{{Quickfixn}} grouping on resend request

[Grant Birchmeier]

Something is definitely fishy.

Looks like the resend isn't obeying the data dictionary; the body fields
are ordered numerically and completely ignoring the group.  (You *are*
configured to use a DD, right?)

Which version of QF/n are you using?  (Are you using a nuget package?  All
of those are old and were made by other people.  There are no official QF/n
packages, though we are working on it.)

On Tue, May 5, 2020 at 11:22 PM Ben Mcmillan <ben.mcmill at gmail.com> wrote:

> 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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-- 
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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