{{Quickfixn}} IndicationOfInterest - IOIid error

Grant Birchmeier gbirchmeier at connamara.com
Tue Feb 11 08:29:23 PST 2020


Ok, I see what your problem is, and there's a few things going on here.

*1) You didn't say what FIX version you're supposed to be using*.  I
suspect you're trying to add a FIX42 field to a FIX44 message or
something.  Can you write code using fully-qualified types, e.g.
Quickfix.FIX42.IndicationOfInterest() ?

*2) Differences between FIX versions*: In FIX4x, the message type is
"IndicationOfInterest" in our current builds.  In FIX5+, it's "IOI".  (I
see that in the current FIXimate, it's "IOI" in all versions.  I'm not sure
why it's different in QF/n; I wonder if they back-changed it in FIX4x when
they released FIX5.  Strange.)

Anyway, if you're using FIX42, it's "IndicationOfInterest", and field 27 is
"IOIShares".
If you're FIX44, it's "IndicationOfInterest", and field 27 is "IOIQty".
If you're FIX50+, it's "IOI", and field 27 is "IOIQty".

*3) Be aware of custom data dictionaries: *Every counterparty is going to
fiddle with the data dictionary, and yours probably will too.  QF/n's
message/field classes are generated from the default DataDictionary.  To
handle customizations, you'll need to familiarize yourself with the generic
field getter/setters (such as I described in my previous response), or
regenerate code and make your own QF/n build.

Regardless, you'll also need to edit your FIXnn.xml DataDictionary file to
match your counterparty's customizations.  (Check their spec.)  The QF/n
engine will reject messages that don't conform to the DD that it is
configured with.

*4) I have a feeling I’m going to have to use a different FIX engine.*  Hey,
do what you have to do.  But QF/n is a good and proven engine, and at the
moment, it seems some of your issues are due more to being new to FIX than
the quirks of the engine.  (Oh-- and also due to your using VB.  In like 7
years, this is probably only the 3rd time I've fielded a question from
someone using VB!)

-Grant

On Tue, Feb 11, 2020 at 8:32 AM Wayne Kaplan <
wkaplan at financialnortheastern.com> wrote:

