>>
>> ------------------------------
>> *From:* Quickfixn <quickfixn-bounces at lists.quickfixn.com> on behalf of
>> quickfixn-request at lists.quickfixn.com <quickfixn-request at lists.
>> quickfixn.com>
>> *Sent:* Monday, September 10, 2018 9:01:02 PM
>> *To:* quickfixn at lists.quickfixn.com
>> *Subject:* Quickfixn Digest, Vol 83, Issue 3
>>
>> Send Quickfixn mailing list submissions to
>> quickfixn at lists.quickfixn.com
>>
>> To subscribe or unsubscribe via the World Wide Web, visit
>> http://lists.quickfixn.com/listinfo.cgi/quickfixn-quickfixn.com
>> or, via email, send a message with subject or body 'help' to
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>>
>> You can reach the person managing the list at
>> quickfixn-owner at lists.quickfixn.com
>>
>> When replying, please edit your Subject line so it is more specific
>> than "Re: Contents of Quickfixn digest..."
>>
>>
>> Today's Topics:
>>
>> 1. Re: Override TargetSubID in Quickfix logon header Fix 4.2
>> (Grant Birchmeier)
>> 2. Query Regarding Message Store | Replay of fix messages
>> (Sumit Gupta (SUGU))
>> 3. Re: Override TargetSubID in Quickfix logon header Fix 4.2
>> (Mohammed Quwaider)
>>
>>
>> ----------------------------------------------------------------------
>>
>> Message: 1
>> Date: Mon, 10 Sep 2018 09:02:57 -0500
>> From: Grant Birchmeier <gbirchmeier at connamara.com>
>> To: "Mailing list for QuickFIX/n" <quickfixn at lists.quickfixn.com>
>> Subject: Re: {{Quickfixn}} Override TargetSubID in Quickfix logon
>> header Fix 4.2
>> Message-ID:
>> <CAMq4opMWajTRfLpk1ZwPD5Zn3c9mbBs0spt1=ZEuwZkKt=vBKA at mail.
>> gmail.com>
>> Content-Type: text/plain; charset="utf-8"
>>
>> Oh, dang, I didn't see Peter's message, and didn't notice that you weren't
>> setting it in the header.
>>
>> Try Peter's fix first.
>>
>> On Mon, Sep 10, 2018 at 9:01 AM, Grant Birchmeier <
>> gbirchmeier at connamara.com
>> > wrote:
>>
>> > I think I had a similar problem some time back.
>> >
>> > My solution was to leave the TargetSubID out of the session config (so
>> > that QF wouldn't use it as part of the SessionID), but set it in
>> FromAdmin
>> > when appropriate, like you have, but also in FromApp if needed,
>> depending
>> > on your counterparty's expectation.
>> >
>> > So, if you take TargetSubID out of your session config, the engine will
>> > probably not overwrite your explicit value.
>> >
>> > On Mon, Sep 10, 2018 at 12:19 AM, Mohammed Quwaider <momo505 at msn.com>
>> > wrote:
>> >
>> >>
>> >>
>> >> I want to change the TargetSubID and as the blow fix message it doesn't
>> >> replace the tag 57 it add's new tag 57 which result in failure logon
>> what
>> >> it the best method to replace TargetSubID with out adding new tag
>> >>
>> >>
>> >>
>> >> here is me code
>> >>
>> >> public void FromAdmin(Message message, SessionID sessionID)
>> >>
>> >> {
>> >>
>> >> if ((message.ToString().IndexOf("35=A") > 0) &&
>> >> (message.ToString().IndexOf("141=Y") > 0))
>> >>
>> >> {
>> >>
>> >> var message1 = new Message();
>> >>
>> >> message1.Header.SetField(new MsgType("A"));
>> >>
>> >> message1.Header.SetField(new SenderCompID("YYYY"));
>> >>
>> >> message1.Header.SetField(new SenderSubID("XXXX"));
>> >>
>> >> message1.Header.SetField(new TargetCompID("ZZZZ"));
>> >>
>> >> message1.SetField(new TargetSubID("WWWW"));
>> >>
>> >> message1.SetField(new ResetSeqNumFlag(true));
>> >>
>> >> message1.SetField(new StringField(108, "20"));
>> >>
>> >> message1.SetField(new StringField(98, "0"));
>> >>
>> >> SendMessage(message1);
>> >>
>> >> }
>> >>
>> >> }
>> >>
>> >> body of fix message
>> >>
>> >> 8=FIX.4.29=11735=A34=149=YYYY50=XXXX52=20180909-13:04:
>> 3056=ZZZZ*57=AAAA*
>> >> 95=896=Passsss*141=N57=WWWW*98=0108=20*141=Y*10=004
>> >>
>> >> _______________________________________________
>> >> 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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>>
>> ------------------------------
>>
>> Message: 2
>> Date: Mon, 10 Sep 2018 17:29:25 +0000
>> From: "Sumit Gupta (SUGU)" <SUGU at saxobank.com>
>> To: "quickfixn at lists.quickfixn.com" <quickfixn at lists.quickfixn.com>
>> Subject: {{Quickfixn}} Query Regarding Message Store | Replay of fix
>> messages
>> Message-ID: <2568bb78ed9f4adfa2ae05d7d332888f at MALMB8-DK2.mid.dom>
>> Content-Type: text/plain; charset="us-ascii"
>>
>> Hello Everyone,
>>
>> I have a below query w.r.t. Message Store:
>>
>>
>> 1. I have created a Acceptor with Message Store Support.
