<html><body><div style="color:#000; background-color:#fff; font-family:verdana, helvetica, sans-serif;font-size:12pt"><div><span style="font-family: 'times new roman', 'new york', times, serif; ">Hi Felipe,</span> <br></div><div><span class="Apple-tab-span" style="white-space:pre"> </span>I am working on your problem. Once I am done with that I'll let you know.</div><div><br></div><div><span style="font-size: 16px; line-height: normal; font-family: arial, helvetica, sans-serif; ">Your Sincerely,</span><br style="font-size: 16px; line-height: normal; font-family: arial, helvetica, sans-serif; "><span style="font-size: 16px; line-height: normal; font-family: arial, helvetica, sans-serif; ">Kapil Kumar Lalwani</span><br style="font-size: 16px; line-height: normal; font-family: arial, helvetica, sans-serif; "><br style="font-size: 16px; line-height: normal; font-family: arial, helvetica, sans-serif; "><span style="font-size: 16px; line-height: normal;
font-family: arial, helvetica, sans-serif; ">“Enjoy the WORK you do, Do the BEST you can.”</span> <br></div><div><br></div> <div style="font-family: verdana, helvetica, sans-serif; font-size: 12pt; "> <div style="font-family: 'times new roman', 'new york', times, serif; font-size: 12pt; "> <div dir="ltr"> <font size="2" face="Arial"> <hr size="1"> <b><span style="font-weight:bold;">From:</span></b> Grant Birchmeier <gbirchmeier@connamara.com><br> <b><span style="font-weight: bold;">To:</span></b> Mailing list for QuickFIX/n <quickfixn@lists.quickfixn.com> <br><b><span style="font-weight: bold;">Cc:</span></b> KAPIL KUMAR LALWANI <kaplalwani@yahoo.co.in> <br> <b><span style="font-weight: bold;">Sent:</span></b> Wednesday, 1 August 2012 5:01 PM<br> <b><span style="font-weight: bold;">Subject:</span></b> Re: {{Quickfixn}} RES: RES: felipe's custom message problem<br> </font> </div> <br><div id="yiv2131679006"><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="yiv2131679006gmail_quote">On Wed, Aug 1, 2012 at 5:10 AM, Felipe Soares <span dir="ltr"><<a rel="nofollow" ymailto="mailto:felipe.soares@traderdata.com.br" target="_blank" href="mailto:felipe.soares@traderdata.com.br">felipe.soares@traderdata.com.br</a>></span> wrote:<br><blockquote class="yiv2131679006gmail_quote" style="margin:0 0 0 .8ex;border-left:1px #ccc solid;padding-left:1ex;">
<div lang="PT-BR"><div><div class="yiv2131679006MsoNormal"><span lang="EN-US" style="font-size:11.0pt;color:#1f497d;">Kapil,</span></div>
<div class="yiv2131679006MsoNormal"><span lang="EN-US" style="font-size:11.0pt;color:#1f497d;"> </span></div><div class="yiv2131679006MsoNormal"><span lang="EN-US" style="font-size:11.0pt;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></div>
<div class="yiv2131679006MsoNormal"><span lang="EN-US" style="font-size:11.0pt;color:#1f497d;">Everyone…is this even possible?</span></div><div class="yiv2131679006MsoNormal"><span lang="EN-US" style="font-size:11.0pt;color:#1f497d;"> </span></div>
<div class="yiv2131679006MsoNormal"><span lang="EN-US" style="font-size:11.0pt;color:#1f497d;">Regards</span></div><div class="yiv2131679006MsoNormal"><span lang="EN-US" style="font-size:11.0pt;color:#1f497d;">Felipe soares</span></div>
<div class="yiv2131679006MsoNormal"><span lang="EN-US" style="font-size:11.0pt;color:#1f497d;"> </span></div><div><div style="border:none;border-top:solid #b5c4df 1.0pt;padding:3.0pt 0cm 0cm 0cm;">
<div class="yiv2131679006MsoNormal"><b><span lang="EN-US" style="font-size:10.0pt;">De:</span></b><span lang="EN-US" style="font-size:10.0pt;"> KAPIL KUMAR LALWANI [mailto:<a rel="nofollow" ymailto="mailto:kaplalwani@yahoo.co.in" target="_blank" href="mailto:kaplalwani@yahoo.co.in">kaplalwani@yahoo.co.in</a>] <br>
<b>Enviada em:</b> quarta-feira, </span><span style="font-size:10.0pt;">1 de agosto de 2012 06:42<br><b>Para:</b> Felipe Soares<br><b>Cc:</b> <a rel="nofollow" ymailto="mailto:quickfixn@lists.quickfixn.com" target="_blank" href="mailto:quickfixn@lists.quickfixn.com">quickfixn@lists.quickfixn.com</a><br>
