<div><font color="#000000"><font>If you specifiy a UseDataDictionary=Y and provide a DD, then QF/n will use that to parse incoming messages.<br></font></font></div><div><font color="#000000"><font><br></font></font></div><div>
<font color="#000000"><font>It doesn't use that DD much for outgoing messages. You can *send* messages that might not be consistent with your DD.<br></font></font></div><div><font color="#000000"><font><br></font></font></div>
<br><div class="gmail_quote">On Wed, Aug 1, 2012 at 5:10 AM, Felipe Soares <span dir="ltr"><<a href="mailto:felipe.soares@traderdata.com.br" target="_blank">felipe.soares@traderdata.com.br</a>></span> wrote:<br><blockquote class="gmail_quote" style="margin:0 0 0 .8ex;border-left:1px #ccc solid;padding-left:1ex">
<div lang="PT-BR" link="blue" vlink="purple"><div><p class="MsoNormal"><span lang="EN-US" style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1f497d">Kapil,</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">But I am using the option UseDataDictionary=Y. I thought that by using this option quickfixn would check on my data dictionary, instead of just allowing fix4.4 messages. Actually in quickfixn examples I could see the adition of a field but not a whole message.</span></p>
<p class="MsoNormal"><span lang="EN-US" style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1f497d">Everyone…is this even possible?</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><div><div style="border:none;border-top:solid #b5c4df 1.0pt;padding:3.0pt 0cm 0cm 0cm">
<p class="MsoNormal"><b><span lang="EN-US" style="font-size:10.0pt;font-family:"Tahoma","sans-serif"">De:</span></b><span lang="EN-US" style="font-size:10.0pt;font-family:"Tahoma","sans-serif""> KAPIL KUMAR LALWANI [mailto:<a href="mailto:kaplalwani@yahoo.co.in" target="_blank">kaplalwani@yahoo.co.in</a>] <br>
<b>Enviada em:</b> quarta-feira, </span><span style="font-size:10.0pt;font-family:"Tahoma","sans-serif"">1 de agosto de 2012 06:42<br><b>Para:</b> Felipe Soares<br><b>Cc:</b> <a href="mailto:quickfixn@lists.quickfixn.com" target="_blank">quickfixn@lists.quickfixn.com</a><br>
<b>Assunto:</b> Re: {{Quickfixn}} RES: felipe's custom message problem</span></p></div></div><p class="MsoNormal"> </p><div><div><blockquote style="margin-top:5.0pt;margin-bottom:5.0pt"><div><p class="MsoNormal" style="background:white">
<span style="font-family:"Verdana","sans-serif"">Hi Felipe,</span></p></div><div><p class="MsoNormal" style="background:white"><span><span style="font-family:"Verdana","sans-serif""> </span></span><span style="font-family:"Verdana","sans-serif"">As per the implementation of Quickfixn, u cant send the messages which are not in the Quickfix version dictionary. If you explore the implementation of Quickfixn you'll find that Quickfixn only use the dictionary of </span><b><span>FIX.5.0SP1 </span></b><b><span style="font-family:"Verdana","sans-serif""> </span></b><span style="font-family:"Verdana","sans-serif"">if your BeginString contain the same in header.</span></p>
</div></blockquote></div><div><p class="MsoNormal" style="background:white"><span style="font-family:"Verdana","sans-serif""> </span></p></div><div><p class="MsoNormal" style="background:white">
<span style="font-family:"Arial","sans-serif""><br>Kapil Kumar Lalwani<br>“Enjoy the WORK you do, Do the BEST you can.”</span><span style="font-family:"Verdana","sans-serif""> </span></p>
</div><div><p class="MsoNormal" style="background:white"><span style="font-family:"Verdana","sans-serif""> </span></p></div><div><div><div><div class="MsoNormal" align="center" style="text-align:center;background:white">
<span style="font-size:10.0pt;font-family:"Arial","sans-serif""><hr size="1" width="100%" align="center"></span></div><p class="MsoNormal" style="background:white"><b><span style="font-size:10.0pt;font-family:"Arial","sans-serif"">From:</span></b><span style="font-size:10.0pt;font-family:"Arial","sans-serif""> Felipe Soares <<a href="mailto:felipe.soares@traderdata.com.br" target="_blank">felipe.soares@traderdata.com.br</a>><br>
<b>To:</b> KAPIL KUMAR LALWANI <<a href="mailto:kaplalwani@yahoo.co.in" target="_blank">kaplalwani@yahoo.co.in</a>> <br><b>Sent:</b> Wednesday, 1 August 2012 2:33 PM<br><b>Subject:</b> Re: {{Quickfixn}} RES: felipe's custom message problem</span></p>