>> 2. Client makes the FIX session.
>> 3. After sending sequence number 210, client gets disconnected.
>> 4. Client retries to connect again, and it takes 5 minutes to make the
>> FIX connection with Acceptor.
>> 5. In 5 minutes duration, some fix messages got missed by Client.
>>
>> Query: If client connect with sequence number 211, does client get fix
>> message from Message Store which were generated by the system during 5
>> minutes(when the client was disconnected) ?
>>
>>
>> I am not sure if I am able to describe the problem in this email. But let
>> me know in case any further clarification can be done rom my side.
>>
>> Thank you in Advance.
>>
>>
>>
>> -Sumit
>> This email may contain confidential and/or privileged information. If you
>> are not the intended recipient - or have received this email by mistake -
>> please notify the sender immediately and destroy the email. Any
>> unauthorised copying, disclosure and/or distribution of the contents and/or
>> attachments in this email is strictly prohibited.
>>
>> Email transmission security and error-free delivery cannot be guaranteed
>> as information could be intercepted, corrupted, destroyed, delayed,
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>> contents of this message, which may arise as a result of email transmission.
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>> ------------------------------
>>
>> Message: 3
>> Date: Mon, 10 Sep 2018 18:00:59 +0000
>> From: Mohammed Quwaider <momo505 at msn.com>
>> To: "quickfixn at lists.quickfixn.com" <quickfixn at lists.quickfixn.com>
>> Subject: Re: {{Quickfixn}} Override TargetSubID in Quickfix logon
>> header Fix 4.2
>> Message-ID:
>> <SN2PR03MB22569CD07174F1D98F9E0D04F5050 at SN2PR03MB2256.
>> namprd03.prod.outlook.com>
>>
>> Content-Type: text/plain; charset="windows-1252"
>>
>> I tried
>>
>> message1.SetField(new TargetSubID("WWWW"));
>>
>> and
>>
>> message1.Header.SetField(new TargetSubID ("WWWW "));
>>
>> both didn?t work
>>
>>
>>
>> But I will try to remove it from the session config file and try it the
>> next working day hope it works, as upon successful logon they need me to
>> send confirmation message with different TargetSubID also to enable
>> ResetSeqNumFlag from false to true,
>>
>>
>>
>> Hope I have more ideas until Wednesday.
>>
>>
>>
>>
>>
>> Sent from Mail<https://go.microsoft.com/fwlink/?LinkId=550986> for
>> Windows 10
>>
>>
>>
>> ________________________________
>> From: Quickfixn <quickfixn-bounces at lists.quickfixn.com> on behalf of
>> quickfixn-request at lists.quickfixn.com <quickfixn-request at lists.
>> quickfixn.com>
>> Sent: Monday, September 10, 2018 5:01:41 PM
>> To: quickfixn at lists.quickfixn.com
>> Subject: Quickfixn Digest, Vol 83, Issue 2
>>
>> Send Quickfixn mailing list submissions to
>> quickfixn at lists.quickfixn.com
>>
>> To subscribe or unsubscribe via the World Wide Web, visit
>> http://lists.quickfixn.com/listinfo.cgi/quickfixn-quickfixn.com
>> or, via email, send a message with subject or body 'help' to
>> quickfixn-request at lists.quickfixn.com
>>
>> You can reach the person managing the list at
>> quickfixn-owner at lists.quickfixn.com
>>
>> When replying, please edit your Subject line so it is more specific
>> than "Re: Contents of Quickfixn digest..."