<b>Assunto:</b> Re: {{Quickfixn}} RES: felipe's custom message problem</span></div></div></div><div class="yiv2131679006MsoNormal"> </div><div><div><blockquote style="margin-top:5.0pt;margin-bottom:5.0pt;"><div><div class="yiv2131679006MsoNormal" style="background:white;">
<span style="">Hi Felipe,</span></div></div><div><div class="yiv2131679006MsoNormal" style="background:white;"><span><span style=""> </span></span><span style="">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=""> </span></b><span style="">if your BeginString contain the same in header.</span></div>
</div></blockquote></div><div><div class="yiv2131679006MsoNormal" style="background:white;"><span style=""> </span></div></div><div><div class="yiv2131679006MsoNormal" style="background:white;">
<span style=""><br>Kapil Kumar Lalwani<br>“Enjoy the WORK you do, Do the BEST you can.”</span><span style=""> </span></div>
</div><div><div class="yiv2131679006MsoNormal" style="background:white;"><span style=""> </span></div></div><div><div><div><div class="yiv2131679006MsoNormal" align="center" style="text-align:center;background:white;">
<span style="font-size:10.0pt;"><hr size="1" width="100%" align="center"></span></div><div class="yiv2131679006MsoNormal" style="background:white;"><b><span style="font-size:10.0pt;">From:</span></b><span style="font-size:10.0pt;"> Felipe Soares <<a rel="nofollow" ymailto="mailto:felipe.soares@traderdata.com.br" target="_blank" href="mailto:felipe.soares@traderdata.com.br">felipe.soares@traderdata.com.br</a>><br>
<b>To:</b> KAPIL KUMAR LALWANI <<a rel="nofollow" ymailto="mailto:kaplalwani@yahoo.co.in" target="_blank" href="mailto:kaplalwani@yahoo.co.in">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></div>
</div><div class="yiv2131679006MsoNormal" style="background:white;"><span> </span></div><div><div><div><div class="yiv2131679006MsoNormal" style="background:white;"><span>Kapil</span></div></div><div>
<div class="yiv2131679006MsoNormal" style="background:white;"><span> </span></div></div><div><div class="yiv2131679006MsoNormal" 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></div>
</div><div><div class="yiv2131679006MsoNormal" style="background:white;"><span> </span></div></div><div><div class="yiv2131679006MsoNormal" style="background:white;"><span>Until now we were not succeafull creating the custom message. We will try quickfix wrapper today instead of quickfixn.</span></div>
</div><div><div class="yiv2131679006MsoNormal" style="background:white;"><span> </span></div></div><div><div class="yiv2131679006MsoNormal" style="background:white;"><span>Thanks</span></div></div><div><div class="yiv2131679006MsoNormal" style="background:white;">
<span>Felipe<br><br>Enviado via iPhone</span></div></div><div><div class="yiv2131679006MsoNormal" style="margin-bottom:12.0pt;background:white;"><span><br>Em 01/08/2012, às 01:50, KAPIL KUMAR LALWANI <<a rel="nofollow" ymailto="mailto:kaplalwani@yahoo.co.in" target="_blank" href="mailto:kaplalwani@yahoo.co.in">kaplalwani@yahoo.co.in</a>> escreveu:</span></div>
</div><blockquote style="margin-top:5.0pt;margin-bottom:5.0pt;"><div><div><div><div class="yiv2131679006MsoNormal" style="background:white;"><span style="">Hi Felipe,</span></div>
</div><div><div class="yiv2131679006MsoNormal" style="background:white;"><span style=""> </span></div></div><div><div class="yiv2131679006MsoNormal" style="background:white;"><span style="">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 rel="nofollow" target="_blank" href="http://fixprotocol.org/FIXimate3.0/">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></div>
</div><div><div class="yiv2131679006MsoNormal" style="background:white;"><span style=""> </span></div></div><div><div class="yiv2131679006MsoNormal" style="background:white;"><b><span style="">m.Header.SetField(new BeginString("FIX.5.0SP1")); </span></b></div>
