{{Quickfixn}} problem adding customized tag 6138 (float): UnsupportedMessageType
Igor Nastoski
nastoski at gmail.com
Wed Sep 25 01:24:45 PDT 2019
Hi all,
according to FIX client specification response Market Data Snapshot Full
Refresh (MsgType = W) on Market Data Request includes a tag 6138 with
format FLOAT. I have specified this field in FIX44.xml DataDictionary file
as:
in fields section:
*<field number="6138" name="TickSize" type="FLOAT" />*
and in
<message name="MarketDataSnapshotFullRefresh" msgtype="W" msgcat="app">
section
*<field name="TickSize" required="N" />*
When running test application together with response i receive an exception:
==Cracker exception==
QuickFix.UnsupportedMessageType: Exception of type
'QuickFix.UnsupportedMessageType'
was thrown.
at QuickFix.MessageCracker.Crack(Message message, SessionID sessionID)
at FixEngineClient.TradeClientApp.FromApp(Message message, SessionID
sessionID)
at QuickFix.MessageCracker.Crack(Message message, SessionID sessionID)
at FixEngineClient.TradeClientApp.FromApp(Message message, SessionID
sessionID)
When i remove the tag from DataDictionary file i get following rejection
message:
<event> Message 3 Rejected: Tag not defined for this message type
(Field=6138)
Is there any way to resolve this issue?
Many thanks.
-------------- next part --------------
An HTML attachment was scrubbed...
URL: <http://lists.quickfixn.com/pipermail/quickfixn-quickfixn.com/attachments/20190925/b23102d1/attachment.html>
More information about the Quickfixn
mailing list