{{Quickfixn}} User Defined Strategies (UDS) Sec Def Request
Veduruparthi Raju
rveduruparthi at gmail.com
Thu Apr 28 11:02:32 PDT 2022
We are trying to implement requesting ICE security definitions for the UDS.
The below is the request we sent and the response we received , with an
error unsupported message type.
My understanding of this error is that the MessageCracker could not find
the overridden method for this message type. But i did implement it "public
override void onMessage(SecurityDefinition message, SessionID session)"
Can anyone help me understand what am i missing here and how to handle such
messages?
SecDef Request:
8=FIX.4.4 9=79 35=c 34=8 49=50320 50=8 52=20220428-13:13:36.463 56=ICE
48=319 320=319 321=101 10=219
SecDef Response:
8=FIX.4.4 9=127 35=UDS 49=ICE 34=10 52=20220428-13:13:36.574 56=50320 57=8
322=5683472 323=5 320=319 58=No markets for requested security type 10=185
Error:
App In Error->: Exception of type 'QuickFix.UnsupportedMessageType' was
thrown.QuickFix44.Message 8=FIX.4.4 9=127 35=UDS 34=26 49=ICE
52=20220428-17:33:47.666 56=50320 57=8 58=No markets for requested security
type 320=319 322=6825949 323=5 10=210
Thanks,
--Raju.v
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