</div><div><div class="yiv2131679006MsoNormal" style="background:white;"><span style=""> </span></div></div><div><div class="yiv2131679006MsoNormal" style="background:white;"><span style=""> </span></div>
</div><div><div class="yiv2131679006MsoNormal" style="background:white;"><span style=""> </span></div></div><div><div class="yiv2131679006MsoNormal" style="background:white;"><span style="">Your Sincerely,</span></div>
</div><div><div class="yiv2131679006MsoNormal" style="background:white;"><span style="">Kapil Kumar Lalwani<br><br>“Enjoy the WORK you do, Do the BEST you can.”</span><span style=""> </span></div>
</div><div><div class="yiv2131679006MsoNormal" style="background:white;"><span style=""> </span></div></div><div><div><div><div class="yiv2131679006MsoNormal" align="center" style="text-align:center;background:white;">
<span style=""><hr size="1" width="100%" align="center"></span></div><div class="yiv2131679006MsoNormal" style="background:white;"><b><span style="">From:</span></b><span style=""> Felipe Soares <<a rel="nofollow" ymailto="mailto:felipe.soares@traderdata.com.br" target="_blank" href="mailto:felipe.soares@traderdata.com.br">felipe.soares@traderdata.com.br</a>><br>
<b>To:</b> Grant Birchmeier <<a rel="nofollow" ymailto="mailto:gbirchmeier@connamara.com" target="_blank" href="mailto:gbirchmeier@connamara.com">gbirchmeier@connamara.com</a>>; Mailing list for QuickFIX/n <<a rel="nofollow" ymailto="mailto:quickfixn@lists.quickfixn.com" target="_blank" href="mailto:quickfixn@lists.quickfixn.com">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></div></div><div class="yiv2131679006MsoNormal" style="background:white;">
<span style=""> </span></div><div><div><div><div><div class="yiv2131679006MsoNormal" style="background:white;"><span style="font-size:11.0pt;color:#1f497d;">Hi Grant,</span></div>
</div><div><div class="yiv2131679006MsoNormal" style="background:white;"><span style="font-size:11.0pt;color:#1f497d;"> </span></div></div>
<div><div class="yiv2131679006MsoNormal" style="background:white;"><span lang="EN-US" style="font-size:11.0pt;color:#1f497d;">I am not sure I made any progress </span><span style="font-size: 11pt; font-family: Wingdings; color: rgb(31, 73, 125); ">L</span></div>
</div><div><div class="yiv2131679006MsoNormal" style="background:white;"><span lang="EN-US" style="font-size:11.0pt;color:#1f497d;"> </span></div>
</div><div><div class="yiv2131679006MsoNormal" style="background:white;"><span lang="EN-US" style="font-size:11.0pt;color:#1f497d;">Here is the output I am receving from your code:</span></div>
</div><div><div class="yiv2131679006MsoNormal" style="background:white;"><span lang="EN-US" style="font-size:11.0pt;color:#1f497d;"> </span></div>
</div><div><div class="yiv2131679006MsoNormal" style="background:white;"><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></div>
</div><div><div class="yiv2131679006MsoNormal" style="background:white;"><span lang="EN-US" style="font-size:11.0pt;color:#1f497d;">☺1182=11☺1183=22☺10=202☺</span></div>
</div><div><div class="yiv2131679006MsoNormal" style="background:white;"><span lang="EN-US" style="font-size:11.0pt;color:#1f497d;"> </span></div>
</div><div><div class="yiv2131679006MsoNormal" style="background:white;"><span lang="EN-US" style="font-size:11.0pt;color:#1f497d;">Unhandled Exception: QuickFix.FieldNotFoundException: field not found for tag: 3</span></div>
</div><div><div class="yiv2131679006MsoNormal" style="background:white;"><span lang="EN-US" style="font-size:11.0pt;color:#1f497d;">5</span></div>
</div><div><div class="yiv2131679006MsoNormal" style="background:white;"><span lang="EN-US" style="font-size:11.0pt;color:#1f497d;"> at QuickFix.FieldMap.GetField(Int32 tag)</span></div>
</div><div><div class="yiv2131679006MsoNormal" style="background:white;"><span lang="EN-US" style="font-size:11.0pt;color:#1f497d;"> at QuickFix.Session.SendRaw(Message message, Int32 seqNum)</span></div>
