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

Russell Watson russellwatson at gmail.com
Wed Aug 7 23:56:28 PDT 2019


Thanks Kevin for the insight much appreciated. Also according to
https://stackoverflow.com/questions/23357620/capturing-incoming-fix-messages-which-fail-quickfix-validation
there is no way to capture incoming FIX messages which fail quickfix
validation.

It looks like unless I can get the counterparty to adapt their wrong use of
FIX message I am unable to use QuickFIX/N.

Hopefully if someone takes on the challenge of building an open source FIX
engine for .net core they take on-board that there are many legacy system
out there that do strange things.

Thanks again
Russell

On Wed, 7 Aug 2019 at 15:11, Kevin Carlton <kcarlton at k2.ca> wrote:

> 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> 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> *On Behalf Of *Russell
> Watson
> *Sent:* Wednesday, August 7, 2019 7:45 AM
> *To:* 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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