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

Thu Aug 8 08:22:39 PDT 2019

Russell,

Does your counterparty have documentation that actually specifies that they
consider this to be correct behavior?  Do they actually tell you that there
will be two 159 tags in one message, and that the first instance means
something different than the second one?

If true, it would be very odd.  It implies that someone on their end does
not properly understand the FIX specification.  The proper approach would
be to simply use 2 unique tags for these 2 values.  Easy!

In my 10 years working with FIX, I've seen a lot of weird stuff.  But this
is a new one.  (And I don't see a quick hack that would allow QF/n to
support it.)

I highly recommend that you report this as a bug to your counterparty.
They may blow you off, but if enough of their clients complain, maybe
they'll feel the pressure to do it right.

-Grant

On Thu, Aug 8, 2019 at 1:56 AM Russell Watson <russellwatson at gmail.com>
wrote:

> 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>
>>
>> _______________________________________________
>> 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
>>
> _______________________________________________
> 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
-------------- next part --------------
An HTML attachment was scrubbed...
URL: <http://lists.quickfixn.com/pipermail/quickfixn-quickfixn.com/attachments/20190808/9e362b0e/attachment.htm>