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

[Veduruparthi Raju]

Yes, I am using the ICE FIX TC Api. I have already added the UDS definition
to the FIX44.xml schema. I was just confused with the security definition
response since I do not see the relevant message type in the quickfix dll.
Now that I am clear, I will have to manually implement. Thank you.

Thanks,
--Raju.v

On Thu, Apr 28, 2022 at 3:08 PM Grant Birchmeier <gbirchmeier at connamara.com>
wrote:

> 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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>
>
> --
> Grant Birchmeier
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-- 
Thanks,
--Raju.v
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