<html><body><div style="color:#000; background-color:#fff; font-family:verdana, helvetica, sans-serif;font-size:12pt"><div><span><blockquote type="cite"><div class="yui_3_2_0_18_1343796972212102" style="font-size: 12pt; "><span style="font-family: verdana, helvetica, sans-serif;"><span style="font-size: 12pt; ">Hi Felipe,</span><br></span></div><div class="yui_3_2_0_18_1343796972212102"><span style="font-size: 12pt; font-family: verdana, helvetica, sans-serif; "><span style="font-size: 12pt; "><span class="Apple-tab-span" style="white-space:pre"> </span>As per the</span></span><span style="font-family: verdana, helvetica, sans-serif;"> implementation</span><span style="font-size: 12pt; font-family: verdana, helvetica, sans-serif; "> of Quickfixn, u cant send the messages which are not in the Quickfix version dictionary. If you explore the </span><span style="font-family: verdana, helvetica, sans-serif; ">implementation</span><span
style="font-size: 12pt; font-family: verdana, helvetica, sans-serif; "> of Quickfixn you'll find that </span><span style="font-family: verdana, helvetica, sans-serif; font-size: 12pt; ">Quickfixn only use the dictionary of </span><span style="font-weight: bold; font-size: 12pt; font-family: 'times new roman', 'new york', times, serif; ">FIX.5.0SP1 </span><span style="font-weight: bold; font-size: 12pt; font-family: verdana, helvetica, sans-serif;"> </span><span style="font-size: 12pt; font-family: verdana, helvetica, sans-serif; ">if your BeginString contain the same in header.</span></div></blockquote></span></div><div style="font-size: 12pt; font-family: verdana, helvetica, sans-serif; "> </div><div style="font-size: 12pt; font-family: verdana, 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; ">Kapil Kumar Lalwani</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; ">“Enjoy the WORK you do, Do the BEST you can.”</span> <br></div><div style="font-size: 12pt; font-family: verdana, helvetica, sans-serif; "><br></div> <div style="font-size: 12pt; font-family: verdana, helvetica, sans-serif; "> <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> Felipe Soares <felipe.soares@traderdata.com.br><br> <b><span style="font-weight: bold;">To:</span></b> KAPIL KUMAR LALWANI <kaplalwani@yahoo.co.in> <br> <b><span style="font-weight: bold;">Sent:</span></b> Wednesday, 1 August 2012 2:33 PM<br> <b><span
style="font-weight: bold;">Subject:</span></b> Re: {{Quickfixn}} RES: felipe's custom message problem<br> </font> </div> <br><div id="yiv1277292855"><div><div>Kapil</div><div><br></div><div>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.</div>
<div><br></div><div>Until now we were not succeafull creating the custom message. We will try quickfix wrapper today instead of quickfixn.</div><div><br></div><div>Thanks</div><div>Felipe<br><br>Enviado via iPhone</div><div>
<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:<br><br></div><blockquote type="cite"><div><div style="color: rgb(0, 0, 0); background-color: rgb(255, 255, 255); font-family: 'Courier New', courier, monaco, monospace, sans-serif; font-size: 12pt; ">
<div><span style="font-family: verdana, helvetica, sans-serif; ">Hi Felipe,</span></div><div><span style="font-family: verdana, helvetica, sans-serif; "><br></span></div><div><span style="font-family: verdana, helvetica, 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 </span><span style="font-size: 12pt; font-family: verdana, helvetica, sans-serif; ">FIX5.0SP1 and</span><span style="font-size: 12pt; font-family: verdana, helvetica, sans-serif; font-weight: bold; "> </span><span style="font-size: 12pt; font-family: verdana, helvetica, sans-serif; ">FIX5.0SP2<span style="font-weight:bold;"> (<a rel="nofollow" target="_blank" href="http://fixprotocol.org/FIXimate3.0/">http://fixprotocol.org/FIXimate3.0/</a></span></span><span style="font-size: 12pt; font-family: verdana, helvetica, sans-serif; "><span
