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</o:shapelayout></xml><![endif]--></head><body lang=EN-GB link=blue vlink=purple><div class=WordSection1><p class=MsoNormal><span style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D'>Hi <o:p></o:p></span></p><p class=MsoNormal><span style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D'><o:p> </o:p></span></p><p class=MsoNormal><span style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D'>For clarification. The client code is just a test harness for the server I am writing using FIX 4.4. Both client and server use QuickFix/n. I have not implemented any code on the server as of yet, beyond throwing a UnsupportedMessageType exception. The reject message is being created via the QuickFix/n message verification at which stage it believes that Symbol is a required field. Changing Required to N in the 4.4 Data Dictionary allows the message to pass the verification stage and reach my implementation.<o:p></o:p></span></p><p class=MsoNormal><span style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D'><o:p> </o:p></span></p><p class=MsoNormal><span style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D'>Regards<o:p></o:p></span></p><p class=MsoNormal><span style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D'><o:p> </o:p></span></p><p class=MsoNormal><span style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D'>Tim <o:p></o:p></span></p><p class=MsoNormal><b><span lang=EN-US style='font-size:10.0pt;font-family:"Tahoma","sans-serif"'>From:</span></b><span lang=EN-US style='font-size:10.0pt;font-family:"Tahoma","sans-serif"'> quickfixn-bounces@lists.quickfixn.com [mailto:quickfixn-bounces@lists.quickfixn.com] <b>On Behalf Of </b>Grant Birchmeier<br><b>Sent:</b> 30 July 2012 15:00<br><b>To:</b> Mailing list for QuickFIX/n<br><b>Subject:</b> Re: {{Quickfixn}} TradeCaptureReportRequest<o:p></o:p></span></p><p class=MsoNormal><o:p> </o:p></p><div><p class=MsoNormal><span style='color:black'>This sounds like a counterparty requirement.</span><o:p></o:p></p></div><div><p class=MsoNormal><o:p> </o:p></p></div><div><p class=MsoNormal><span style='color:black'>While standard FIX doesn't require this field, I'm guessing that your counterparty has decided to make it mandatory.</span><o:p></o:p></p></div><div><p class=MsoNormal><o:p> </o:p></p></div><div><p class=MsoNormal><span style='color:black'>You'll need to check your counterparty's documentation.</span><o:p></o:p></p></div><div><p class=MsoNormal><o:p> </o:p></p></div><div><p class=MsoNormal><o:p> </o:p></p></div><div><p class=MsoNormal>On Mon, Jul 30, 2012 at 8:49 AM, Tim Bailey <<a href="mailto:tim.bailey@ateofinance.com" target="_blank">tim.bailey@ateofinance.com</a>> wrote:<o:p></o:p></p><div><div><p class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto'>Hi<o:p></o:p></p><p class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto'> <o:p></o:p></p><p class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto'>I’m sending a TradeCaptureReportRequest with the TradeRequestID (568) and TradeRequestType (569) populated. I get a Reject message as a result of Symbol (55) not being set. Instrument is not required in the TradeCaptureReportRequest so I’d presume that as a consequence we should not require Symbol. <o:p></o:p></p><p class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto'> <o:p></o:p></p><p class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto'>The client code creating the request is:<o:p></o:p></p><p class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto'> <o:p></o:p></p><p class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto;text-autospace:none'><span style='font-size:10.0pt;font-family:"Courier New";color:#2B91AF'>TradeCaptureReportRequest</span><span style='font-size:10.0pt;font-family:"Courier New"'> test = <span style='color:blue'>new</span> <span style='color:#2B91AF'>TradeCaptureReportRequest</span>(<span style='color:blue'>new</span> <span style='color:#2B91AF'>TradeRequestID</span>(source.TradeRequestID),<span style='color:blue'>new</span> <span style='color:#2B91AF'>TradeRequestType</span>(<span style='color:#2B91AF'>TradeRequestType</span>.ALL_TRADES) );</span><o:p></o:p></p><p class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto'> <o:p></o:p></p><p class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto'>This is sent to the server and it sends the reject message.<o:p></o:p></p><p class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto'> <o:p></o:p></p><p class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto'>Regards<o:p></o:p></p><p class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto'> <o:p></o:p></p><p class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto;line-height:11.25pt'><b><span lang=FR style='font-size:8.5pt;font-family:"Verdana","sans-serif";color:#0070C0'>Tim Bailey</span></b><span lang=FR style='font-size:8.5pt;font-family:"Verdana","sans-serif";color:#0070C0'> <br><b>ATEO – Technical Account Manager</b><br><b>Email :</b> <a href="mailto:tim.bailey@ateofinance.com" target="_blank"><span style='color:#0070C0'>tim.bailey@ateofinance.com</span></a> </span><o:p></o:p></p><p class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto;line-height:11.25pt'><b><span style='font-size:8.5pt;font-family:"Verdana","sans-serif";color:#0070C0'>Phone :</span></b><span style='font-size:8.5pt;font-family:"Verdana","sans-serif";color:#0070C0'> <a href="tel:%2B44%20207%20953%208625" target="_blank">+44 207 953 8625</a> - <b>Mob :</b> <a href="tel:%2B44%2077%2017%20895%20237" target="_blank">+44 77 17 895 237</a> <br><b>Address :</b> 212 Coppergate House, 16 Brune Street, London E1 7NJ</span><o:p></o:p></p><p class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto'><span lang=FR style='font-size:8.5pt;font-family:"Verdana","sans-serif";color:#505AE6'> </span><o:p></o:p></p><p class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto;line-height:11.25pt'><span lang=FR style='font-size:8.5pt;font-family:"Verdana","sans-serif";color:#505AE6'>-----------------------</span><o:p></o:p></p><p class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto'><span style='color:red'>To join the ATEO Community please register at </span><span lang=FR><a href="http://community.ateofinance.com/" target="_blank"><span lang=EN-GB>http://community.ateofinance.com/</span></a></span><o:p></o:p></p><p class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto'> <o:p></o:p></p></div></div><p class=MsoNormal style='margin-bottom:12.0pt'><br>_______________________________________________<br>Quickfixn mailing list<br><a href="mailto:Quickfixn@lists.quickfixn.com">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><o:p></o:p></p></div><p class=MsoNormal><br><br clear=all><br>-- <o:p></o:p></p><div><p class=MsoNormal><span style='background:white'>Grant Birchmeier</span><o:p></o:p></p></div><div><p class=MsoNormal><b><span style='color:#3333FF;background:#FFCC00'>Connamara Systems, LLC</span></b><o:p></o:p></p></div><div><p class=MsoNormal><b>Made-To-Measure Trading Solutions.</b><o:p></o:p></p></div><div><p class=MsoNormal>Exactly what you need. No more. No less.<o:p></o:p></p></div><div><p class=MsoNormal><a href="http://connamara.com" target="_blank">http://connamara.com</a><o:p></o:p></p></div><p class=MsoNormal><o:p> </o:p></p></div></body></html>