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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">Kapil,</span></p>
<p class="MsoNormal"><span 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">I tried establishing a session with BMF&Bovespa using FIX5.0SP2 but I can´t. The exchange won´t allow it.</span></p>
<p class="MsoNormal"><span lang="EN-US" style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1f497d">I need to user FIX 4.4 with a custom message, but HOW? Please anyone help….I don´t know where to look for information.</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</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 style="font-size:10.0pt;font-family:"Tahoma","sans-serif"">De:</span></b><span style="font-size:10.0pt;font-family:"Tahoma","sans-serif""> KAPIL KUMAR LALWANI [mailto:<a href="mailto:kaplalwani@yahoo.co.in">kaplalwani@yahoo.co.in</a>] <br>
<b>Enviada em:</b> quarta-feira, 1 de agosto de 2012 06:42<br><b>Para:</b> Felipe Soares<br><b>Cc:</b> <a href="mailto:quickfixn@lists.quickfixn.com">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";color:black">Hi Felipe,</span></p>
</div><div><p class="MsoNormal" style="background:white"><span class="apple-tab-span"><span style="font-family:"Verdana","sans-serif";color:black"> </span></span><span style="font-family:"Verdana","sans-serif";color:black">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 style="color:black">FIX.5.0SP1 </span></b><b><span style="font-family:"Verdana","sans-serif";color:black"> </span></b><span style="font-family:"Verdana","sans-serif";color:black">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";color:black"> </span></p></div><div><p class="MsoNormal" style="background:white">
<span style="font-family:"Arial","sans-serif";color:black"><br>Kapil Kumar Lalwani<br>“Enjoy the WORK you do, Do the BEST you can.”</span><span style="font-family:"Verdana","sans-serif";color:black"> </span></p>
</div><div><p class="MsoNormal" style="background:white"><span style="font-family:"Verdana","sans-serif";color:black"> </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";color:black"><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";color:black">From:</span></b><span style="font-size:10.0pt;font-family:"Arial","sans-serif";color:black"> Felipe Soares <<a href="mailto:felipe.soares@traderdata.com.br">felipe.soares@traderdata.com.br</a>><br>
<b>To:</b> KAPIL KUMAR LALWANI <<a 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><span style="color:black"></span></p>
</div><p class="MsoNormal" style="background:white"><span style="color:black"> </span></p><div id="yiv1277292855"><div><div><p class="MsoNormal" style="background:white"><span style="color:black">Kapil</span></p></div><div>
<p class="MsoNormal" style="background:white"><span style="color:black"> </span></p></div><div><p class="MsoNormal" style="background:white"><span style="color:black">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 style="color:black"> </span></p></div><div><p class="MsoNormal" style="background:white"><span style="color:black">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 style="color:black"> </span></p></div><div><p class="MsoNormal" style="background:white"><span style="color:black">Thanks</span></p></div><div><p class="MsoNormal" style="background:white">
<span style="color:black">Felipe<br><br>Enviado via iPhone</span></p></div><div><p class="MsoNormal" style="margin-bottom:12.0pt;background:white"><span style="color:black"><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";color:black">Hi Felipe,</span><span style="font-family:"Courier New";color:black"></span></p>
</div><div><p class="MsoNormal" style="background:white"><span style="font-family:"Courier New";color:black"> </span></p></div><div><p class="MsoNormal" style="background:white"><span style="font-family:"Verdana","sans-serif";color:black">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";color:black"></span></p>
</div><div><p class="MsoNormal" style="background:white"><span style="font-family:"Courier New";color:black"> </span></p></div><div><p class="MsoNormal" style="background:white"><b><span style="font-family:"Verdana","sans-serif";color:black">m.Header.SetField(new BeginString("FIX.5.0SP1")); </span></b><span style="font-family:"Courier New";color:black"></span></p>
</div><div><p class="MsoNormal" style="background:white"><span style="font-family:"Courier New";color:black"> </span></p></div><div><p class="MsoNormal" style="background:white"><span style="font-family:"Courier New";color:black"> </span></p>
</div><div><p class="MsoNormal" style="background:white"><span style="font-family:"Courier New";color:black"> </span></p></div><div><p class="MsoNormal" style="background:white"><span style="font-family:"Arial","sans-serif";color:black">Your Sincerely,</span><span style="font-family:"Courier New";color:black"></span></p>
</div><div><p class="MsoNormal" style="background:white"><span style="font-family:"Arial","sans-serif";color:black">Kapil Kumar Lalwani<br><br>“Enjoy the WORK you do, Do the BEST you can.”</span><span style="font-family:"Courier New";color:black"> </span></p>
