<div dir="ltr"><div class="gmail_default" style="font-size:small;color:rgb(0,0,0)">Michael, I think I see the problem.</div><div class="gmail_default" style="font-size:small;color:rgb(0,0,0)"><br></div><div class="gmail_default" style="font-size:small;color:rgb(0,0,0)">
The message Bloomberg sends has tags 293 and 294 in it. In the default FIX DataDictionary, these fields do not belong to ExecutionReport. This must be a customization that Bloomberg has added.</div><div class="gmail_default" style="font-size:small;color:rgb(0,0,0)">
<br></div><div class="gmail_default" style="font-size:small;color:rgb(0,0,0)">When the engine is parsing the groups, it gets to 293 and says "Hey, my DD says this isn't in the group, so the group must have ended with previous field." It treats 293 and everything after as a top-level field of ExecReport. I'd have to dig into the code to see why 887 is being flagged, but it's not really important, because 293 is your problem.</div>
<div class="gmail_default" style="font-size:small;color:rgb(0,0,0)"><br></div><div class="gmail_default"><font color="#000000">You must edit your DD xml file to add 293 to the appropriate place in the 7</font>11 (NoUnderlyings) g<font color="#000000">roup. (Note: field order inside repeating groups is important!)</font></div>
<div class="gmail_default" style="font-size:small;color:rgb(0,0,0)"><br></div><div class="gmail_default" style="font-size:small;color:rgb(0,0,0)">You should also review the Bloomberg spec for any other customizations that may have been made. Any changes they made from the default FIX DD need to be accounted for in your DD xml.</div>
<div class="gmail_default" style="font-size:small;color:rgb(0,0,0)"><br></div><div class="gmail_default" style="font-size:small;color:rgb(0,0,0)">-Grant</div><div class="gmail_default" style="font-size:small;color:rgb(0,0,0)">
<br></div><div class="gmail_default" style="font-size:small;color:rgb(0,0,0)"><br></div></div><div class="gmail_extra"><br><br><div class="gmail_quote">On Wed, Dec 4, 2013 at 8:17 AM, Michael Lever <span dir="ltr"><<a href="mailto:mlever@pharofund.com" target="_blank">mlever@pharofund.com</a>></span> wrote:<br>
<blockquote class="gmail_quote" style="margin:0 0 0 .8ex;border-left:1px #ccc solid;padding-left:1ex">
<div lang="EN-US" link="blue" vlink="purple">
<div>
<p class="MsoNormal"><span style="color:#1f497d">Actually, I think this is an issue with nested groups in the DDMap but it would seem to me that it would be a big issue if this is the case and nested groups would not be working for any FixML that allows them.<u></u><u></u></span></p>
<p class="MsoNormal"><span style="color:#1f497d"><u></u> <u></u></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="color:#1f497d">It appears to me that DataDictionary.Iterate checks to see if a given tag is valid for the msgtype received. And CheckIsInMessage gets the DDMap for the given msgtype and looks to
see if its Fields contains the given tag. Fields within nested groups are not in the top level DDMap Fields list, they are in a Fields list for one of the groups contained within the DDMap’s Groups list. So the tag is not found and the message is rejected.<u></u><u></u></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="color:#1f497d"><u></u> <u></u></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="color:#1f497d">Am I reading this correctly or am I doing something wrong or is this a known issue or do I have an old version?<u></u><u></u></span></p>
<p class="MsoNormal"><span style="color:#1f497d"><u></u> <u></u></span></p>
<p class="MsoNormal"><span style="color:#1f497d">Thanks,<u></u><u></u></span></p>
<p class="MsoNormal"><span style="color:#1f497d">Michael<u></u><u></u></span></p>
<p class="MsoNormal"><span style="color:#1f497d"><u></u> <u></u></span></p>
<div>
<div style="border:none;border-top:solid #b5c4df 1.0pt;padding:3.0pt 0in 0in 0in">
<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""> Michael Lever
<br>
<b>Sent:</b> Tuesday, December 03, 2013 8:34 AM<br>
<b>To:</b> '<a href="mailto:quickfixn@lists.quickfixn.com" target="_blank">quickfixn@lists.quickfixn.com</a>'<br>
<b>Subject:</b> FIXML 4.4 Component in a component<u></u><u></u></span></p>
</div>
</div>
<p class="MsoNormal"><u></u> <u></u></p>
<p class="MsoNormal"><span style="font-size:10.0pt">Sorry, here are some more details from my issue.
