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--></style></head><body lang="PT-BR" link="blue" vlink="purple"><div class="WordSection1"><p class="MsoNormal"><span lang="EN-US" style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1f497d">Hi Grant,</span></p>
<p class="MsoNormal"><span lang="EN-US" style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1f497d"> </span></p><p class="MsoNormal"><span lang="EN-US" style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1f497d">Did you receive my last e-mail where I sent the fix logfiles?</span></p>
<p class="MsoNormal"><span lang="EN-US" style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1f497d"> </span></p><p class="MsoNormal"><span lang="EN-US" style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1f497d">Regards</span></p>
<p class="MsoNormal"><span lang="EN-US" style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1f497d">Felipe soares</span></p><p class="MsoNormal"><span lang="EN-US" style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1f497d"> </span></p>
<p class="MsoNormal"><span lang="EN-US" style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1f497d"> </span></p><p class="MsoNormal"><b><span style="font-size:10.0pt;font-family:"Tahoma","sans-serif"">De:</span></b><span style="font-size:10.0pt;font-family:"Tahoma","sans-serif""> Grant Birchmeier [mailto:<a href="mailto:gbirchmeier@connamara.com">gbirchmeier@connamara.com</a>] <br>
<b>Enviada em:</b> segunda-feira, 30 de julho de 2012 13:18<br><b>Para:</b> Felipe Soares; Mailing list for QuickFIX/n<br><b>Assunto:</b> Re: {{Quickfixn}} Custom Message</span></p><p class="MsoNormal"> </p><div><p class="MsoNormal">
<span style="color:black">I'm talking about the raw text FIX message that are sent and received over the network.</span></p></div><div><p class="MsoNormal"> </p></div><div><p class="MsoNormal"><span style="color:black">The messages that look something like this:</span></p>
</div><div><p class="MsoNormal">"8=FIX.4.2|35=B|49=TR_Initiator|52=20090101-17:13:06.684|56=TR_Acceptor|148=mounds|33=0|"</p></div><div><p class="MsoNormal"> </p></div><div><p class="MsoNormal"><span style="color:black">If you are using a LogFactory (and you should be), then you should have a logfile with all FIX messages that are sent and received by your program.</span></p>
</div><div><p class="MsoNormal"> </p></div><div><p class="MsoNormal"> </p></div><p class="MsoNormal"> </p><div><p class="MsoNormal">On Mon, Jul 30, 2012 at 10:39 AM, Felipe Soares <<a href="mailto:felipe.soares@traderdata.com.br" target="_blank">felipe.soares@traderdata.com.br</a>> wrote:</p>
<div><div><p class="MsoNormal" style><span lang="EN-US" style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1f497d">Sorry Grant, but I am new to FIX and quickFix/N.</span></p><p class="MsoNormal" style>
<span lang="EN-US" style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1f497d">Have no idea of what you are asking…</span></p><p class="MsoNormal" style><span lang="EN-US" style="font-size:11.0pt;font-family:Wingdings;color:#1f497d">L</span></p>
<p class="MsoNormal" style><span lang="EN-US" style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1f497d"> </span></p><p class="MsoNormal" style><span lang="EN-US" style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1f497d">We need to create a message that will be sent to BM&FBovespa, the original FIX4,4 specification doen´st have this message BW (application message request). So we are trying to create a custom message to send to the exchange.</span></p>
<p class="MsoNormal" style><span lang="EN-US" style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1f497d">Do you have any sample of how am I supposed to do that?</span></p><p class="MsoNormal" style>
<span lang="EN-US" style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1f497d"> </span></p><p class="MsoNormal" style><span lang="EN-US" style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1f497d">We followed the example in the website, but they onle have examples with adding afield to an existing message…we are trying to create a new kind of message…</span></p>
