<html xmlns:v="urn:schemas-microsoft-com:vml" xmlns:o="urn:schemas-microsoft-com:office:office" xmlns:w="urn:schemas-microsoft-com:office:word" xmlns:m="http://schemas.microsoft.com/office/2004/12/omml" xmlns="http://www.w3.org/TR/REC-html40"><head><META HTTP-EQUIV="Content-Type" CONTENT="text/html; charset=us-ascii"><meta name=Generator content="Microsoft Word 14 (filtered medium)"><style><!--
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</o:shapelayout></xml><![endif]--></head><body lang=EN-GB link=blue vlink=purple><div class=WordSection1><p class=MsoNormal><span style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D'>Hi <o:p></o:p></span></p><p class=MsoNormal><span style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D'><o:p> </o:p></span></p><p class=MsoNormal><span style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D'>Thanks for that clarification, though it does raise the question that is this not something which should be checked in the message validation? i.e. the field is in effect mandatory.<o:p></o:p></span></p><p class=MsoNormal><span style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D'><o:p> </o:p></span></p><p class=MsoNormal><span style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D'>Regards<o:p></o:p></span></p><p class=MsoNormal><span style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D'><o:p> </o:p></span></p><p class=MsoNormal><span style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D'>Tim<o:p></o:p></span></p><p class=MsoNormal><span style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D'><o:p> </o:p></span></p><p class=MsoNormal><b><span lang=EN-US style='font-size:10.0pt;font-family:"Tahoma","sans-serif"'>From:</span></b><span lang=EN-US style='font-size:10.0pt;font-family:"Tahoma","sans-serif"'> quickfixn-bounces@lists.quickfixn.com [mailto:quickfixn-bounces@lists.quickfixn.com] <b>On Behalf Of </b>James Downs<br><b>Sent:</b> 09 August 2012 18:56<br><b>To:</b> Mailing list for QuickFIX/n<br><b>Subject:</b> Re: {{Quickfixn}} TradeCaptureReportRequest<o:p></o:p></span></p><p class=MsoNormal><o:p> </o:p></p><p class=MsoNormal style='margin-bottom:12.0pt'>it is<o:p></o:p></p><div><p class=MsoNormal>On Thu, Aug 9, 2012 at 12:50 PM, Grant Birchmeier <<a href="mailto:gbirchmeier@connamara.com" target="_blank">gbirchmeier@connamara.com</a>> wrote:<o:p></o:p></p><p class=MsoNormal>I believe the delimiter field is *always* required, according to FIX.<br>I guess I'd need to verify that with the spec, though.<o:p></o:p></p><div><div><p class=MsoNormal style='margin-bottom:12.0pt'><br><br>On Thu, Aug 9, 2012 at 12:27 PM, Tim Bailey <<a href="mailto:tim.bailey@ateofinance.com">tim.bailey@ateofinance.com</a>> wrote:<br>> Hi<br>><br>><br>><br>> I’ve identified another issue today with the deserialization of messages.<br>> The scenario is that I have added to a TradeCaptureReport message Legs and<br>> NestedParties. In the legs group I have no fields but two nested groups<br>> this results in a Null value exception on Line 510 of Message.cs. The root<br>> cause being that it expects field 600 to be present as this is set as the<br>> delim value, but this value is not a required field and has not been<br>> included hence a group is not created and thus the null value exception.<br>><br>><br>><br>> Regards<br>><br>><br>><br>> Tim<br>><br>><br>><br>> From: Tim Bailey [mailto:<a href="mailto:tim.bailey@ateofinance.com">tim.bailey@ateofinance.com</a>]<br>> Sent: 02 August 2012 16:32<br>> To: 'Mailing list for QuickFIX/n'; 'KAPIL KUMAR LALWANI'<br>> Subject: RE: {{Quickfixn}} TradeCaptureReportRequest<br>><br>><br>><br>> Hi<br>><br>><br>><br>> Today I’ve also found that I’m having Trade Capture Report messages being<br>> rejected. For what appears to be similar reasons. In this case it is as<br>> PositionAmountData is not present (753) which according to the 4.4 DD and<br>> <a href="http://fixprotocol.org/FIXimate3.0/" target="_blank">http://fixprotocol.org/FIXimate3.0/</a> is not required.<br>><br>><br>><br>> In the DD for FIX 4.4 we have the following relevant sections.<br>><br>><br>><br>> <component name="PositionAmountData" required="N" /><br>><br>><br>><br>> <component name="PositionAmountData"><br>><br>> <group name="NoPosAmt" required="Y"><br>><br>> <field name="PosAmtType" required="Y" /><br>><br>> <field name="PosAmt" required="Y" /><br>><br>> </group><br>><br>> </component><br>><br>><br>><br>> Looking in the source code I see that the following have been determined as<br>> required for message type AE: 571, 570, 55, 32, 31, 75, 753, 60, 768 and<br>> 552.