</div><div><div class="yiv2131679006MsoNormal" style="background:white;"><span lang="EN-US" style="font-size:11.0pt;color:#1f497d;"> at QuickFix.Session.Send(Message message)</span></div>
</div><div><div class="yiv2131679006MsoNormal" style="background:white;"><span lang="EN-US" style="font-size:11.0pt;color:#1f497d;"> at QuickFix.Session.SendToTarget(Message message, SessionID sessionID)</span></div>
</div><div><div class="yiv2131679006MsoNormal" style="background:white;"><span lang="EN-US" style="font-size:11.0pt;color:#1f497d;"> at ConsoleApplication21.TCPReplayApp.RequestSeqNum(Int32 seqnum)</span></div>
</div><div><div class="yiv2131679006MsoNormal" style="background:white;"><span lang="EN-US" style="font-size:11.0pt;color:#1f497d;"> at ConsoleApplication21.Program.Main(String[] args)</span></div>
</div><div><div class="yiv2131679006MsoNormal" style="background:white;"><span lang="EN-US" style="font-size:11.0pt;color:#1f497d;"> </span></div>
</div><div><div class="yiv2131679006MsoNormal" style="background:white;"><span lang="EN-US" style="font-size:11.0pt;color:#1f497d;">The error happens when I try Session.SendToTarget(m, sessionId);</span></div>
</div><div><div class="yiv2131679006MsoNormal" style="background:white;"><span lang="EN-US" style="font-size:11.0pt;color:#1f497d;"> </span></div>
</div><div><div class="yiv2131679006MsoNormal" style="background:white;"><span lang="EN-US" style="font-size:11.0pt;color:#1f497d;">Please help I don´t know where I should get information…</span></div>
</div><div><div class="yiv2131679006MsoNormal" style="background:white;"><span lang="EN-US" style="font-size:11.0pt;color:#1f497d;"> </span></div>
</div><div><div class="yiv2131679006MsoNormal" style="background:white;"><b><span style="font-size:10.0pt;">De:</span></b><span style="font-size:10.0pt;"> Grant Birchmeier [mailto:<a rel="nofollow" ymailto="mailto:gbirchmeier@connamara.com" target="_blank" href="mailto:gbirchmeier@connamara.com">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></div>
</div><div><div class="yiv2131679006MsoNormal" style="background:white;"><span style=""> </span></div></div><div style="margin-bottom:12.0pt;"><div class="yiv2131679006MsoNormal" style="background:white;"><span style="">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></div>
</div><div><div><div class="yiv2131679006MsoNormal" style="background:white;"><span style="">To construct your message with generic methods, it should look like this:</span></div></div></div><div>
<div><div class="yiv2131679006MsoNormal" style="background:white;"><span style=""> </span></div></div></div><div style="margin-bottom:12.0pt;"><div class="yiv2131679006MsoNormal" style="background:white;"><span style=""> 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></div></div><div><div><div class="yiv2131679006MsoNormal" style="background:white;"><span style=""> Console.WriteLine(m.ToString());</span></div>
</div></div><div><div><div class="yiv2131679006MsoNormal" style="background:white;"><span style=""> // 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></div>
</div></div><div><div><div class="yiv2131679006MsoNormal" style="background:white;"><span style=""> </span></div></div></div><div><div><div class="yiv2131679006MsoNormal" style="background:white;"><span style=""> </span></div>
</div></div><div><div class="yiv2131679006MsoNormal" style="background:white;"><span style=""><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 rel="nofollow" target="_blank" href="http://connamara.com/">http://connamara.com</a></span></div></div></div></div></div><div class="yiv2131679006MsoNormal" style="margin-bottom:12.0pt;background:white;"><span style=""><br>
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<br></span></div></div></div></div></div></blockquote></div></div><div class="yiv2131679006MsoNormal" style="margin-bottom:12.0pt;background:white;"><span> </span></div></div></div></div></div></div>
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