<p class="MsoNormal" style><span lang="EN-US" style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1f497d"> </span></p><p class="MsoNormal" style><span lang="EN-US" style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1f497d">Thanks a lot for your help</span></p>
<p class="MsoNormal" style><span lang="EN-US" style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1f497d">Felipe Soares</span></p><p class="MsoNormal" style><span lang="EN-US" style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1f497d"> </span></p>
<p class="MsoNormal" style><span lang="EN-US" style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1f497d"> </span></p><p class="MsoNormal" style><b><span style="font-size:10.0pt;font-family:"Tahoma","sans-serif"">De:</span></b><span style="font-size:10.0pt;font-family:"Tahoma","sans-serif""> Grant Birchmeier [mailto:<a href="mailto:gbirchmeier@connamara.com" target="_blank">gbirchmeier@connamara.com</a>] <br>
<b>Enviada em:</b> segunda-feira, 30 de julho de 2012 12:35<br><b>Para:</b> Felipe Soares</span></p><div><div><p class="MsoNormal"><br><b>Assunto:</b> Re: {{Quickfixn}} Custom Message</p></div></div><div><div><p class="MsoNormal" style>
</p><div><p class="MsoNormal" style>Yes, I saw this code in your other message.</p></div><div><p class="MsoNormal" style> </p></div><div><p class="MsoNormal" style>We need to see the actual FIX message that your code is creating. Can you please provide that?</p>
</div><div><p class="MsoNormal" style> </p></div><div><p class="MsoNormal" style>-Grant</p></div><div><p class="MsoNormal" style> </p></div><div><p class="MsoNormal" style> </p></div><div><p class="MsoNormal" style> </p></div>
<div><p class="MsoNormal" style>On Mon, Jul 30, 2012 at 10:10 AM, Felipe Soares <<a href="mailto:felipe.soares@traderdata.com.br" target="_blank">felipe.soares@traderdata.com.br</a>> wrote:</p><div><div><p class="MsoNormal" style>
<span lang="EN-US" style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1f497d">Hi Grant,</span></p><p class="MsoNormal" style><span lang="EN-US" style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1f497d"> </span></p>
<p class="MsoNormal" style><span lang="EN-US" style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1f497d">We are trying to create a custom message type BW (look at my FIX44.xml) with the source code bellow:</span></p>
<div><p class="MsoNormal" style><span lang="EN-US" style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1f497d"> </span></p><p class="MsoNormal" style="text-autospace:none"><span lang="EN-US" style="font-size:9.5pt;font-family:Consolas"> QuickFix.<span style="color:#2b91af">Message</span> m = <span style="color:blue">new</span> <span style="color:#2b91af">Message</span>(<span style="color:#a31515">"BW"</span>, <span style="color:blue">true</span>);</span></p>
<p class="MsoNormal" style="text-autospace:none"><span lang="EN-US" style="font-size:9.5pt;font-family:Consolas"> </span></p><p class="MsoNormal" style="text-autospace:none"><span lang="EN-US" style="font-size:9.5pt;font-family:Consolas"> <span style="color:green">//m.SetField(new QuickFix.Fields.StringField(35,"BG"));</span></span></p>
</div><p class="MsoNormal" style="text-autospace:none"><span lang="EN-US" style="font-size:9.5pt;font-family:Consolas"> m.SetField(<span style="color:blue">new</span> QuickFix.Fields.<span style="color:#2b91af">StringField</span>(1346, <span style="color:#a31515">"TRADER"</span>)); <span style="color:green">//AppReqId</span></span></p>
<div><p class="MsoNormal" style="text-autospace:none"><span lang="EN-US" style="font-size:9.5pt;font-family:Consolas"> m.SetField(<span style="color:blue">new</span> QuickFix.Fields.<span style="color:#2b91af">IntField</span>(1347, 0)); <span style="color:green">//ApplReqType</span></span></p>
<p class="MsoNormal" style="text-autospace:none"><span lang="EN-US" style="font-size:9.5pt;font-family:Consolas"> </span></p><p class="MsoNormal" style="text-autospace:none"><span lang="EN-US" style="font-size:9.5pt;font-family:Consolas"> m.SetField(<span style="color:blue">new</span> QuickFix.Fields.<span style="color:#2b91af">IntField</span>(1182, 10)); <span style="color:green">//ApplBegSeqNum</span></span></p>
