<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:x="urn:schemas-microsoft-com:office:excel" 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-US link=blue vlink=purple><div class=WordSection1><p class=MsoNormal><span style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D'>Hi Pete,<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'>If you’re new to the FIX protocol you should look through the online documentation (<a href="http://www.fixtradingcommunity.org/pg/structure/tech-specs/fix-protocol">http://www.fixtradingcommunity.org/pg/structure/tech-specs/fix-protocol</a>). There’s a lot there, but then again, there’s a lot in the FIX protocol. No one knows every last field, but you should be able to learn from there how things basically work.<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'>I think this message group will be very happy to discuss QuickFIX/n specific issues, but get pretty grumpy if you are asking questions about the basics of the FIX protocol.<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'>Good luck!<o:p></o:p></span></p><p class=MsoNormal><span style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D'>Phil<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 style='font-size:10.0pt;font-family:"Tahoma","sans-serif"'>From:</span></b><span 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>Grant Birchmeier<br><b>Sent:</b> Wednesday, October 23, 2013 10:50 AM<br><b>To:</b> Mailing list for QuickFIX/n<br><b>Subject:</b> Re: {{Quickfixn}} Support for Fix 5.0 SP2<o:p></o:p></span></p><p class=MsoNormal><o:p> </o:p></p><div><div><p class=MsoNormal><span style='color:black'>"<o:p></o:p></span></p></div><p class=MsoNormal>BeginString (FIX.5.0) must be FIX.4.0 to FIX.4.4 or FIXT.1.1)<o:p></o:p></p><div><p class=MsoNormal><span style='color:black'>"<o:p></o:p></span></p></div><div><div><p class=MsoNormal><span style='color:black'><o:p> </o:p></span></p></div></div><div><div><p class=MsoNormal><span style='color:black'>The error message is pretty explicit. You have BeginString set to "FIX.5.0", but it should be "FIXT.1.1".<o:p></o:p></span></p></div></div><div><div><p class=MsoNormal><span style='color:black'><o:p> </o:p></span></p></div></div><div><div><p class=MsoNormal><span style='color:black'>Fair warning: QF/n's SP1 and SP2 support has some parser bugs. It is a priority issue right now.<o:p></o:p></span></p></div></div></div><div><p class=MsoNormal style='margin-bottom:12.0pt'><o:p> </o:p></p><div><p class=MsoNormal>On Wed, Oct 23, 2013 at 9:45 AM, Pete Riehl <<a href="mailto:priehl@saierscapital.com" target="_blank">priehl@saierscapital.com</a>> wrote:<o:p></o:p></p><div><div><p class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto'>Hey guys,<o:p></o:p></p><p class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto'> <o:p></o:p></p><p class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto'>I’m trying to write a processor for Fix 5.0 SP2 Execution report messages. I’ve extended the application appropriately, and feel like I’m on the correct page. I’ve defined the fix<o:p></o:p></p><p class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto'> <o:p></o:p></p><p class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto'><span style='font-size:7.5pt;font-family:Consolas'>BeginString=FIX.5.0</span><o:p></o:p></p><p class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto'><span style='font-size:7.5pt;font-family:Consolas'> </span><o:p></o:p></p><p class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto'><span style='font-size:10.0pt'>And I’m pointing to a data dictionary that starts with </span><o:p></o:p></p><p class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto'><span style='font-size:10.0pt'> </span><o:p></o:p></p><p class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto'><span style='font-size:7.5pt;font-family:Consolas;color:blue'><</span><span style='font-size:7.5pt;font-family:Consolas;color:#A31515'>fix</span><span style='font-size:7.5pt;font-family:Consolas;color:blue'> </span><span style='font-size:7.5pt;font-family:Consolas;color:red'>major</span><span style='font-size:7.5pt;font-family:Consolas;color:blue'>=</span><span style='font-size:7.5pt;font-family:Consolas'>'<span style='color:blue'>5</span>'<span style='color:blue'> </span><span style='color:red'>minor</span><span style='color:blue'>=</span>'<span style='color:blue'>0</span>'<span style='color:blue'>></span></span><o:p></o:p></p><p class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto'><span style='font-size:10.0pt'> </span><o:p></o:p></p><p class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto'>However, I get the following exception when I try to set the seession settings base on my config file.<o:p></o:p></p><p class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto'><span style='font-size:10.0pt'> </span><o:p></o:p></p><p class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto'><span style='font-size:7.5pt;font-family:Consolas;color:#2B91AF'>SessionSettings</span><span style='font-size:7.5pt;font-family:Consolas'> settings = <span style='color:blue'>new</span> <span style='color:#2B91AF'>SessionSettings</span>(settingsFileInfo.FullName);</span><o:p></o:p></p><p class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto'><span style='font-size:10.0pt'> </span><o:p></o:p></p><p class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto'>Configuration failed: File C:\legend40\Projects\Legend40.TradeProcessing.Client.MarketAxess\bin\Debug\MarketAxess_5.0_Dev.cfg not found (Configuration failed: BeginString (FIX.5.0) must be FIX.4.0 to FIX.4.4 or FIXT.1.1)<o:p></o:p></p><p class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto'> <o:p></o:p></p><p class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto'>Hopefully I’m missing something simple, or someone could point me to some documentation that outlines configuration for the fix 5.0 Spec I’d be grateful.<o:p></o:p></p><p class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto'> <o:p></o:p></p><p class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto'>Thanks in advance.<o:p></o:p></p><p class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto'> <o:p></o:p></p><p class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto'>Pete<o:p></o:p></p></div></div><p class=MsoNormal style='margin-bottom:12.0pt'><br><br>The information contained in this electronic message is confidential and does not constitute investment advice or an offer to sell or the solicitation of an offer to purchase any security or investment product. 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Emails are subject to review and will be archived. <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><o:p></o:p></p></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>-- <o:p></o:p></p><div><p class=MsoNormal><span style='background:white'>Grant Birchmeier</span><o:p></o:p></p></div><div><p class=MsoNormal><b><span style='color:#3333FF;background:#FFCC00'>Connamara Systems, LLC</span></b><o:p></o:p></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">http://connamara.com</a><o:p></o:p></p></div></div></div></body></html>