>>
>>
>> Today's Topics:
>>
>> 1. Override TargetSubID in Quickfix logon header Fix 4.2
>> (Mohammed Quwaider)
>> 2. Re: Override TargetSubID in Quickfix logon header Fix 4.2
>> (Peter van Lonkhuyzen)
>> 3. Re: Override TargetSubID in Quickfix logon header Fix 4.2
>> (Grant Birchmeier)
>>
>>
>> ----------------------------------------------------------------------
>>
>> Message: 1
>> Date: Mon, 10 Sep 2018 05:19:08 +0000
>> From: Mohammed Quwaider <momo505 at msn.com>
>> To: "quickfixn at lists.quickfixn.com" <quickfixn at lists.quickfixn.com>
>> Subject: {{Quickfixn}} Override TargetSubID in Quickfix logon header
>> Fix 4.2
>> Message-ID:
>> <SN2PR03MB225624FC427CABC226E3DAB1F5050 at SN2PR03MB2256.
>> namprd03.prod.outlook.com>
>>
>> Content-Type: text/plain; charset="us-ascii"
>>
>>
>> I want to change the TargetSubID and as the blow fix message it doesn't
>> replace the tag 57 it add's new tag 57 which result in failure logon what
>> it the best method to replace TargetSubID with out adding new tag
>>
>> here is me code
>> public void FromAdmin(Message message, SessionID sessionID)
>> {
>> if ((message.ToString().IndexOf("35=A") > 0) &&
>> (message.ToString().IndexOf("141=Y") > 0))
>> {
>> var message1 = new Message();
>> message1.Header.SetField(new MsgType("A"));
>> message1.Header.SetField(new SenderCompID("YYYY"));
>> message1.Header.SetField(new SenderSubID("XXXX"));
>> message1.Header.SetField(new TargetCompID("ZZZZ"));
>> message1.SetField(new TargetSubID("WWWW"));
>> message1.SetField(new ResetSeqNumFlag(true));
>> message1.SetField(new StringField(108, "20"));
>> message1.SetField(new StringField(98, "0"));
>> SendMessage(message1);
>> }
>> }
>> body of fix message
>> 8=FIX.4.29=11735=A34=149=YYYY50=XXXX52=20180909-13:04:
>> 3056=ZZZZ57=AAAA95=896=Passsss141=N57=WWWW98=0108=20141=Y10=004
>> -------------- next part --------------
>> An HTML attachment was scrubbed...
>> URL: <http://lists.quickfixn.com/pipermail/quickfixn-quickfixn.
>> com/attachments/20180910/12c9bc5d/attachment-0001.html>
>>
>> ------------------------------
>>
>> Message: 2
>> Date: Mon, 10 Sep 2018 06:55:00 +0000
>> From: Peter van Lonkhuyzen <peter at nutcracker.co.za>
>> To: Mailing list for QuickFIX/n <quickfixn at lists.quickfixn.com>
>> Subject: Re: {{Quickfixn}} Override TargetSubID in Quickfix logon
>> header Fix 4.2
>> Message-ID:
>> <fee02e3239064841808fb66c62a1ced1 at NexusExchange.nutcracker.local>
>> Content-Type: text/plain; charset="windows-1252"
>>
>> Isnt't targetsubid part of the header?
>>
>> message1.Header.SetField(new TargetSubID("WWWW")); should do it
>>
>>
>> From: Quickfixn <quickfixn-bounces at lists.quickfixn.com> On Behalf Of
>> Mohammed Quwaider
>> Sent: Monday, 10 September 2018 7:19 AM
>> To: quickfixn at lists.quickfixn.com
>> Subject: {{Quickfixn}} Override TargetSubID in Quickfix logon header Fix
>> 4.2
>>
>>
>> I want to change the TargetSubID and as the blow fix message it doesn't
>> replace the tag 57 it add's new tag 57 which result in failure logon what
>> it the best method to replace TargetSubID with out adding new tag
>>
>> here is me code
>> public void FromAdmin(Message message, SessionID sessionID)
>> {
>> if ((message.ToString().IndexOf("35=A") > 0) &&
>> (message.ToString().IndexOf("141=Y") > 0))
>> {
>> var message1 = new Message();
>> message1.Header.SetField(new MsgType("A"));
>> message1.Header.SetField(new SenderCompID("YYYY"));
>> message1.Header.SetField(new SenderSubID("XXXX"));
>> message1.Header.SetField(new TargetCompID("ZZZZ"));
>> message1.SetField(new TargetSubID("WWWW"));
>> message1.SetField(new ResetSeqNumFlag(true));
>> message1.SetField(new StringField(108, "20"));
>> message1.SetField(new StringField(98, "0"));
>> SendMessage(message1);
>> }
>> }
>> body of fix message
>> 8=FIX.4.29=11735=A34=149=YYYY50=XXXX52=20180909-13:04:
>> 3056=ZZZZ57=AAAA95=896=Passsss141=N57=WWWW98=0108=20141=Y10=004
>> -------------- next part --------------
>> An HTML attachment was scrubbed...