</div><div><p class="MsoNormal" style="background:white"><span style="font-family:"Courier New";color:black"> </span></p></div><div><div><div><div class="MsoNormal" align="center" style="text-align:center;background:white">
<span style="font-family:"Arial","sans-serif";color:black"><hr size="1" width="100%" align="center"></span></div><p class="MsoNormal" style="background:white"><b><span style="font-family:"Arial","sans-serif";color:black">From:</span></b><span style="font-family:"Arial","sans-serif";color:black"> 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><span style="font-family:"Courier New";color:black"></span></p></div><p class="MsoNormal" style="background:white">
<span style="font-family:"Courier New";color:black"> </span></p><div id="yiv1277292855"><div><div><div><p class="MsoNormal" style="background:white"><span style="font-size:11.0pt;font-family:"Courier New";color:#1f497d">Hi Grant,</span><span style="font-family:"Courier New";color:black"></span></p>
</div><div><p class="MsoNormal" style="background:white"><span style="font-size:11.0pt;font-family:"Courier New";color:#1f497d"> </span><span style="font-family:"Courier New";color:black"></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><span style="font-family:"Courier New";color:black"></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><span style="font-family:"Courier New";color:black"></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><span style="font-family:"Courier New";color:black"></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><span style="font-family:"Courier New";color:black"></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><span style="font-family:"Courier New";color:black"></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><span style="font-family:"Courier New";color:black"></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><span style="font-family:"Courier New";color:black"></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><span style="font-family:"Courier New";color:black"></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><span style="font-family:"Courier New";color:black"></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><span style="font-family:"Courier New";color:black"></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><span style="font-family:"Courier New";color:black"></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><span style="font-family:"Courier New";color:black"></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><span style="font-family:"Courier New";color:black"></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><span style="font-family:"Courier New";color:black"></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><span style="font-family:"Courier New";color:black"></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><span style="font-family:"Courier New";color:black"></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><span style="font-family:"Courier New";color:black"></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><span style="font-family:"Courier New";color:black"></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><span style="font-family:"Courier New";color:black"></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><span style="font-family:"Courier New";color:black"></span></p>
</div><div><p class="MsoNormal" style="background:white"><b><span style="font-size:10.0pt;font-family:"Courier New";color:black">De:</span></b><span style="font-size:10.0pt;font-family:"Courier New";color:black"> 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><span style="font-family:"Courier New";color:black"></span></p>
</div><div><p class="MsoNormal" style="background:white"><span style="font-family:"Courier New";color:black"> </span></p></div><div style="margin-bottom:12.0pt"><p class="MsoNormal" style="background:white"><span style="font-family:"Courier New";color:black">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";color:black">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";color:black"> </span></p></div></div><div style="margin-bottom:12.0pt"><p class="MsoNormal" style="background:white"><span style="font-family:"Courier New";color:black"> 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";color:black"> Console.WriteLine(m.ToString());</span></p>
</div></div><div><div><p class="MsoNormal" style="background:white"><span style="font-family:"Courier New";color:black"> // 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";color:black"> </span></p></div></div><div><div><p class="MsoNormal" style="background:white"><span style="font-family:"Courier New";color:black"> </span></p>
</div></div><div><p class="MsoNormal" style="background:white"><span style="font-family:"Courier New";color:black"><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";color:black"><br>
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<br></span></p></div></div></div></div></blockquote></div></div><p class="MsoNormal" style="margin-bottom:12.0pt;background:white"><span style="color:black"> </span></p></div></div></div></div></body></html>