{{Quickfixn}} SPF violation Help on Quickfix Issue Tag not defined

Grant Birchmeier gbirchmeier at connamara.com
Fri Jul 7 13:17:02 PDT 2023


In practice, every commercial FIX counterparty has made some
customizations to the default FIX DataDictionary.

It looks like your counterparty has added 60 somewhere within W, and
probably has many more additions in W and elsewhere.

You need to get the specification for your counterparty's FIX connection.
They surely have a document that tells you what they're custom dictionary
looks like, and you can use that to update your own FIX44.xml DD.  (They
may even have a FIX44.xml that they can give you to use!)

-Grant

On Fri, Jul 7, 2023 at 3:12 AM benjelyn reves <benjelyn_reves at yahoo.com>
wrote:

> Hi Team,
>
> My apologies but I am a newbie in QF programming interface. I ave go
> through the link you have shared. As per my understanding the components is
> just like a reusable fields definition?
> And as per the DD that I have shared I have tried to look all the
> components that was required but tag60 (TransactTime) is not there.
> Should it be add on my DD to resolve the error?
> Kindly advise further.
> Thank you.
>
> Best Regards,
> Benj
>
> On Thursday, July 6, 2023 at 11:32:21 PM GMT+8, Grant Birchmeier <
> gbirchmeier at connamara.com> wrote:
>
>
> Benjelyn, it sounds like you may not fully understand how components work
> in the FIX DD.
>
> Check out this SO answer that I wrote some years back, I think it will
> help:
> https://stackoverflow.com/a/29774713/650475
>
> On Thu, Jul 6, 2023 at 9:32 AM benjelyn reves <benjelyn_reves at yahoo.com>
> wrote:
>
> Hi Sergio / Team,
>
> Thanks for the response.
> Please correct me if I wrong, but your saying that tag60 is not available
> for Fix4.4 that we are using?
>
> Below is the data dictionary for  msgtype="W that the server shared us to
> use.
> -<message name="MarketDataSnapshotFullRefresh" msgcat="MarketData"
> msgtype="W">
>
> <field required="Y" name="MDReqID"/>
>
> <field required="N" name="ClientTier"/>
>
> <field required="N" name="OnMTFFlag"/>
>
> <component required="N" name="Parties"/>
>
> <component required="Y" name="Instrument"/>
>
> <component required="Y" name="InstrumentExtras"/>
>
> <component required="Y" name="MDFullGrp"/>
>
> <component required="N" name="RateSource"/>
>
> <component required="N" name="NDFInstrumentExtras"/>
>
> </message>
>
>  Should we add the tag60 on that data dictionary or it cannot since we are
> using the Fix4.4 and it is not supported?
> What can we do to support the tag60 that the server throwing us? How we
> can add that to our data dictionary?
> Thank you.
>
> Best Regards,
> Benj
>
>
> On Thursday, July 6, 2023 at 08:21:10 PM GMT+8, Sergio Diego Demaestri <
> sdemaestri at mae.com.ar> wrote:
>
>
>
>
> Hi Benj,
>
>
>
> This tag 60 is no present in msgtype=W for FIX4.4.
>
> If you anyway need this tag
>
> you should coordinate between client and server add the tag in their
> respective dictionaries
>
>
>
> Regards
>
> Sergio
>
>
>
>
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> --
> Grant Birchmeier
> Connamara Systems, LLC
> http://connamara.com
>
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-- 
Grant Birchmeier
Connamara Systems, LLC
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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