</div><p class="MsoNormal" style="background:white"><span> </span></p><div><div><div><p class="MsoNormal" style="background:white"><span>Kapil</span></p></div><div>
<p class="MsoNormal" style="background:white"><span> </span></p></div><div><p class="MsoNormal" style="background:white"><span>We know that. But o dont know why bmfbovespa says that we must use fix44 and add This custom message. We are truing to follow their manual.</span></p>
</div><div><p class="MsoNormal" style="background:white"><span> </span></p></div><div><p class="MsoNormal" style="background:white"><span>Until now we were not succeafull creating the custom message. We will try quickfix wrapper today instead of quickfixn.</span></p>
</div><div><p class="MsoNormal" style="background:white"><span> </span></p></div><div><p class="MsoNormal" style="background:white"><span>Thanks</span></p></div><div><p class="MsoNormal" style="background:white">
<span>Felipe<br><br>Enviado via iPhone</span></p></div><div><p class="MsoNormal" style="margin-bottom:12.0pt;background:white"><span><br>Em 01/08/2012, às 01:50, KAPIL KUMAR LALWANI <<a href="mailto:kaplalwani@yahoo.co.in" target="_blank">kaplalwani@yahoo.co.in</a>> escreveu:</span></p>
</div><blockquote style="margin-top:5.0pt;margin-bottom:5.0pt"><div><div><div><p class="MsoNormal" style="background:white"><span style="font-family:"Verdana","sans-serif"">Hi Felipe,</span></p>
</div><div><p class="MsoNormal" style="background:white"><span style="font-family:"Courier New""> </span></p></div><div><p class="MsoNormal" style="background:white"><span style="font-family:"Verdana","sans-serif"">This is because the message type 'ApplicationMessageRequest' ('BW') is not available with FIX4.4. Its was introduce from FIX5.0SP1 and and available only with FIX5.0SP1 and<b> </b>FIX5.0SP2<b> (<a href="http://fixprotocol.org/FIXimate3.0/" target="_blank">http://fixprotocol.org/FIXimate3.0/</a>)</b>. So that's why I recommended you to use FIX5.0SP1 if you want to use this message type.</span></p>
</div><div><p class="MsoNormal" style="background:white"><span style="font-family:"Courier New""> </span></p></div><div><p class="MsoNormal" style="background:white"><b><span style="font-family:"Verdana","sans-serif"">m.Header.SetField(new BeginString("FIX.5.0SP1")); </span></b></p>
</div><div><p class="MsoNormal" style="background:white"><span style="font-family:"Courier New""> </span></p></div><div><p class="MsoNormal" style="background:white"><span style="font-family:"Courier New""> </span></p>
</div><div><p class="MsoNormal" style="background:white"><span style="font-family:"Courier New""> </span></p></div><div><p class="MsoNormal" style="background:white"><span style="font-family:"Arial","sans-serif"">Your Sincerely,</span></p>
</div><div><p class="MsoNormal" style="background:white"><span style="font-family:"Arial","sans-serif"">Kapil Kumar Lalwani<br><br>“Enjoy the WORK you do, Do the BEST you can.”</span><span style="font-family:"Courier New""> </span></p>
</div><div><p class="MsoNormal" style="background:white"><span style="font-family:"Courier New""> </span></p></div><div><div><div><div class="MsoNormal" align="center" style="text-align:center;background:white">
<span style="font-family:"Arial","sans-serif""><hr size="1" width="100%" align="center"></span></div><p class="MsoNormal" style="background:white"><b><span style="font-family:"Arial","sans-serif"">From:</span></b><span style="font-family:"Arial","sans-serif""> Felipe Soares <<a href="mailto:felipe.soares@traderdata.com.br" target="_blank">felipe.soares@traderdata.com.br</a>><br>
<b>To:</b> Grant Birchmeier <<a href="mailto:gbirchmeier@connamara.com" target="_blank">gbirchmeier@connamara.com</a>>; Mailing list for QuickFIX/n <<a href="mailto:quickfixn@lists.quickfixn.com" target="_blank">quickfixn@lists.quickfixn.com</a>> <br>
<b>Sent:</b> Tuesday, 31 July 2012 11:18 PM<br><b>Subject:</b> {{Quickfixn}} RES: felipe's custom message problem</span></p></div><p class="MsoNormal" style="background:white">
<span style="font-family:"Courier New""> </span></p><div><div><div><div><p class="MsoNormal" style="background:white"><span style="font-size:11.0pt;font-family:"Courier New";color:#1f497d">Hi Grant,</span></p>
