{{Quickfixn}} ICE Security Definition Messages:- Group 711's first entry does not start with delimiter

Grant Birchmeier gbirchmeier at connamara.com
Fri Jun 14 08:45:48 PDT 2024


"QuickFix.Net.NETCore.FIX44" is not an official release from QF/n.  Our
project is not named ".NET".  Some rando made that 5 years ago, and it's a
really old build. I recommend you move to a recent official build.

I concur with Stephane's response regarding your DD having NoUnderlyings
group with the wrong delimiter 363.  That's really strange to me-- the
default FIX44 doesn't use 363 as a delimiter, and ICE TC doesn't use that
tag at all!  (Does ICE Private Order Feed use it...?)  So I wonder what led
to that happening in your DD?

(Also, did the log you pasted come from Console.Write statements? If yes,
don't do that!  They won't be accurate if there's a transport-layer issue
or a parsing problem. Only look at FIX message logs!)

-Grant

On Fri, Jun 14, 2024 at 7:37 AM Stéphane Dal Molin <
Stephane.DalMolin at sdmconsulting.net> wrote:

> 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
>
>
>
>
>
>
>
>
>
>
>
>
>
>
>
>
> _______________________________________________
> Quickfixn mailing list
> Quickfixn at lists.quickfixn.com
> http://lists.quickfixn.com/listinfo.cgi/quickfixn-quickfixn.com
>


-- 
<https://www.connamara.com>

Grant Birchmeier

Sr. Software Engineer, Connamara

gbirchmeier at connamara.com

-- 
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