{{Quickfixn}} issue with receiving quote request

Tue Oct 22 12:11:02 PDT 2019

Hi Grant,

So I figured out the issue with DD and fixed. Now I do get message in application without reject. I am having with message cracker, it calls OnMessage (QuoteRequest, SessionId )method correctly. Except header and trailer I see is exception(field not found) for every property, even tag is there in message. Also when I call getField on message it throws same exception.
Please help, to fix this issue.

Thanks
Ravindra

From: Quickfixn [mailto:quickfixn-bounces at lists.quickfixn.com] On Behalf Of Grant Birchmeier
Sent: Friday,October 18, 2019 1:36 PM
To: Mailing list for QuickFIX/n <quickfixn at lists.quickfixn.com>
Subject: Re: {{Quickfixn}} issue with receiving quote request

Ravindra,

Your mail got caught up by the size filter, and I'm not going to approve it because we don't need those attachments.  But I will reply to your email which was:

(Ravinda wrote:)

I have attached both DD. Please see attached. FIX44.xml is the standard which I downloaded qith QuickFix/n library.  I have tried other as well like
1)      Do not use Data dictionary
2)      Do not validate options [ValidateLengthAndChecksum=N] but lib still reject the message and sending reject message to sender.

I am new to FIX, Let me know how I can modify FIX44 to get accept the below message

8=FIX.4.49=59335=R34=3749=TRADEWEB52=20191014-14:19:30.96456=RBC_12345_T131=TRD_20191014_RBC_USOP_1_2146=155=HYG48=HYGJ181908550.U22=5461=OC201=1541=20191018202=85.5947=USD231=10054=738=164=2019101560=20191014-14:19:30423=16917=155555023=0.01000075=20191014464=Y20086=320074=Y20075=Y20077=USEQETFX20078=[N/A]20079=520080=12020081=3020082=2120084=1505745=17769=420073=RFS20085=DELAY22657=Y22658=0453=2448=rbcusopcust1447=C452=3802=3523=rbc test803=2523=NY803=25523=US803=4000448=RBC Dummy Company447=C452=1802=2523=RBC803=4002523=YES803=400310=127

Regarding your points (1) and (2):

  *   (1) is ALWAYS a bad idea.  You ALWAYS want a DD.
  *   (2) is also a bad idea.  You're avoiding the problem, not learning how to solve it.
Regarding your message, I suggest you try to manually decode the message according to your configured DD.  I'm not going to do it for you, because anyone who works with FIX needs to be able to do it.  You're probably going to get to a repeating group where you find a tag that (according to the DD) isn't supposed to be there.  Give it a shot, and reply back if you get stuck.

-Grant

On Mon, Oct 14, 2019 at 4:15 PM Grant Birchmeier <gbirchmeier at connamara.com<mailto:gbirchmeier at connamara.com>> wrote:
You are either not using a DataDictionary, or your DD is wrong.

A tag cannot appear twice in a message, unless it is within a repeating group.

Without a DataDictionary, the QF/n parser can not know how each group is defined. It will not know when each group begins or ends, or what fields it contains. It is simply impossible to parse repeating groups without a DataDictionary.

In actual practice, you should ALWAYS have a DataDictionary. Nearly all connections "in the wild" use repeating groups.

On Mon, Oct 14, 2019 at 1:32 PM Kore, Ravindra <ravindra.kore at rbccm.com<mailto:ravindra.kore at rbccm.com>> wrote:
Hi,

I have created simple initiator as mentioned in the  examples. However I am when I get quote request, quickfix is rejection the messages. I using FIX4.4 spec as provide with quickfix library.

Sample message(Quote request)

8=FIX.4.49=59335=R34=3749=TRADEWEB52=20191014-14:19:30.96456=RBC_12345_T131=TRD_20191014_RBC_USOP_1_2146=155=HYG48=HYGJ181908550.U22=5461=OC201=1541=20191018202=85.5947=USD231=10054=738=164=2019101560=20191014-14:19:30423=16917=155555023=0.01000075=20191014464=Y20086=320074=Y20075=Y20077=USEQETFX20078=[N/A]20079=520080=12020081=3020082=2120084=1505745=17769=420073=RFS20085=DELAY22657=Y22658=0453=2448=rbcusopcust1447=C452=3802=3523=rbc test803=2523=NY803=25523=US803=4000448=RBC Dummy Company447=C452=1802=2523=RBC803=4002523=YES803=400310=127

Quickfix is rejecting the message immediately, without providing any access to the message.

8=FIX.4.49=12735=334=3749=RBC_ 12345_T52=20191014-14:19:31.11556=TRADEWEB45=3758=Tag appears more than once371=523372=R373=1310=242

Please help me, to get these messages without rejects. I tired receiving same message another FIX engine, it is able to receive it.

Thanks
Ravindra

--
Grant Birchmeier
Connamara Systems, LLC
Made-To-Measure Trading Solutions.
Exactly what you need. No more. No less.
http://connamara.com
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