<u></u><u></u></span></p>
<p class="MsoNormal"><span style="font-size:10.0pt">According to the FIXML 4.4 spec:<u></u><u></u></span></p>
<p><u></u><span style="font-size:10.0pt;font-family:Symbol"><span>·<span style="font:7.0pt "Times New Roman"">
</span></span></span><u></u><span style="font-size:10.0pt">An Execution Reports has a group named NoUnderlying.<u></u><u></u></span></p>
<p><u></u><span style="font-size:10.0pt;font-family:Symbol"><span>·<span style="font:7.0pt "Times New Roman"">
</span></span></span><u></u><span style="font-size:10.0pt">The NoUnderlying group contains a component named UnderlyingInstrument.
<u></u><u></u></span></p>
<p><u></u><span style="font-size:10.0pt;font-family:Symbol"><span>·<span style="font:7.0pt "Times New Roman"">
</span></span></span><u></u><span style="font-size:10.0pt">The UnderlyingInstrument has a component in it named UnderlyingStipulations.<u></u><u></u></span></p>
<p><u></u><span style="font-size:10.0pt;font-family:Symbol"><span>·<span style="font:7.0pt "Times New Roman"">
</span></span></span><u></u><span style="font-size:10.0pt">Then UnderlyingStipulations contains a group named NoUnderlyingStips with 2 fields in it.<u></u><u></u></span></p>
<p class="MsoNormal"><span style="font-size:10.0pt"><u></u> <u></u></span></p>
<p class="MsoNormal"><span style="font-size:10.0pt">When a message is received with tag 887 defined the Cracker kicks it out with ‘<span style="background:yellow">Tag not defined</span>’ message. <u></u><u></u></span></p>
<p class="MsoNormal"><span style="font-size:10.0pt">If a message contains 2 UnderlyingStipulations it kicks out with
<span style="background:yellow">‘Tag appears more than once’</span> on tag 888.<u></u><u></u></span></p>
<p class="MsoNormal"><span style="font-size:10.0pt"><u></u> <u></u></span></p>
<p class="MsoNormal"><span style="font-size:10.0pt">The following are excerpts right out of FIX44.xml file from quickfixn.<u></u><u></u></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-size:10.0pt;color:blue"><</span><span style="font-size:10.0pt;color:#a31515">message</span><span style="font-size:10.0pt;color:blue">
</span><span style="font-size:10.0pt;color:red">name</span><span style="font-size:10.0pt;color:blue">=</span><span style="font-size:10.0pt">"<span style="color:blue">ExecutionReport</span>"<span style="color:blue">
</span><span style="color:red">msgtype</span><span style="color:blue">=</span>"<span style="color:blue">8</span>"<span style="color:blue">
</span><span style="color:red">msgcat</span><span style="color:blue">=</span>"<span style="color:blue">app</span>"<span style="color:blue">><u></u><u></u></span></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-size:10.0pt;color:blue">.....<u></u><u></u></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-size:10.0pt;color:blue"> <</span><span style="font-size:10.0pt;color:#a31515">group</span><span style="font-size:10.0pt;color:blue">
</span><span style="font-size:10.0pt;color:red">name</span><span style="font-size:10.0pt;color:blue">=</span><span style="font-size:10.0pt">"<span style="color:blue">NoUnderlyings</span>"<span style="color:blue">
</span><span style="color:red">required</span><span style="color:blue">=</span>"<span style="color:blue">N</span>"<span style="color:blue">></span><u></u><u></u></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-size:10.0pt;color:blue"> <</span><span style="font-size:10.0pt;color:#a31515">component</span><span style="font-size:10.0pt;color:blue">
</span><span style="font-size:10.0pt;color:red">name</span><span style="font-size:10.0pt;color:blue">=</span><span style="font-size:10.0pt">"<span style="color:blue">UnderlyingInstrument</span>"<span style="color:blue">
</span><span style="color:red">required</span><span style="color:blue">=</span>"<span style="color:blue">N</span>"<span style="color:blue"> /></span><u></u><u></u></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-size:10.0pt;color:blue"> </</span><span style="font-size:10.0pt;color:#a31515">group</span><span style="font-size:10.0pt;color:blue">><u></u><u></u></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-size:10.0pt;color:blue">.....<u></u><u></u></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-size:10.0pt;color:blue"></</span><span style="font-size:10.0pt;color:#a31515">message</span><span style="font-size:10.0pt;color:blue">><u></u><u></u></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-size:10.0pt;color:blue"><u></u> <u></u></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-size:10.0pt;color:blue"><</span><span style="font-size:10.0pt;color:#a31515">component</span><span style="font-size:10.0pt;color:blue">