style="font-weight:bold;">)</span>. So that's why I recommended you to use FIX5.0SP1 if you want to use this message type.</span></div>
<div><span style="font-family: verdana, helvetica, sans-serif; "><br></span></div><div><span style="font-family: verdana, helvetica, sans-serif; "><span style="font-weight:bold;"><span>m.Header.SetField(new BeginString("FIX.5.0SP1"));</span> </span><br>
</span></div><div><span style="font-family:garamond,;"><br></span></div><div><span style="font-family: arial, helvetica, sans-serif; "><br></span></div><div><span style="font-family: arial, helvetica, sans-serif; "><br>
</span></div><div><span style="font-family: arial, helvetica, sans-serif; ">Your Sincerely,</span><br></div><div><span style="font-family: arial, helvetica, sans-serif; font-size: 16px; line-height: normal; ">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-family: arial, helvetica, sans-serif; font-size: 16px; line-height: normal; ">“Enjoy the WORK you do, Do the BEST you can.”</span> <br>
</div><div style=""><br></div> <div style="font-size:12pt;"> <div style="font-size:12pt;">
<div dir="ltr"> <font face="Arial"> <hr size="1"> <b><span style="font-weight:bold;">From:</span></b> 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><span style="font-weight:bold;">To:</span></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><span style="font-weight:bold;">Sent:</span></b> Tuesday, 31 July 2012 11:18 PM<br> <b><span style="font-weight:bold;">Subject:</span></b> {{Quickfixn}} RES: felipe's custom message problem<br> </font> </div> <br><div id="yiv1277292855">
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--></style><div><div class="yiv1277292855WordSection1"><div class="yiv1277292855MsoNormal"><span style="font-size:11.0pt;color:#1f497d;">Hi Grant,</span></div>
<div class="yiv1277292855MsoNormal"><span style="font-size:11.0pt;color:#1f497d;"> </span></div><div class="yiv1277292855MsoNormal"><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><span lang="EN-US" style="font-size:11.0pt;color:#1f497d;"></span></div>
<div class="yiv1277292855MsoNormal"><span lang="EN-US" style="font-size:11.0pt;color:#1f497d;"> </span></div><div class="yiv1277292855MsoNormal"><span lang="EN-US" style="font-size:11.0pt;color:#1f497d;">Here is the output I am receving from your code:</span></div>
<div class="yiv1277292855MsoNormal"><span lang="EN-US" style="font-size:11.0pt;color:#1f497d;"> </span></div><div class="yiv1277292855MsoNormal"><span lang="EN-US" style="font-size:11.0pt;color:#1f497d;">8=FIX.4.4</span><span lang="EN-US" style="font-size:11.0pt;color:#1f497d;">☺</span><span lang="EN-US" style="font-size:11.0pt;color:#1f497d;">9=82</span><span lang="EN-US" style="font-size:11.0pt;color:#1f497d;">☺</span><span lang="EN-US" style="font-size:11.0pt;color:#1f497d;">35=BW</span><span lang="EN-US" style="font-size:11.0pt;color:#1f497d;">☺</span><span lang="EN-US" style="font-size:11.0pt;color:#1f497d;">1346=TRADER</span><span lang="EN-US" style="font-size:11.0pt;color:#1f497d;">☺</span><span lang="EN-US" style="font-size:11.0pt;color:#1f497d;">1347=0</span><span lang="EN-US" style="font-size:11.0pt;color:#1f497d;">☺</span><span lang="EN-US" style="font-size:11.0pt;color:#1f497d;">1351=2</span><span lang="EN-US"
style="font-size:11.0pt;color:#1f497d;">☺</span><span lang="EN-US" style="font-size:11.0pt;color:#1f497d;">1355=foo</span><span lang="EN-US" style="font-size:11.0pt;color:#1f497d;">☺</span><span lang="EN-US" style="font-size:11.0pt;color:#1f497d;">1182=10</span><span lang="EN-US" style="font-size:11.0pt;color:#1f497d;">☺</span><span lang="EN-US" style="font-size:11.0pt;color:#1f497d;">1183=20</span><span lang="EN-US" style="font-size:11.0pt;color:#1f497d;">☺</span><span lang="EN-US" style="font-size:11.0pt;color:#1f497d;">1355=bar</span></div>
