{{Quickfixn}} User Defined Strategies (UDS) Sec Def Request

[Grant Birchmeier]

You didn't implement it, because SecurityDefinition is 'd', not 'UDS'.
(You've got the ICE FIX Trade Capture interface, right?  You definitely
want to read that thoroughly.)

UDS (User Defined Strategy) is a custom type created by ICE.  Make sure you
add a full definition for that in your FIX44.xml file.

crack() won't direct that one properly, because there's no UDS class type
in the engine.  You can implement code to manually read 35 and, if 35=UDS,
direct the message to a custom handler and use generic message/field
methods to read it.

Alternately, you can regenerate the FIX44 dll with your custom types.
(This is a little more hassle than it should be, and I do want to work on
that in the future, but it is doable and not that bad.)



On Thu, Apr 28, 2022 at 1:03 PM Veduruparthi Raju <rveduruparthi at gmail.com>
wrote:

> 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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>


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Grant Birchmeier
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