{{Quickfixn}} grouping on resend request

Ben Mcmillan ben.mcmill at gmail.com
Tue May 5 21:21:49 PDT 2020


I originally send a quoteCancel that looks like this:

8=FIX.4.2|9=114|35=Z|34=82|49=US|52=20200506-00:37:20.051|56=FIX-API|117=2-469AW-00B-02-00003|298=1|
295=1|55=AUD/JPY|10=234|

and then when I receive a resend request the FIX engine sends this message:

8=FIX.4.2|9=145|35=Z|34=82|43=Y|49=US|52=20200506-03:56:34.506|56=FIX-API|122=20200506-00:37:20.051|55=AUD/JPY|117=2-469AW-00B-02-00003|
295=1|298=1|10=237|

Is that 2nd message right? It seems to me that tag 55=symbol is grouped
under NoQuoteEntries in the first message, but not in the 2nd.
This is despite the fact that my dataDictionary shows it should be
otherwise:
    <message name="QuoteCancel" msgtype="Z" msgcat="app">
      <field name="QuoteReqID" required="N"/>
      <field name="QuoteID" required="Y"/>
      <field name="QuoteCancelType" required="Y"/>
      <field name="QuoteResponseLevel" required="N"/>
      <field name="TradingSessionID" required="N"/>
      <group name="NoQuoteEntries" required="Y">
        <field name="Symbol" required="Y"/>
        <field name="SymbolSfx" required="N"/>
        <field name="SecurityID" required="N"/>
        <field name="IDSource" required="N"/>
        <field name="SecurityType" required="N"/>
        <field name="MaturityMonthYear" required="N"/>
        <field name="MaturityDay" required="N"/>
        <field name="PutOrCall" required="N"/>
        <field name="StrikePrice" required="N"/>
        <field name="OptAttribute" required="N"/>
        <field name="ContractMultiplier" required="N"/>
        <field name="CouponRate" required="N"/>
        <field name="SecurityExchange" required="N"/>
        <field name="Issuer" required="N"/>
        <field name="EncodedIssuerLen" required="N"/>
        <field name="EncodedIssuer" required="N"/>
        <field name="SecurityDesc" required="N"/>
        <field name="EncodedSecurityDescLen" required="N"/>
        <field name="EncodedSecurityDesc" required="N"/>
        <field name="UnderlyingSymbol" required="N"/>
      </group>
    </message>

Any ideas?
thanks
Ben
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