</div><div><p class="MsoNormal" style="background:white"><span style="font-size:11.0pt;font-family:"Courier New";color:#1f497d"> </span></p></div>
<div><p class="MsoNormal" style="background:white"><span lang="EN-US" style="font-size:11.0pt;font-family:"Courier New";color:#1f497d">I am not sure I made any progress </span><span style="font-size:11.0pt;font-family:Wingdings;color:#1f497d">L</span></p>
</div><div><p class="MsoNormal" style="background:white"><span lang="EN-US" style="font-size:11.0pt;font-family:"Courier New";color:#1f497d"> </span></p>
</div><div><p class="MsoNormal" style="background:white"><span lang="EN-US" style="font-size:11.0pt;font-family:"Courier New";color:#1f497d">Here is the output I am receving from your code:</span></p>
</div><div><p class="MsoNormal" style="background:white"><span lang="EN-US" style="font-size:11.0pt;font-family:"Courier New";color:#1f497d"> </span></p>
</div><div><p class="MsoNormal" style="background:white"><span lang="EN-US" style="font-size:11.0pt;font-family:"Courier New";color:#1f497d">8=FIX.4.4☺9=82☺35=BW☺1346=TRADER☺1347=0☺1351=2☺1355=foo☺1182=10☺1183=20☺1355=bar</span></p>
</div><div><p class="MsoNormal" style="background:white"><span lang="EN-US" style="font-size:11.0pt;font-family:"Courier New";color:#1f497d">☺1182=11☺1183=22☺10=202☺</span></p>
</div><div><p class="MsoNormal" style="background:white"><span lang="EN-US" style="font-size:11.0pt;font-family:"Courier New";color:#1f497d"> </span></p>
</div><div><p class="MsoNormal" style="background:white"><span lang="EN-US" style="font-size:11.0pt;font-family:"Courier New";color:#1f497d">Unhandled Exception: QuickFix.FieldNotFoundException: field not found for tag: 3</span></p>
</div><div><p class="MsoNormal" style="background:white"><span lang="EN-US" style="font-size:11.0pt;font-family:"Courier New";color:#1f497d">5</span></p>
</div><div><p class="MsoNormal" style="background:white"><span lang="EN-US" style="font-size:11.0pt;font-family:"Courier New";color:#1f497d"> at QuickFix.FieldMap.GetField(Int32 tag)</span></p>
</div><div><p class="MsoNormal" style="background:white"><span lang="EN-US" style="font-size:11.0pt;font-family:"Courier New";color:#1f497d"> at QuickFix.Session.SendRaw(Message message, Int32 seqNum)</span></p>
</div><div><p class="MsoNormal" style="background:white"><span lang="EN-US" style="font-size:11.0pt;font-family:"Courier New";color:#1f497d"> at QuickFix.Session.Send(Message message)</span></p>
</div><div><p class="MsoNormal" style="background:white"><span lang="EN-US" style="font-size:11.0pt;font-family:"Courier New";color:#1f497d"> at QuickFix.Session.SendToTarget(Message message, SessionID sessionID)</span></p>
</div><div><p class="MsoNormal" style="background:white"><span lang="EN-US" style="font-size:11.0pt;font-family:"Courier New";color:#1f497d"> at ConsoleApplication21.TCPReplayApp.RequestSeqNum(Int32 seqnum)</span></p>
</div><div><p class="MsoNormal" style="background:white"><span lang="EN-US" style="font-size:11.0pt;font-family:"Courier New";color:#1f497d"> at ConsoleApplication21.Program.Main(String[] args)</span></p>
</div><div><p class="MsoNormal" style="background:white"><span lang="EN-US" style="font-size:11.0pt;font-family:"Courier New";color:#1f497d"> </span></p>
</div><div><p class="MsoNormal" style="background:white"><span lang="EN-US" style="font-size:11.0pt;font-family:"Courier New";color:#1f497d">The error happens when I try Session.SendToTarget(m, sessionId);</span></p>
</div><div><p class="MsoNormal" style="background:white"><span lang="EN-US" style="font-size:11.0pt;font-family:"Courier New";color:#1f497d"> </span></p>
</div><div><p class="MsoNormal" style="background:white"><span lang="EN-US" style="font-size:11.0pt;font-family:"Courier New";color:#1f497d">Please help I don´t know where I should get information…</span></p>
</div><div><p class="MsoNormal" style="background:white"><span lang="EN-US" style="font-size:11.0pt;font-family:"Courier New";color:#1f497d"> </span></p>
</div><div><p class="MsoNormal" style="background:white"><b><span style="font-size:10.0pt;font-family:"Courier New"">De:</span></b><span style="font-size:10.0pt;font-family:"Courier New""> Grant Birchmeier [mailto:<a href="mailto:gbirchmeier@connamara.com" target="_blank">gbirchmeier@connamara.com</a>] <br>