>> URL: <http://lists.quickfixn.com/pipermail/quickfixn-quickfixn.
>> com/attachments/20180910/1b22048f/attachment-0001.html>
>>
>> ------------------------------
>>
>> Message: 3
>> Date: Mon, 10 Sep 2018 09:01:17 -0500
>> From: Grant Birchmeier <gbirchmeier at connamara.com>
>> To: "Mailing list for QuickFIX/n" <quickfixn at lists.quickfixn.com>
>> Subject: Re: {{Quickfixn}} Override TargetSubID in Quickfix logon
>> header Fix 4.2
>> Message-ID:
>> <CAMq4opM-cTH+NH8YWq0VDsipEajh0LTWtFbv+
>> 5MY5kW3N1G7ig at mail.gmail.com>
>> Content-Type: text/plain; charset="utf-8"
>>
>> I think I had a similar problem some time back.
>>
>> My solution was to leave the TargetSubID out of the session config (so
>> that
>> QF wouldn't use it as part of the SessionID), but set it in FromAdmin when
>> appropriate, like you have, but also in FromApp if needed, depending on
>> your counterparty's expectation.
>>
>> So, if you take TargetSubID out of your session config, the engine will
>> probably not overwrite your explicit value.
>>
>> On Mon, Sep 10, 2018 at 12:19 AM, Mohammed Quwaider <momo505 at msn.com>
>> wrote:
>>
>> >
>> >
>> > I want to change the TargetSubID and as the blow fix message it doesn't
>> > replace the tag 57 it add's new tag 57 which result in failure logon
>> what
>> > it the best method to replace TargetSubID with out adding new tag
>> >
>> >
>> >
>> > here is me code
>> >
>> > public void FromAdmin(Message message, SessionID sessionID)
>> >
>> > {
>> >
>> > if ((message.ToString().IndexOf("35=A") > 0) &&
>> > (message.ToString().IndexOf("141=Y") > 0))
>> >
>> > {
>> >
>> > var message1 = new Message();
>> >
>> > message1.Header.SetField(new MsgType("A"));
>> >
>> > message1.Header.SetField(new SenderCompID("YYYY"));
>> >
>> > message1.Header.SetField(new SenderSubID("XXXX"));
>> >
>> > message1.Header.SetField(new TargetCompID("ZZZZ"));
>> >
>> > message1.SetField(new TargetSubID("WWWW"));
>> >
>> > message1.SetField(new ResetSeqNumFlag(true));
>> >
>> > message1.SetField(new StringField(108, "20"));
>> >
>> > message1.SetField(new StringField(98, "0"));
>> >
>> > SendMessage(message1);
>> >
>> > }
>> >
>> > }
>> >
>> > body of fix message
>> >
>> > 8=FIX.4.29=11735=A34=149=YYYY50=XXXX52=20180909-13:04:
>> 3056=ZZZZ*57=AAAA*
>> > 95=896=Passsss*141=N57=WWWW*98=0108=20*141=Y*10=004
>> >
>> > _______________________________________________
>> > 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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>>
>> Subject: Digest Footer
>>
>> _______________________________________________
>> Quickfixn mailing list
>> Quickfixn at lists.quickfixn.com
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>>
>>
>> ------------------------------
>>
>> End of Quickfixn Digest, Vol 83, Issue 2
>> ****************************************
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>> Subject: Digest Footer
>>
>> _______________________________________________
>> Quickfixn mailing list
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>> http://lists.quickfixn.com/listinfo.cgi/quickfixn-quickfixn.com
>>
>>
>> ------------------------------
>>
>> End of Quickfixn Digest, Vol 83, Issue 3
>> ****************************************
>> _______________________________________________
>> Quickfixn mailing list
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>>
>
> _______________________________________________
> 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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