<br>><br>><br>><br>> The code raising the exception is:<br>><br>><br>><br>> //DataDictionary.cs 152<br>><br>> foreach (int field in Messages[msgType].ReqFields)<br>><br>> {<br>><br>> if (!message.IsSetField(field))<br>><br>> throw new RequiredTagMissing(field);<br>><br>> }<br>><br>><br>><br>> My assumption having looked at the code is that this is occuring as this is<br>> a null group i.e. in the message I sent out I did not add any<br>> PositionAmountData and therefore when the code looks to see if the fields<br>> are present it returns false.<br>><br>><br>><br>> The code below that I included above has:<br>><br>><br>><br>> /** FIXME TODO group stuff<br>><br>> foreach (DDGroup grp in _messages[msgType].Groups.Values)<br>><br>> if (_messages[msgType].ReqFields.Contains(grp.Field))<br>><br>> ReqFieldsSetInGroups(grp, fields);<br>><br>> */<br>><br>><br>><br>> My presumption is that I should be setting some PositionAmountData to get<br>> round this, but how exactly should I be doing that?<br>><br>><br>><br>> Thanks<br>><br>><br>><br>> Tim<br>><br>><br>><br>> From: <a href="mailto:quickfixn-bounces@lists.quickfixn.com">quickfixn-bounces@lists.quickfixn.com</a><br>> [mailto:<a href="mailto:quickfixn-bounces@lists.quickfixn.com">quickfixn-bounces@lists.quickfixn.com</a>] On Behalf Of Tim Bailey<br>><br>><br>> Sent: 31 July 2012 08:49<br>> To: 'KAPIL KUMAR LALWANI'; 'Mailing list for QuickFIX/n'<br>> Subject: Re: {{Quickfixn}} TradeCaptureReportRequest<br>><br>><br>><br>> I’m using version 1.2.0.0, should this help.<br>><br>><br>><br>> From: <a href="mailto:quickfixn-bounces@lists.quickfixn.com">quickfixn-bounces@lists.quickfixn.com</a><br>> [mailto:<a href="mailto:quickfixn-bounces@lists.quickfixn.com">quickfixn-bounces@lists.quickfixn.com</a>] On Behalf Of KAPIL KUMAR<br>> LALWANI<br>> Sent: 31 July 2012 05:47<br>> To: Mailing list for QuickFIX/n<br>> Subject: Re: {{Quickfixn}} TradeCaptureReportRequest<br>><br>><br>><br>> Hi All,<br>><br>> I am also working with Quickfix/n. In the same message<br>> "TradeCaptureReportRequest", I am not attaching the symbol with the message,<br>> but its working fine for me. So I don't think so that its a issue.<br>><br>><br>><br>><br>><br>> Kapil Kumar Lalwani<br>> “Enjoy the WORK you do, Do the BEST you can.”<br>><br>><br>><br>> ________________________________<br>><br>> From: Mike Gatny <<a href="mailto:mgatny@connamara.com">mgatny@connamara.com</a>><br>> To: Mailing list for QuickFIX/n <<a href="mailto:quickfixn@lists.quickfixn.com">quickfixn@lists.quickfixn.com</a>><br>> Sent: Monday, 30 July 2012 10:40 PM<br>> Subject: Re: {{Quickfixn}} TradeCaptureReportRequest<br>><br>><br>><br>> Tim,<br>><br>><br>><br>> Thanks for the log. I'm thinking Grant's analysis (required field in a<br>> component that is not required by the message) is correct. In other words,<br>> this is a legitimate bug.<br>><br>><br>><br>> --<br>> Mike Gatny<br>> Connamara Systems, LLC<br>><br>><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>><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><br><br><o:p></o:p></p></div></div><div><p class=MsoNormal>--<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><o:p></o:p></p></div><div><div><p class=MsoNormal>_______________________________________________<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><o:p></o:p></p></div></div></div><p class=MsoNormal><br><br clear=all><o:p></o:p></p><div><p class=MsoNormal><o:p> </o:p></p></div><p class=MsoNormal style='margin-bottom:12.0pt'>-- <o:p></o:p></p><div><div><p class=MsoNormal><b><span style='font-size:10.0pt;font-family:"Arial","sans-serif";color:#3333FF;background:white'>Connamara Systems, LLC</span></b><span style='font-size:10.0pt;font-family:"Arial","sans-serif"'><o:p></o:p></span></p></div><div><p class=MsoNormal><b>Made-To-Measure Trading Solutions.</b><o:p></o:p></p></div><div><p class=MsoNormal>Exactly what you need. No more. No less.<o:p></o:p></p></div><div><p class=MsoNormal><a href="http://connamara.com/" target="_blank"><span style='color:#1155CC'>http://www.connamara.com</span></a><o:p></o:p></p></div></div><p class=MsoNormal><o:p> </o:p></p></div></body></html>