{{Quickfixn}} Quote <S> Tag appears more than once

Kevin Carlton kcarlton at k2.ca
Wed Aug 7 07:11:23 PDT 2019


So to be clear, the message below is invalid FIX. You can not handle a tag twice unless it is in a repeating group. This is probably something your counterparty should be correcting. Plus, tag 159 doesn’t really make sense on a Quote Message. So something funny is going on.

If all you need is for the message to not be rejected, then maybe you could configure your settings to not use a DataDictionary, and turn off all the validation flags? Not sure if this will work. I think you may still reject.

From: Quickfixn <quickfixn-bounces at lists.quickfixn.com> On Behalf Of Russell Watson
Sent: Wednesday, August 7, 2019 9:50 AM
To: Mailing list for QuickFIX/n <quickfixn at lists.quickfixn.com>
Subject: Re: {{Quickfixn}} Quote <S> Tag appears more than once

Thanks Kevin for the prompt response much appreciated.

If I understand correctly then my problem isn't with groups as there is not actually a 9876 tag is the message, I was trying to use groups to allow the use of tag 159 twice. My problem is with the same tag 159 (in yellow bellow) being used twice. Any ideas how I handle 159 twice?

8=FIX.4.2 9=355 35=S 49=xxx 115=xxxx 56=xxxxxx 34=2 52=20190807-10:10:45 43=N 131=OR00999999x001 117=OU1JZXLH8B0000B4 55=TR30 48=GB00B24FF097 22=4 167=CS 207=L 6158=xxxx 537=1 132=136.68 134=250000 188=0.00 159=29.99 133=138.18 135=250000 159=29.66 190=0.00 157=62 60=20190807-10:10:45.457 62=20190807-10:11:15 63=6 64=20190808 15=GBP 120=GBP 9007=1 10=116

Rgds
Russell

On Wed, 7 Aug 2019 at 14:30, Kevin Carlton <kcarlton at k2.ca<mailto:kcarlton at k2.ca>> wrote:
Russel,

You have set up the NoAccruedInterestAmt (9876)  group, with one field AccruedInterestAmt (159). But in the FIX message you provided there is no tag 9876. For the “group” to be parsed correctly, there needs to be one 9876 tag for each 159.

It would like:
9876=1
159=29.99
9786=2
159=29.66

The first 159 field belongs to the 9876=1 group, and the second to the second group.
In code you can then specify which 9876 group you want, by the number.

From: Quickfixn <quickfixn-bounces at lists.quickfixn.com<mailto:quickfixn-bounces at lists.quickfixn.com>> On Behalf Of Russell Watson
Sent: Wednesday, August 7, 2019 7:45 AM
To: quickfixn at lists.quickfixn.com<mailto:quickfixn at lists.quickfixn.com>
Subject: {{Quickfixn}} Quote <S> Tag appears more than once

Hello,

After many days of research and re-reading (http://quickfixn.org/tutorial/custom-fields-groups-and-messages.html) many times and trial and error regrettably I have been unable to solve the error of Tag appears more than once in Quote <S> message

The messages I am receiving

<incoming> 8=FIX.4.2 9=355 35=S 49=xxx 115=xxxx 56=xxxxxx 34=2 52=20190807-10:10:45 43=N 131=OR00999999x001 117=OU1JZXLH8B0000B4 55=TR30 48=GB00B24FF097 22=4 167=CS 207=L 6158=xxxx 537=1 132=136.68 134=250000 188=0.00 159=29.99 133=138.18 135=250000 159=29.66 190=0.00 157=62 60=20190807-10:10:45.457 62=20190807-10:11:15 63=6 64=20190808 15=GBP 120=GBP 9007=1 10=116

<event> Message 2 Rejected: Tag appears more than once (Field=159)

I have adapted the DataDictionary countless times with no success e.g.

<messages>
  ...
<message name='Quote' msgtype='S' msgcat='app'>
<!-- ... other fields ... -->
<group name="NoAccruedInterestAmt" required="N">
      <field name="AccruedInterestAmt" required="N"/>
</group>
<!-- ... other fields ... -->
</message>
  ...
</messages>
...
<fields>
  ...
<field number='9876' name='NoAccruedInterestAmt' type='NUMINGROUP'/>
<field number='159' name='AccruedInterestAmt' type='AMT' />
</fields>
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