<div class="yiv1277292855MsoNormal"><span lang="EN-US" style="font-size:11.0pt;color:#1f497d;">☺</span><span lang="EN-US" style="font-size:11.0pt;color:#1f497d;">1182=11</span><span lang="EN-US" style="font-size:11.0pt;color:#1f497d;">☺</span><span lang="EN-US" style="font-size:11.0pt;color:#1f497d;">1183=22</span><span lang="EN-US" style="font-size:11.0pt;color:#1f497d;">☺</span><span lang="EN-US" style="font-size:11.0pt;color:#1f497d;">10=202</span><span lang="EN-US" style="font-size:11.0pt;color:#1f497d;">☺</span><span lang="EN-US" style="font-size:11.0pt;color:#1f497d;"></span></div>
<div class="yiv1277292855MsoNormal"><span lang="EN-US" style="font-size:11.0pt;color:#1f497d;"> </span></div><div class="yiv1277292855MsoNormal"><span lang="EN-US" style="font-size:11.0pt;color:#1f497d;">Unhandled Exception: QuickFix.FieldNotFoundException: field not found for tag: 3</span></div>
<div class="yiv1277292855MsoNormal"><span lang="EN-US" style="font-size:11.0pt;color:#1f497d;">5</span></div><div class="yiv1277292855MsoNormal"><span lang="EN-US" style="font-size:11.0pt;color:#1f497d;"> at QuickFix.FieldMap.GetField(Int32 tag)</span></div>
<div class="yiv1277292855MsoNormal"><span lang="EN-US" style="font-size:11.0pt;color:#1f497d;"> at QuickFix.Session.SendRaw(Message message, Int32 seqNum)</span></div><div class="yiv1277292855MsoNormal">
<span lang="EN-US" style="font-size:11.0pt;color:#1f497d;"> at QuickFix.Session.Send(Message message)</span></div><div class="yiv1277292855MsoNormal"><span lang="EN-US" style="font-size:11.0pt;color:#1f497d;"> at QuickFix.Session.SendToTarget(Message message, SessionID sessionID)</span></div>
<div class="yiv1277292855MsoNormal"><span lang="EN-US" style="font-size:11.0pt;color:#1f497d;"> at ConsoleApplication21.TCPReplayApp.RequestSeqNum(Int32 seqnum)</span></div><div class="yiv1277292855MsoNormal">
<span lang="EN-US" style="font-size:11.0pt;color:#1f497d;"> at ConsoleApplication21.Program.Main(String[] args)</span></div><div class="yiv1277292855MsoNormal"><span lang="EN-US" style="font-size:11.0pt;color:#1f497d;"> </span></div>
<div class="yiv1277292855MsoNormal"><span lang="EN-US" style="font-size:11.0pt;color:#1f497d;">The error happens when I try Session.SendToTarget(m, sessionId);</span></div><div class="yiv1277292855MsoNormal">
<span lang="EN-US" style="font-size:11.0pt;color:#1f497d;"> </span></div><div class="yiv1277292855MsoNormal"><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 class="yiv1277292855MsoNormal"><span lang="EN-US" style="font-size:11.0pt;color:#1f497d;"> </span></div><div class="yiv1277292855MsoNormal"><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 class="yiv1277292855MsoNormal">
</div><div class="yiv1277292855MsoNormal" style="margin-bottom:12.0pt;">
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.)</div>
<div><div class="yiv1277292855MsoNormal">To construct your message with generic methods, it should look like this:</div></div><div><div class="yiv1277292855MsoNormal"> </div></div><div class="yiv1277292855MsoNormal" style="margin-bottom:12.0pt;">
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);</div><div><div class="yiv1277292855MsoNormal"> Console.WriteLine(m.ToString());</div></div><div><div class="yiv1277292855MsoNormal">
// 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|</div>
</div><div><div class="yiv1277292855MsoNormal"> </div></div><div><div class="yiv1277292855MsoNormal"> </div></div><div class="yiv1277292855MsoNormal"><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></div></div></div>
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<br><br> </div> </div> </div></div></blockquote></div>
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