{{Quickfixn}} ICE Security Definition Messages:- Group 711's first entry does not start with delimiter
Stéphane Dal Molin
Stephane.DalMolin at sdmconsulting.net
Fri Jun 14 05:36:53 PDT 2024
Hi,
Which ICE session are you implementing ? Trade Capture or Private Order Feed ?
Which dictionary are you using ? Your application is rejecting the SecurityDefinition message from ICE because apparently your dictionary has the first tag in your NoUnderlyings group set to 363 while ICE, I believe, is sending 311 (as per their Trade Capture specs).
Regards,
-
Stéphane Dal Molin
SDM Consulting Sàrl-S
From: Quickfixn <quickfixn-bounces at lists.quickfixn.com> On Behalf Of Neeraj Kumar Ozha
Sent: Friday, June 14, 2024 7:12 AM
To: quickfixn at lists.quickfixn.com
Cc: Gautham <gautham.vt at cmartsolutions.com>; Rana Shivender Singh <rana.shivender at cmartsolutions.com>; Suman Pulavarthy <suman.pulavarthy at cmartsolutions.com>
Subject: {{Quickfixn}} ICE Security Definition Messages:- Group 711's first entry does not start with delimiter
Dear Team,
We are using QuickFix.Net.NETCore.FIX44(.Net Core<https://www.nuget.org/packages/QuickFix.Net.NETCore.FIX44>) for our application to connect with ICE and implement the FIX messages.
We are subscribing to the Security Definition messages using the same and are receiving the Security Definition Responses as well.
The responses are getting parsed properly, however for some of the Security Definition response messages, we see a Reject message being sent to ICE (details below):
Group 711's first entry does not start with delimiter
8=FIX.4.4 9=149 35=3 34=25 49=XXXXXX 50=XXXX 52=20240612-02:00:41.198 56=ICE 45=14 58=Group 711's first entry does not start with delimiter 363 371=711 372=d 373=99 10=097,
SessionID : FIX.4.4:XXXXXX->ICE
We had discussed this with ICE, but ICE clarified that there is no issue at their end and this needs to be addressed from the Application side only.
Could you please provide any inputs on the same which can help us resolve this issue.
Any help will be greatly appreciated.
Thanks and regards,
Neeraj Ozha
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