{{Quickfixn}} Crack CollateralReportAck response.

Grant Birchmeier gbirchmeier at connamara.com
Thu Jul 16 11:22:29 PDT 2020


Opened https://github.com/connamara/quickfixn/issues/635 for this

On Thu, Jul 16, 2020 at 12:35 PM Grant Birchmeier <gbirchmeier at connamara.com>
wrote:

> I see the problem now.  I'm sorry I missed it, but this just hasn't
> happened before.
>
> DQ is simply not defined in the project's FIX50SP2 DataDictionary, thus
> there is no generated class for it in the source.   According to FIXimate,
> DQ was added to SP2 starting with Extension Pack 192.
>
> The newest message in SP2 is "CG", added in Extension Pack 105.
>
> This seems like a big oversight in the project, but an understandable
> one.  Most people use FIX42 or FIX44.  Some use 50 or later, but I've never
> seen anyone use these latest extensions before.
>
> So, you have options.
> For any option: Update your DD to define DQ.
> For cracking:
> option 1: Use generic message/field access methods.  You can check tag 35
> to see if it's a DQ.
> option 2: Create your own DQ message class
> option 3: Regenerate the source (which will do (2) for you)
>
> I wish option 3 was easier.  It really should be.  The generator currently
> uses a crazy old version of Ruby (193).  High up on my todo list is to (in
> the short term) update it to a recent Ruby, then (long term) get rid of
> Ruby altogether.
>
> Beyond that... man, we really need to update our DD.  Unfortunately, I
> think it'll need to be done by hand.
>
> -Grant
>
>
> On Thu, Jul 9, 2020 at 5:10 AM Kostas Parginos <kparginos at yahoo.gr> wrote:
>
>> Hi Grant,
>>
>>     Yes my message starts with a "8=FIXT.1.1"
>>
>> (BA message sample: "
>> 8=FIXT.1.1|9=606|35=BA|34=34|49=**********|52=20200709-09:17:57.773|56=**********|167=.......").
>>
>>     Also my login contains 1137=9
>>
>> (Logon message:
>> 8=FIXT.1.1|9=77|35=A|34=43|49=**********|52=20200709-09:57:17.917|56=**********|98=0|108=5|1137=9|10=061|)
>>
>>     I am using version 1.9.0 ( QuickFix.dll & QuickFix.FIX50SP2.dll), no
>> NUGET.
>>
>> *Note that I have changed some real data with asterisks (**********) in
>> order not avoid exposure of company's sensitive data.
>>
>> Thank you very much,
>> Kostas Parginos.
>>
>>
>>
>> Στις Τετάρτη, 8 Ιουλίου 2020, 10:32:31 μ.μ. EEST, ο χρήστης Grant
>> Birchmeier <gbirchmeier at connamara.com> έγραψε:
>>
>>
>> Do your log messages actually start with "8=FIXT.1.1"?
>>
>> And does your Login message contain "1137=9" ?
>>
>> Lastly, please tell me which QuickFIX library version you are using.  If
>> you downloaded the dll, tell me which one.  If you are using a NuGet
>> package, tell me which one.
>>
>> On Wed, Jul 8, 2020 at 10:05 AM Kostas Parginos <kparginos at yahoo.gr>
>> wrote:
>>
>>
>> Hi Grant.
>>     First of all thank you very much for your response. Indeed Bloomberg
>> uses FIX50SP2 and in the DD they gave us I can see a definition for the DQ
>> message, but to be honest I don't know if the just did some modifications
>> to an earlier version as you mentioned. I could provide you with the DD if
>> it will help you. Again thank you very much for your time.
>>
>> Regards,
>> Kostas Parginos.
>> Στις Κυριακή, 5 Ιουλίου 2020, 06:01:55 π.μ. EEST, ο χρήστης Grant
>> Birchmeier <gbirchmeier at connamara.com> έγραψε:
>>
>>
>> DQ was added in FIX50SP2.   Is Bloomberg using FIX50SP2, or did they
>> customize their DataDictionary to add DQ to an earlier FIX version, such as
>> FIX4.4?
>>
>>
>>
>>
>> On Wed, Jul 1, 2020 at 7:22 AM Kostas Parginos <kparginos at yahoo.gr>
>> wrote:
>>
>> Hi Team.
>>
>>     I am trying to create an app that sends CollateralReport &
>> TradeCaptureReport messages to a fix connection provide by Bloomberg.
>> Although I have managed to crack TradeCapturereportAck messages, I cannot
>> find a CollateralReportAck class to use it with the OnMessage callback. By
>> looking in the log files, there are CollateralReportAck messages (35=DQ)
>> coming from Bloomberg side. Do you have a solution to propose?
>>
>> Thanks.
>> _______________________________________________
>> Quickfixn mailing list
>> Quickfixn at lists.quickfixn.com
>> 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.
>> _______________________________________________
>> Quickfixn mailing list
>> Quickfixn at lists.quickfixn.com
>> http://lists.quickfixn.com/listinfo.cgi/quickfixn-quickfixn.com
>> _______________________________________________
>> Quickfixn mailing list
>> Quickfixn at lists.quickfixn.com
>> 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.
>> _______________________________________________
>> Quickfixn mailing list
>> Quickfixn at lists.quickfixn.com
>> http://lists.quickfixn.com/listinfo.cgi/quickfixn-quickfixn.com
>> _______________________________________________
>> Quickfixn mailing list
>> Quickfixn at lists.quickfixn.com
>> 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
>


-- 
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.
-------------- next part --------------
An HTML attachment was scrubbed...
URL: <http://lists.quickfixn.com/pipermail/quickfixn-quickfixn.com/attachments/20200716/bbd20901/attachment.htm>


More information about the Quickfixn mailing list