{{Quickfixn}} grouping on resend request

Grant Birchmeier gbirchmeier at connamara.com
Wed May 6 14:51:20 PDT 2020


Outgoing messages are not checked against the DD.  I guess you could say
the engine trusts you that you're sending what you intend to send.

On Wed, May 6, 2020 at 4:10 PM Ben Mcmillan <ben.mcmill at gmail.com> wrote:

> 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.*
>> 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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-- 
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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