{{Quickfixn}} Troubles with FIXT1.1/FIX 5.0SP2 configuration

Tue Jul 28 06:54:30 PDT 2020

Can you paste the rejected message and the reject itself?

(1- remove all sensitive info, and 2- please make the field separators
visible, like replace them with "|" or something)

On Tue, Jul 28, 2020 at 8:00 AM Ghali Salim (EXT) <
salim.ghali-ext at natixis.com> wrote:

> Hi Grant,
>
>
>
> Thanks for your answer. I’ve changed the DataDictionary to
> AppDataDictionary and fixed the generated “Unknown Type TENOR) due to this
> change by replacing the TENOR type by STRING in the xml data dictionary.
> However, I still have an admin Fix Reject message when I receive a
> QuoteRequest. The reject reason is still relied to the field 1128
> (ApplVerID). Do I need to add this tag (ApplVerID=FIX5.0SP2) to my cfg file
> under [SESSION] or does the DefaultApplVerID tag sufficient ?
>
>
>
> P.S : Sorry for the previous attachments
>
>
>
> *From:* Quickfixn <quickfixn-bounces at lists.quickfixn.com> *On Behalf Of *Grant
> Birchmeier
> *Sent:* Tuesday, July 28, 2020 2:52 PM
> *To:* Mailing list for QuickFIX/n <quickfixn at lists.quickfixn.com>
> *Subject:* Re: {{Quickfixn}} Troubles with FIXT1.1/FIX 5.0SP2
> configuration
>
>
>
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>
>
>
> 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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>
>
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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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