{{Quickfixn}} issue with receiving quote request

Grant Birchmeier gbirchmeier at connamara.com
Tue Nov 5 09:04:23 PST 2019


Ravindra, please don't send screenshots of text.  Just paste the text.
I've blocked your reply from the list, but here is my response:

*First, a tip:* when you paste FIX messages, please replace the field
separator with something visible (like "|").  Make it easy for us to read
and help you.

*Another tip: *Do NOT trust messages printed from your user code.  Only
trust your FIX message log.  If you are using a ScreenLogFactory, change it
to a FileLogFactory.  Messages printed from your code reflect a message
AFTER your parser has tried to interpret it, and if your DD is
misconfigured, your parser may mangle it.

As to your code and log:

Your message:
{8=FIX.4.49=57535=R34=5249=TRADEWEB52=20191022-20:28:06.90156=RBC_
_T131=TRD_20191022
_12146=155=HYG48=HYGJ251908550.U22=5461=OC541=20191025201=1202=85.5947=USD231=10054=738=264=2019102360=20191022-20:28:06423=1453=2448=sadddd447=C452=3802=3523=rbc
test803=2523=NY803=25523=US803=4000448=xyz Dummy
Company447=C452=1802=2523=RBC803=4002523=YES803=400375=20191022464=Y5023=0.0100005745=16917=174287769=420073=RFS20074=Y20075=Y20077=USEQETFX20078=[N/A]20079=520080=12020081=3020082=2120084=15020086=122658=010=131}


Despite my earlier warning about the message log, this message looks like
it's probably sane (though still hard to read without visible field
separators).

I don't see anything obviously wrong with your code.  It's hard for me to
get further without being at your keyboard.  I suggest you put a breakpoint
at the start of OnMessage(QuoteRequest,SessionID) and poke around at the
`m` parameter in the console.  Try calling `m.GetString(55)` instead of
`GetField`.  Step inside GetField or GetString and see what you can deduce.

-Grant


On Tue, Oct 22, 2019 at 3:26 PM Grant Birchmeier <gbirchmeier at connamara.com>
wrote:

> Gonna need to see the actual exception and trace before we can even begin
> to help you.
>
> On Tue, Oct 22, 2019 at 2:11 PM Kore, Ravindra <ravindra.kore at rbccm.com>
> wrote:
>
>> 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> 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>
>> 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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>
>
> --
> Grant Birchmeier
> *Connamara Systems, LLC*
> *Made-To-Measure Trading Solutions.*
> Exactly what you need. No more. No less.
> http://connamara.com
>


-- 
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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