<b>Enviada em:</b> terça-feira, 31 de julho de 2012 12:53<br><b>Para:</b> Mailing list for QuickFIX/n; Felipe Soares<br><b>Assunto:</b> felipe's custom message problem</span></p>
</div><div><p class="MsoNormal" style="background:white"><span style="font-family:"Courier New""> </span></p></div><div style="margin-bottom:12.0pt"><p class="MsoNormal" style="background:white"><span style="font-family:"Courier New"">Felipe,<br>
<br>In this an future discussions, I highly recommend that you turn off digest mode. It's making it difficult to follow the discussion when the subject lines are constantly changing.<br><br>Problem 1: In your cfg file, you need to add UseDataDictionary=Y<br>
<br>Problem 2: You are not constructing your repeating group correctly.<br><br>Problem 3: You were not using the correct message constructor. (The first parameter to Message(string,bool) is an entire FIX message string, not just the 35 field.)</span></p>
</div><div><div><p class="MsoNormal" style="background:white"><span style="font-family:"Courier New"">To construct your message with generic methods, it should look like this:</span></p></div></div><div>
<div><p class="MsoNormal" style="background:white"><span style="font-family:"Courier New""> </span></p></div></div><div style="margin-bottom:12.0pt"><p class="MsoNormal" style="background:white"><span style="font-family:"Courier New""> QuickFix.Message m = new Message();<br>
m.Header.SetField(new BeginString("FIX.4.4"));<br> m.SetField(new QuickFix.Fields.StringField(35, "BW"));<br><br> m.SetField(new QuickFix.Fields.StringField(1346, "TRADER")); //AppReqId<br>
m.SetField(new QuickFix.Fields.IntField(1347, 0)); //ApplReqType<br><br> int[] ordering = {1355,1182,1183};<br> Group g = new Group(1351, 1355, ordering);<br><br> // first group element<br>
g.SetField(new QuickFix.Fields.StringField(1355,("foo"))); //RefApplID<br> g.SetField(new QuickFix.Fields.IntField(1182, 10)); //ApplBegSeqNum<br> g.SetField(new QuickFix.Fields.IntField(1183, 20)); //ApplEndSeqNum<br>
m.AddGroup(g);<br><br> // second group element<br> g.SetField(new QuickFix.Fields.StringField(1355, ("bar"))); //RefApplID<br> g.SetField(new QuickFix.Fields.IntField(1182, 11)); //ApplBegSeqNum<br>
g.SetField(new QuickFix.Fields.IntField(1183, 22)); //ApplEndSeqNum<br> m.AddGroup(g);</span></p></div><div><div><p class="MsoNormal" style="background:white"><span style="font-family:"Courier New""> Console.WriteLine(m.ToString());</span></p>
</div></div><div><div><p class="MsoNormal" style="background:white"><span style="font-family:"Courier New""> // prints 8=FIX.4.4|9=82|35=BW|1346=TRADER|1347=0|1351=2|1355=foo|1182=10|1183=20|1355=bar|1182=11|1183=22|10=202|</span></p>
</div></div><div><div><p class="MsoNormal" style="background:white"><span style="font-family:"Courier New""> </span></p></div></div><div><div><p class="MsoNormal" style="background:white"><span style="font-family:"Courier New""> </span></p>
</div></div><div><p class="MsoNormal" style="background:white"><span style="font-family:"Courier New""><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></span></p></div></div></div></div><p class="MsoNormal" style="margin-bottom:12.0pt;background:white"><span style="font-family:"Courier New""><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></span></p></div></div></div></div></blockquote></div></div><p class="MsoNormal" style="margin-bottom:12.0pt;background:white"><span> </span></p></div></div></div></div></div>
<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><br>
<br></blockquote></div><br><br clear="all"><br>-- <br><div><font><span style="background-color:#000000"><span style="background-color:#ffffff">Grant Birchmeier</span></span></font><font><font color="#3333ff"><br></font></font></div>
<div><font><b><font color="#3333ff"><span style="background-color:#ffcc33"><span style="background-color:#ffcc66"><span style="background-color:#ffcc99"><span style="background-color:#ffffff"><span style="background-color:#ffcc00">Connamara Systems, LLC</span></span></span></span></span></font></b></font><br>
</div><div><font><b>Made-To-Measure Trading Solutions.</b></font></div><div><font>Exactly what you need. No more. No less.</font><font><b><font color="#3333ff"><br></font></b></font></div><div><font><a href="http://connamara.com" target="_blank">http://connamara.com</a><br>
</font></div><br>