{{Quickfixn}} IndicationOfInterest - IOIid error
Wayne Kaplan
wkaplan at financialnortheastern.com
Tue Feb 11 11:48:32 PST 2020
Thanks for the info.
I’ll try your suggestions
Thanks again
Wayne
Wayne Kaplan
Senior Software Developer
[cid:image001.jpg at 01D5E0EA.5413A3C0]
100 Passaic Avenue
973-396-1057 Direct
Fairfield, NJ 07004
866-855-1504 Fax
800-362-9876 x1205
wkaplan at financialnortheastern.com
[cid:image002.jpg at 01D5E0EA.5413A3C0]
www.financialnortheastern.com<http://www.financialnortheastern.com/>
From: Quickfixn [mailto:quickfixn-bounces at lists.quickfixn.com] On Behalf Of Grant Birchmeier
Sent: Tuesday, February 11, 2020 11:29 AM
To: Mailing list for QuickFIX/n <quickfixn at lists.quickfixn.com>
Subject: Re: {{Quickfixn}} IndicationOfInterest - IOIid error
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<mailto: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… ☺
Thanks
Wayne
Wayne Kaplan
Senior Software Developer
[cid:image001.jpg at 01D5E0EA.5413A3C0]
100 Passaic Avenue
973-396-1057 Direct
Fairfield, NJ 07004
866-855-1504 Fax
800-362-9876 x1205
wkaplan at financialnortheastern.com<mailto:wkaplan at financialnortheastern.com>
[cid:image002.jpg at 01D5E0EA.5413A3C0]
www.financialnortheastern.com<http://www.financialnortheastern.com/>
From: Quickfixn [mailto:quickfixn-bounces at lists.quickfixn.com<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<mailto: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<mailto: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
[cid:image001.jpg at 01D5E0EA.5413A3C0]
100 Passaic Avenue
973-396-1057 Direct
Fairfield, NJ 07004
866-855-1504 Fax
800-362-9876 x1205
wkaplan at financialnortheastern.com<mailto:wkaplan at financialnortheastern.com>
[cid:image002.jpg at 01D5E0EA.5413A3C0]
www.financialnortheastern.com<http://www.financialnortheastern.com/>
From: Quickfixn [mailto:quickfixn-bounces at lists.quickfixn.com<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<mailto: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<mailto: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
[cid:image001.jpg at 01D5E0EA.5413A3C0]
100 Passaic Avenue
973-396-1057 Direct
Fairfield, NJ 07004
866-855-1504 Fax
800-362-9876 x1205
wkaplan at financialnortheastern.com<mailto:wkaplan at financialnortheastern.com>
[cid:image002.jpg at 01D5E0EA.5413A3C0]
www.financialnortheastern.com<http://www.financialnortheastern.com/>
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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
_______________________________________________
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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
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
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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
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