{{Quickfixn}} Quickfixn Digest, Vol 104, Issue 15

[Alex Wellington Santos da Silva]

I'm downloading the latest source from githib and rebuilding.
I thought I was using a DD, but it was pointing to the wrong spot, and
works once rectified.
A bit strange that without a DD, the message format changes between the
original and resend still isn't it? Anyhow my problem is fixed.
thanks
Ben


On Thu, 7 May 2020 at 00:24, Grant Birchmeier <gbirchmeier at connamara.com>
wrote:

> 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.*
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> http://connamara.com
>
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