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--></style></head><body lang="PT-BR" link="blue" vlink="purple"><div class="WordSection1"><p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1f497d">Grant BMF&Bovespa is full of Weird things </span><span style="font-size:11.0pt;font-family:Wingdings;color:#1f497d">J</span><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1f497d"></span></p>
<p class="MsoNormal"><span 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> quarta-feira, 1 de agosto de 2012 08:28<br><b>Para:</b> KAPIL KUMAR LALWANI<br><b>Cc:</b> <a href="mailto:felipe.soares@traderdata.com.br">felipe.soares@traderdata.com.br</a>; Mailing list for QuickFIX/n<br>
<b>Assunto:</b> Re: {{Quickfixn}} RES: felipe's custom message problem</span></p><p class="MsoNormal"> </p><div><p class="MsoNormal"><span style="color:black">If Felipe's counterparty says he must use FIX4.4 with customizations taken from FIX5, then that's what he must do.</span></p>
</div><div><p class="MsoNormal"> </p></div><div><p class="MsoNormal"><span style="color:black">Some counterparties do weird things.</span></p></div><p class="MsoNormal"> </p><div><p class="MsoNormal">On Tue, Jul 31, 2012 at 11:50 PM, KAPIL KUMAR LALWANI <<a href="mailto:kaplalwani@yahoo.co.in" target="_blank">kaplalwani@yahoo.co.in</a>> wrote:</p>
<div><div><div><p class="MsoNormal"><span style="font-family:"Verdana","sans-serif"">Hi Felipe,</span><span style="font-family:"Courier New""></span></p></div><div><p class="MsoNormal"><span style="font-family:"Courier New""> </span></p>
</div><div><p class="MsoNormal"><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><span style="font-family:"Courier New""></span></p>
</div><div><p class="MsoNormal"><span style="font-family:"Courier New""> </span></p></div><div><p class="MsoNormal"><b><span style="font-family:"Verdana","sans-serif"">m.Header.SetField(new BeginString("FIX.5.0SP1")); </span></b><span style="font-family:"Courier New""></span></p>
</div><div><p class="MsoNormal"><span style="font-family:"Courier New""> </span></p></div><div><p class="MsoNormal"><span style="font-family:"Courier New""> </span></p></div><div><p class="MsoNormal"><span style="font-family:"Courier New""> </span></p>
</div><div><p class="MsoNormal"><span style="font-family:"Arial","sans-serif"">Your Sincerely,</span><span style="font-family:"Courier New""></span></p></div><div><p class="MsoNormal"><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"><span style="font-family:"Courier New""> </span></p></div><div>
<div><div><div class="MsoNormal" align="center" style="text-align:center"><span style="font-family:"Arial","sans-serif""><hr size="1" width="100%" align="center"></span></div><p class="MsoNormal"><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"> </p><div><div><div><div><p class="MsoNormal"><span style="font-size:11.0pt;color:#1f497d">Hi Grant,</span></p>
</div><div><p class="MsoNormal"><span style="font-size:11.0pt;color:#1f497d"> </span></p></div><div><p class="MsoNormal"><span lang="EN-US" style="font-size:11.0pt;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"><span lang="EN-US" style="font-size:11.0pt;color:#1f497d"> </span></p></div><div><p class="MsoNormal"><span lang="EN-US" style="font-size:11.0pt;color:#1f497d">Here is the output I am receving from your code:</span></p>
</div><div><p class="MsoNormal"><span lang="EN-US" style="font-size:11.0pt;color:#1f497d"> </span></p></div><div><p class="MsoNormal"><span lang="EN-US" style="font-size:11.0pt;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"><span lang="EN-US" style="font-size:11.0pt;color:#1f497d">☺1182=11☺1183=22☺10=202☺</span></p></div><div><p class="MsoNormal"><span lang="EN-US" style="font-size:11.0pt;color:#1f497d"> </span></p>
</div><div><p class="MsoNormal"><span lang="EN-US" style="font-size:11.0pt;color:#1f497d">Unhandled Exception: QuickFix.FieldNotFoundException: field not found for tag: 3</span></p></div><div><p class="MsoNormal"><span lang="EN-US" style="font-size:11.0pt;color:#1f497d">5</span></p>
</div><div><p class="MsoNormal"><span lang="EN-US" style="font-size:11.0pt;color:#1f497d"> at QuickFix.FieldMap.GetField(Int32 tag)</span></p></div><div><p class="MsoNormal"><span lang="EN-US" style="font-size:11.0pt;color:#1f497d"> at QuickFix.Session.SendRaw(Message message, Int32 seqNum)</span></p>
</div><div><p class="MsoNormal"><span lang="EN-US" style="font-size:11.0pt;color:#1f497d"> at QuickFix.Session.Send(Message message)</span></p></div><div><p class="MsoNormal"><span lang="EN-US" style="font-size:11.0pt;color:#1f497d"> at QuickFix.Session.SendToTarget(Message message, SessionID sessionID)</span></p>
</div><div><p class="MsoNormal"><span lang="EN-US" style="font-size:11.0pt;color:#1f497d"> at ConsoleApplication21.TCPReplayApp.RequestSeqNum(Int32 seqnum)</span></p></div><div><p class="MsoNormal"><span lang="EN-US" style="font-size:11.0pt;color:#1f497d"> at ConsoleApplication21.Program.Main(String[] args)</span></p>
</div><div><p class="MsoNormal"><span lang="EN-US" style="font-size:11.0pt;color:#1f497d"> </span></p></div><div><p class="MsoNormal"><span lang="EN-US" style="font-size:11.0pt;color:#1f497d">The error happens when I try Session.SendToTarget(m, sessionId);</span></p>
</div><div><p class="MsoNormal"><span lang="EN-US" style="font-size:11.0pt;color:#1f497d"> </span></p></div><div><p class="MsoNormal"><span lang="EN-US" style="font-size:11.0pt;color:#1f497d">Please help I don´t know where I should get information…</span></p>
</div><div><p class="MsoNormal"><span lang="EN-US" style="font-size:11.0pt;color:#1f497d"> </span></p></div><div><p class="MsoNormal"><b><span style="font-size:10.0pt">De:</span></b><span style="font-size:10.0pt"> 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"> </p></div>
<div style="margin-bottom:12.0pt"><p class="MsoNormal">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.)</p>
</div><div><div><p class="MsoNormal">To construct your message with generic methods, it should look like this:</p></div></div><div><div><p class="MsoNormal"> </p></div></div><div style="margin-bottom:12.0pt"><p class="MsoNormal">
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);</p></div><div><div><p class="MsoNormal"> Console.WriteLine(m.ToString());</p></div></div><div><div><p class="MsoNormal">
// 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|</p></div></div><div><div><p class="MsoNormal"> </p></div></div><div><div><p class="MsoNormal">
</p></div></div><div><p class="MsoNormal"><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><p class="MsoNormal" style="margin-bottom:12.0pt"><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></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>
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