> Before I do your suggestion about creating a generic “new StringField(23)”
> ,
>
> I typed this and got the following error;
>
>
>
> Dim lxIOI As New IndicationOfInterest()
>
> 'lxIOI.IOIid = New IOIid(NextFIXORDERID)
>
> lxIOI.IOITransType = New IOITransType(IOITransType.[NEW])
>
> lxIOI.Symbol = New Symbol(lorow.Item("f48"))
>
> lxIOI.Side = New Side(Side.UNDISCLOSED)
>
> lxIOI.IOIShares = New IOIShares(1000)
>
>
>
> 'IOIShares' is not a member of 'IndicationOfInterest'.
>
>
>
>
>
>
>
> I have a feeling I’m going to have to use a different FIX engine.
>
> Do you have any suggestions?
>
> Free would be best… J
>
>
>
> Thanks
>
>
>
>
>
> Wayne
>
>
>
>
>
>
> Wayne Kaplan
>
> Senior Software Developer
>
> 100 Passaic Avenue
>
> 973-396-1057 Direct
>
> Fairfield, NJ 07004
>
> 866-855-1504 Fax
>
> 800-362-9876 x1205
>
> wkaplan at financialnortheastern.com
>
> www.financialnortheastern.com
>
>
>
> *From:* Quickfixn [mailto:quickfixn-bounces at lists.quickfixn.com] *On
> Behalf Of *Grant Birchmeier
> *Sent:* Monday, February 10, 2020 6:07 PM
> *To:* Mailing list for QuickFIX/n <quickfixn at lists.quickfixn.com>
> *Subject:* Re: {{Quickfixn}} IndicationOfInterest - IOIid error
>
>
>
> Oh, now it makes sense.  You're using VB, which is case-insensitive.
>
>
>
> This has never come up before because QF/n is compiled from C#, and most
> QF/n users are using C#.
>
>
>
> Annoyingly, the only reason there's two of them is because FIX5+ changed
> the case.
>
>
>
> I think you can get around this by calling the no-params
> IndicationOfInterest constructor, and then adding the fields separately.
> Instead of using the IOIid constructor, you can create a generic "new
> StringField(23)", and then add it with setString(stringField).  You can
> later retrieve it with GetString(23).
>
>
>
>
>
>
>
> On Mon, Feb 10, 2020 at 4:35 PM Wayne Kaplan <
> wkaplan at financialnortheastern.com> wrote:
>
> Dim lxIOI As New IndicationOfInterest(New IOIid(NextFIXORDERID),
>
>                                 New IOITransType(IOITransType.[NEW]),
>
>                                 New Symbol(lorow.Item("f48")),
>
>                                 New Side(Side.UNDISCLOSED),
>
>                                 New IOIShares(1000))
>
>
>
>
>
>
> Wayne Kaplan
>
> Senior Software Developer
>
> 100 Passaic Avenue
>
> 973-396-1057 Direct
>
> Fairfield, NJ 07004
>
> 866-855-1504 Fax
>
> 800-362-9876 x1205
>
> wkaplan at financialnortheastern.com
>
> www.financialnortheastern.com
>
>
>
> *From:* Quickfixn [mailto:quickfixn-bounces at lists.quickfixn.com] *On
> Behalf Of *Grant Birchmeier
> *Sent:* Monday, February 10, 2020 5:33 PM
> *To:* Mailing list for QuickFIX/n <quickfixn at lists.quickfixn.com>
> *Subject:* Re: {{Quickfixn}} IndicationOfInterest - IOIid error
>
>
>
> Can you show the actual code lines that caused this?
>
>
>
> On Mon, Feb 10, 2020 at 3:42 PM Wayne Kaplan <
> wkaplan at financialnortheastern.com> wrote:
>
> I’m getting this message when trying to create a IndicationOfInterest
> message…
>
>
>
> 'IOIid' is ambiguous in the namespace 'QuickFix.Fields'
>
>
>
> There are 2 entries in the QuickFix.fields …
>
>
>
> “IOIid” & “IOIID”
>
>
>
>
> Wayne Kaplan
>
> Senior Software Developer
>
> 100 Passaic Avenue
>
> 973-396-1057 Direct
>
> Fairfield, NJ 07004
>
> 866-855-1504 Fax
>
> 800-362-9876 x1205
>
> wkaplan at financialnortheastern.com
>
> www.financialnortheastern.com
>
>
>
>
> ------------------------------
>
> Although all information has been obtained from sources that Financial
> Northeastern Corporation and Financial Northeastern Securities believe to
> be reliable we do not guarantee its accuracy or completeness. All prices,
> yields and availability are subject to change without notice. Securities
> offered through Financial Northeastern Securities, a registered
> broker/dealer.
>
> Financial Northeastern Corporation
> FNC Insurance Services, Inc.
> Financial Northeastern Securities, Inc.
>
> 100 Passaic Avenue
> Fairfield, New Jersey 07004
> (800) FNC-4141 or (973) 882-9337
>
> 485 Metro Place South
> Suite 465
> Dublin, Ohio 43017
> (877) 889-1095
>
> _______________________________________________
> 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
>
>
> This email, along with any attachments, is confidential. If you believe
> you received this message in error, please contact the sender immediately
> and delete all copies of the message. Thank you from Connamara Systems, LLC.
>
>
> ------------------------------
>
> Although all information has been obtained from sources that Financial
> Northeastern Corporation and Financial Northeastern Securities believe to
> be reliable we do not guarantee its accuracy or completeness. All prices,
> yields and availability are subject to change without notice. Securities
> offered through Financial Northeastern Securities, a registered
> broker/dealer.
>
> Financial Northeastern Corporation
> FNC Insurance Services, Inc.
> Financial Northeastern Securities, Inc.
>
> 100 Passaic Avenue
> Fairfield, New Jersey 07004
> (800) FNC-4141 or (973) 882-9337
>
> 485 Metro Place South
> Suite 465
> Dublin, Ohio 43017
> (877) 889-1095
>
> _______________________________________________
> 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
>
>
> This email, along with any attachments, is confidential. If you believe
> you received this message in error, please contact the sender immediately
> and delete all copies of the message. Thank you from Connamara Systems, LLC.
>
> ------------------------------
> Although all information has been obtained from sources that Financial
> Northeastern Corporation and Financial Northeastern Securities believe to
> be reliable we do not guarantee its accuracy or completeness. All prices,
> yields and availability are subject to change without notice. Securities
> offered through Financial Northeastern Securities, a registered
> broker/dealer.
>
> Financial Northeastern Corporation
> FNC Insurance Services, Inc.
> Financial Northeastern Securities, Inc.
>
> 100 Passaic Avenue
> Fairfield, New Jersey 07004
> (800) FNC-4141 or (973) 882-9337
>
> 485 Metro Place South
> Suite 465
> Dublin, Ohio 43017
> (877) 889-1095
> _______________________________________________
> 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

-- 
This email, along with any attachments, is confidential. If you believe you 
received this message in error, please contact the sender immediately and 
delete all copies of the message. Thank you from Connamara Systems, LLC.
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