<p class="MsoNormal" style="text-autospace:none"><span lang="EN-US" style="font-size:9.5pt;font-family:Consolas"> m.SetField(<span style="color:blue">new</span> QuickFix.Fields.<span style="color:#2b91af">IntField</span>(1183, 20)); <span style="color:green">//ApplBegSeqNum</span></span></p>
<p class="MsoNormal" style="text-autospace:none"><span lang="EN-US" style="font-size:9.5pt;font-family:Consolas"> </span></p><p class="MsoNormal" style><span lang="EN-US" style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1f497d"> </span></p>
</div><p class="MsoNormal" style><span lang="EN-US" style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1f497d">After that I get the error…</span></p><p class="MsoNormal" style><span lang="EN-US" style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1f497d"> </span></p>
<p class="MsoNormal" style><span lang="EN-US" style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1f497d">Regards</span></p><p class="MsoNormal" style><span lang="EN-US" style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1f497d"> </span></p>
<p class="MsoNormal" style><span lang="EN-US" style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1f497d"> </span></p><p class="MsoNormal" style><span lang="EN-US" style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1f497d"> </span></p>
<p class="MsoNormal" style><b><span style="font-size:10.0pt;font-family:"Tahoma","sans-serif"">De:</span></b><span style="font-size:10.0pt;font-family:"Tahoma","sans-serif""> Grant Birchmeier [mailto:<a href="mailto:gbirchmeier@connamara.com" target="_blank">gbirchmeier@connamara.com</a>] <br>
<b>Enviada em:</b> segunda-feira, 30 de julho de 2012 11:59<br><b>Para:</b> Mailing list for QuickFIX/n; <a href="mailto:felipe.soares@traderdata.com.br" target="_blank">felipe.soares@traderdata.com.br</a><br><b>Assunto:</b> Re: {{Quickfixn}} Custom Message</span></p>
<div><div><p class="MsoNormal" style> </p><p class="MsoNormal" style>Felipe, that error alone doesn't tell us very much. Can you paste the message that you created that is causing this error?<br><br><br>From Felipe's digest reply:<br>
Unhandled Exception: QuickFix.MessageParseError: Could not parse message:<br> Error<br> at position (0) while parsing msg (BW) ---><br> System.ArgumentOutOfRangeException:<br> Length cannot be less than zero.<br><br><br>
On Mon, Jul 30, 2012 at 9:20 AM, Mike Gatny <<a href="mailto:mgatny@connamara.com" target="_blank">mgatny@connamara.com</a>> wrote:<br>><br>> Please describe the error you are getting.<br>><br>><br>> _______________________________________________<br>
> Quickfixn mailing list<br>> <a href="mailto:Quickfixn@lists.quickfixn.com" target="_blank">Quickfixn@lists.quickfixn.com</a><br>> <a href="http://lists.quickfixn.com/listinfo.cgi/quickfixn-quickfixn.com" target="_blank">http://lists.quickfixn.com/listinfo.cgi/quickfixn-quickfixn.com</a><br>
><br><br><br><br>--<br>Grant Birchmeier<br>Connamara Systems, LLC<br>Made-To-Measure Trading Solutions.<br>Exactly what you need. No more. No less.<br><a href="http://connamara.com" target="_blank">http://connamara.com</a></p>
</div></div></div></div></div><p class="MsoNormal" style><br><br clear="all"><br>-- </p><div><p class="MsoNormal" style><span style="background:white">Grant Birchmeier</span></p></div><div><p class="MsoNormal" style><b><span style="color:#3333ff;background:#ffcc00">Connamara Systems, LLC</span></b></p>
</div><div><p class="MsoNormal" style><b>Made-To-Measure Trading Solutions.</b></p></div><div><p class="MsoNormal" style>Exactly what you need. No more. No less.</p></div><div><p class="MsoNormal" style><a href="http://connamara.com" target="_blank">http://connamara.com</a></p>
</div><p class="MsoNormal" style> </p></div></div></div></div></div><p class="MsoNormal"><br><br clear="all"><br>-- </p><div><p class="MsoNormal"><span style="background:white">Grant Birchmeier</span></p></div><div><p class="MsoNormal">
<b><span style="color:#3333ff;background:#ffcc00">Connamara Systems, LLC</span></b></p></div><div><p class="MsoNormal"><b>Made-To-Measure Trading Solutions.</b></p></div><div><p class="MsoNormal">Exactly what you need. No more. No less.</p>
</div><div><p class="MsoNormal"><a href="http://connamara.com" target="_blank">http://connamara.com</a></p></div><p class="MsoNormal"> </p></div></body></html>