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

Fri Aug 9 00:06:16 PDT 2019

Thanks Grant,

The documentation doesn't detail this wrong use of this field which leads
me to believe it is a quirk of their system. I agree 2 unique tags would
have been a viable solution.

I will report this issue to them.

I can rationalise why they have done it as they are endeavouring to
disclose the different fix interest components for a two way quote so 1st
relates to SELL and 2nd relates to BUY presumably. It doesn't make it
correct and as agreed previously 2 unique tags would have been a viable
solution.

Another mailing list participant has suggested a work around as he faced
the same issue which I intend to pursue -> compile QuickFIX from source and
disable the checks that are identifying this issue. I considered using
another library and located 3 (fix8, hotfix and rapidfix) the most
promising fix8 nuget package is malformed so that stopped me in my tracks
and the other 2 are very raw.

Rgds
Russ

On Thu, 8 Aug 2019 at 16:22, Grant Birchmeier <gbirchmeier at connamara.com>
wrote:

> 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>
>>>
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>
>
> --
> Grant Birchmeier
> *Connamara Systems, LLC*
> *Made-To-Measure Trading Solutions.*
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> http://connamara.com
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