{{Quickfixn}} (no subject)

[Wayne Kaplan]

Salim,

In your config, change "DataDictionary" to "AppDataDictionary".  (The
former is for FIX4x, the latter for FIX5+).  I think that will get you past
this problem.

FYI, please don't send large attachments to the list.  If they are needed,
we will ask.  Thanks!

-Grant


---------- Forwarded message ----------
> From: "Ghali Salim (EXT)" <salim.ghali-ext at natixis.com>
> To: "quickfixn at lists.quickfixn.com" <quickfixn at lists.quickfixn.com>
> Cc: eTrading-Algo <eTrading-Algo at natixis.com>
> Bcc:
> Date: Tue, 28 Jul 2020 08:17:13 +0000
> Subject: Troubles with FIXT1.1/FIX 5.0SP2 configuration
>
> Hi QuickFix,
>
>
>
> I am encountering some troubles when trying to receive RFQ Fix messages
> from a Bloomberg gateway.
>
> The provider (Bloomberg) is sending messages under FIXT1.1 (transport) and
> FIX5.0SP2 (data) protocols.
>
>
>
> In my application, the Fix cfg file is as below :
>
>
>
> [DEFAULT]
>
> ConnectionType=initiator
>
> BeginString=FIXT.1.1
>
> DefaultApplVerID=FIX.5.0SP2
>
> TransportDataDictionary=FIXT11.xml
>
> HeartBtInt=30
>
> ReconnectInterval=60
>
> ResetOnLogon=Y
>
> ResetOnLogOut=Y
>
> ResetOnDisconnect=Y
>
> CheckLatency=N
>
> StartTime=06:00:00
>
> EndTime=22:00:00
>
> UseDataDictionary=Y
>
> DataDictionary=QuickFIX_TNP_v2.5.1_en.xml
>
>
>
> Where the DataDictionary QuickFIX_TNP_v2.5.1_en.xml is provider by
> Bloomberg (c.f. attached).
>
>
>
> The problem is that when an incoming RFQ message is received, the Fix
> engine rejects it with the following error :
>
>
>
> Text :               Tag specified out of required order
>
> RefTagID :        1128
>
>
>
> You can find attached the whole Fix event logs with the QuoteRequest and
> the Reject messages.
>
>
>
> As the Tag Id 1128 refers to the ApplVerID, I suspect this issue is due to
> a config problem.
>
> I’ve tried different config combinations (by replacing the provider’s
> DataDictionary with other standard versions FIX50.xml and  FIX50SP2.xml)
> but still have a reject message due to tag 1128 in both cases.
>
> I’ve asked confirmation to the provider but he is maintaining that his Fix
> data protocol is 5.0SP2.
>
>
>
> One last remark : As you can see in the configuration above, I am using
> the DataDictionary key rather than AppDataDictionary as recommended for
> FIXT1.1. This is because when I use the AppDataDictionary with this data
> file (the provider’s one), a QuickFix exception (Unknown type TENOR) is
> generated. However, when trying other standard data dictionaries
> (FIX5.0.xml or FIX5.0SP2.xml), the AppDataDictionary key works fine (but
> still have the Fix Reject message).
>
>
>
> Could you have a look at this issue please ?
>
>
>
>
>
> *Salim GHALI*
>
> *Natixis CIB – DSI Global Markets – Equity Market Access & E-Trading IT*
>
> *47, Quai d’Austerlitz – 75013 Paris*
>
> *Phone : +33 (0)1 58 55 21 13*
> salim.ghali-ext at natixis.com | www.natixis.com
>


-- 
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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