{{Quickfixn}} Handling Security Definitions
Veduruparthi Raju
rveduruparthi at gmail.com
Thu Oct 1 07:39:06 PDT 2020
Hi Grant,
Apologies .. i thought so .. but have pasted it for more clarity. I will
make a note of it.
Thanks,
--Raju.v
On Thu, Oct 1, 2020 at 8:45 AM Grant Birchmeier <gbirchmeier at connamara.com>
wrote:
> Raju,
>
> Please don't send giant message logs to the list. I have rejected it from
> being distributed to the list.
>
> I am repasting the top portion of your message, which is more than enough
> for followup:
>
> *==== Begin message from Raju:*
>
> They are different in length.
>
> The message logs and the sec def message in the onMessage call back and
> the message pushing into the queue as a string are all identical.
> However when the message is converted back to SecDef object using the
> message.FromString() method it comes with weird message with only one
> underlying and with two tag 311 (see the bold below).
>
> Below i am pasting the original message and the message after converting
> from string to SecDef object.
>
> *The below is the message after message.FromString() call :*
> {8=FIX.4.4||9=4012||35=d||34=6||49=ICE||52=20200930-04:09:45.018||56=50320||57=2||67=1||82=52||305=8||307=Butane,
> ID, Percentage of WTI 1st Line Future (CMA) (USD/bbl) - Dow - Ft.
> Saskatchewan -
> Jan21||308=IEPA||311=6249223||318=USD||320=319||322=2234250||323=4||326=17||393=5164||436=1.0||463=FXXXXX||542=20201231||763=0||916=20210101||917=20210131||998=cbm||1039=P||9013=0.00250||9014=500.0||9017=500.0||9022=1||9024=1.0||9025=N||9032=1.25000||9040=0.00250||9041=500||9061=21704||9062=Butane,
> ID, Percentage of WTI 1st Line Future (CMA) (USD/bbl)||9063=Butane, ID,
> Percentage of WTI 1st Line Future (CMA)
> (USD/bbl)||9064=0||9083=5||9084=0||9085=monthly||9100=USD||9101=%||9133=0.00250||9134=0.00250||9200=12||9201=1860||9202=Jan21||9205=0||9215=0||9216=0||9217=0||9300=24503||9301=Dow
> - Ft. Saskatchewan||9302=Dow - Ft.
> Saskatchewan||711=100||311=6249222||305=8||463=FXXXXX||763=0||542=20201231||436=1.0||308=IEPA||307=Butane,
> ID, Percentage of WTI 1st Line Future (CMA) (USD/bbl) - Plains - Ft.
> Saskatchewan -
> Jan21||318=USD||326=17||916=20210101||917=20210131||998=cbm||1039=P||9013=0.00250||9014=500.0||9017=500.0||9022=1||9024=1.0||9025=N||9032=1.25000||9040=0.00250||9041=500||9061=21704||9062=Butane,
> ID, Percentage of WTI 1st Line Future (CMA) (USD/bbl)||9063=Butane, ID,
> Percentage of WTI 1st Line Future (CMA)
> (USD/bbl)||9083=5||9084=0||9085=monthly||9100=USD||9101=%||9200=12||9201=1860||9202=Jan21||9205=0||9215=0||9216=0||9300=24500||9301=Plains
> - Ft. Saskatchewan||9302=Plains - Ft. Saskatchewan||10=050||}
>
> *The below is the original message:*
> 8=FIX.4.4||9=53970||35=d||34=6||49=ICE||52=20200930-04:09:45.018||56=50320||57=2||67=1||82=52||320=319||322=2234250||323=4||393=5164||711=100||311=6249222||305=8||326=17||463=FXXXXX||763=0||542=20201231||436=1.0||308=IEPA||307=Butane,
> ID, Percentage of WTI 1st Line Future (CMA) (USD/bbl) - Plains - Ft.
> Saskatchewan -
> Jan21||318=USD||9040=0.00250||9041=500||1039=P||916=20210101||917=20210131||9032=1.25000||9061=21704||9062=Butane,
> ID, Percentage of WTI 1st Line Future (CMA) (USD/bbl)||9063=Butane, ID,
> Percentage of WTI 1st Line Future (CMA)
> (USD/bbl)||9215=0||9216=0||9205=0||9083=5||9084=0||9085=monthly||9100=USD||9101=%||9300=24500||9301=Plains
> - Ft. Saskatchewan||9302=Plains - Ft.
> Saskatchewan||9200=12||9201=1860||9202=Jan21||9013=0.00250||9014=500.0||9017=500.0||998=cbm||9022=1||9024=1.0||9025=N||9133=0.00250||9134=0.00250||9217=0||311=6249223||305=8||326=17||463=FXXXXX||763=0||542=20201231||436=1.0||308=IEPA||307=Butane,
> ID, Percentage of WTI 1st Line Future (CMA) (USD/bbl) - Dow - Ft.
> Saskatchewan -
> Jan21||318=USD||9040=0.00250||9041=500||1039=P||916=20210101||917=20210131||9032=1.25000||9061=21704||9062=Butane,
> ID, Percentage of WTI 1st Line Future (CMA) (USD/bbl)||9063=Butane, ID,
> Percentage of WTI 1st Line Future (CMA)
> (USD/bbl)||9215=0||9216=0||9205=0||9083=5||9084=0||9085=monthly||9100=USD||9101=%||9300=24503||9301=Dow
> - Ft. Saskatchewan||9302=Dow - Ft.
> Saskatchewan||9200=12||9201=1860||9202=Jan21||9013=0.00250||9014=500.0||9017=500.0||998=cbm||9022=1||9024=1.0||9025=N||9133=0.00250||9134=0.00250||9217=0||311=6249351||305=8||326=17||463=FXXXXX||763=0||542=20211231||436=1000.0||308=IEPA||307=IsoButane,
> ID, OPIS (50) - MT.B-ENT - Cal
> 22||318=USD||9040=0.00125||9041=50||1039=P||916=20220101||917=20221231||9032=62.50000||9061=20011||9062=IsoButane,
> ID, OPIS (50)||9063=IsoButane, OPIS Average
> (50)||9215=0||9216=0||9205=0||9083=5||9084=0||9085=monthly||9100=USD||9101=USD
> / gal||9300=786||9301=Mt.
> Belv-Enterprise||9302=MT.B-ENT||9200=16||9201=4343||9202=Cal
> 22||9013=0.00125||9014=50.0||9017=50000.0||998=bbl||9022=12||9024=1.0||9025=N||9133=52.50000||9134=52.50000||9217=0||311=6249352||305=8||326=17||463=FXXXXX||763=0||542=20211029||436=1000.0||308=IEPA||307=IsoButane,
> ID, OPIS (50) - MT.B-ENT - Q4
> 21||318=USD||9040=0.00125||9041=50||1039=P||916=20211001||917=20211231||9032=62.50000||9061=20011||9062=IsoButane,
> ID, OPIS (50)||9063=IsoButane, OPIS Average
> (50)||9215=0||9216=0||9205=0||9083=5||9084=0||9085=monthly||9100=USD||9101=USD
> / gal||9300=786||9301=Mt.
> Belv-Enterprise||9302=MT.B-ENT||9200=15||9201=1915||9202=Q4
> 21||9013=0.00125||9014=50.0||*...**[about a million more tags here]...*
> ||10=047||
>
>
> On Wed, Sep 30, 2020 at 4:31 PM Mike Gatny <mgatny at connamara.com> wrote:
>
>> If you compare the entry in quickfixn's messages log to the string you
>> are parsing off your message queue, are they identical? If not, how do
>> they differ?
>>
>> --
>> Mike Gatny
>> Connamara Systems
>>
>>
>> On Wed, Sep 30, 2020 at 5:16 PM Veduruparthi Raju <
>> rveduruparthi at gmail.com> wrote:
>>
>>> Hello,
>>>
>>> I am trying to implement the SecurityDefinitions and as part of it I am
>>> making a SecurityDefinitionRequest (35=c) subscription and I am receiving
>>> the SecurityDefinitions (35=d)
>>> Each security definition is huge and is a batch of 100 underlyings. I am
>>> trying to parse these security definitions and unfortunately running into
>>> the below exception, which obviously tells me that the message length is
>>> too long.
>>> I am using the Quick version 4.4 and the latest dll of 1.9 version.
>>>
>>> The onMessage callback of the SecDef receives the original message as
>>> pasted below and we are pushing that to a message queue as a string and
>>> there is a handler class where we process that message converting back from
>>> string to the SecurityDefinition Object using the below syntax, where
>>> requestMessage is the original sec def message from the OnMessage
>>>
>>> var message = new SecurityDefinition();
>>> message.FromString(requestMessage, true, dataDictionary,
>>> dataDictionary, _defaultMsgFactory);
>>>
>>>
>>> *Invalid message: Expected BodyLength=4012, Received BodyLength=53970,
>>> Message.SeqNum=6*
>>>
>>> The below is one of the original SefDef..
>>> Please advise how to handle security definitions.
>>>
>>>
>>> Thanks,
>>> --Raju.v
>>>
>>
> 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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>
--
Thanks,
--Raju.v
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