</span><span style="font-size:10.0pt;color:red">name</span><span style="font-size:10.0pt;color:blue">=</span><span style="font-size:10.0pt">"<span style="color:blue">UnderlyingInstrument</span>"<span style="color:blue">><u></u><u></u></span></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-size:10.0pt;color:blue">.....<u></u><u></u></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-size:10.0pt;color:blue"> <</span><span style="font-size:10.0pt;color:#a31515">component</span><span style="font-size:10.0pt;color:blue">
</span><span style="font-size:10.0pt;color:red">name</span><span style="font-size:10.0pt;color:blue">=</span><span style="font-size:10.0pt">"<span style="color:blue">UnderlyingStipulations</span>"<span style="color:blue">
</span><span style="color:red">required</span><span style="color:blue">=</span>"<span style="color:blue">N</span>"<span style="color:blue"> /></span><u></u><u></u></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-size:10.0pt;color:blue"></</span><span style="font-size:10.0pt;color:#a31515">component</span><span style="font-size:10.0pt;color:blue">><u></u><u></u></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-size:10.0pt;color:blue"><u></u> <u></u></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-size:10.0pt;color:blue"><</span><span style="font-size:10.0pt;color:#a31515">component</span><span style="font-size:10.0pt;color:blue">
</span><span style="font-size:10.0pt;color:red">name</span><span style="font-size:10.0pt;color:blue">=</span><span style="font-size:10.0pt">"<span style="color:blue">UnderlyingStipulations</span>"<span style="color:blue">></span><u></u><u></u></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-size:10.0pt;color:blue">.....<u></u><u></u></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-size:10.0pt;color:blue"> <</span><span style="font-size:10.0pt;color:#a31515">group</span><span style="font-size:10.0pt;color:blue">
</span><span style="font-size:10.0pt;color:red">name</span><span style="font-size:10.0pt;color:blue">=</span><span style="font-size:10.0pt">"<span style="color:blue">NoUnderlyingStips</span>"<span style="color:blue">
</span><span style="color:red">required</span><span style="color:blue">=</span>"<span style="color:blue">N</span>"<span style="color:blue">></span><u></u><u></u></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-size:10.0pt;color:blue"> <</span><span style="font-size:10.0pt;color:#a31515">field</span><span style="font-size:10.0pt;color:blue">
</span><span style="font-size:10.0pt;color:red">name</span><span style="font-size:10.0pt;color:blue">=</span><span style="font-size:10.0pt">"<span style="color:blue">UnderlyingStipType</span>"<span style="color:blue">
</span><span style="color:red">required</span><span style="color:blue">=</span>"<span style="color:blue">N</span>"<span style="color:blue"> /></span><u></u><u></u></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-size:10.0pt;color:blue"> <</span><span style="font-size:10.0pt;color:#a31515">field</span><span style="font-size:10.0pt;color:blue">
</span><span style="font-size:10.0pt;color:red">name</span><span style="font-size:10.0pt;color:blue">=</span><span style="font-size:10.0pt">"<span style="color:blue">UnderlyingStipValue</span>"<span style="color:blue">
</span><span style="color:red">required</span><span style="color:blue">=</span>"<span style="color:blue">N</span>"<span style="color:blue"> /></span><u></u><u></u></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-size:10.0pt;color:blue"> </</span><span style="font-size:10.0pt;color:#a31515">group</span><span style="font-size:10.0pt;color:blue">></span><span style="font-size:10.0pt"><u></u><u></u></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-size:10.0pt;color:blue"></</span><span style="font-size:10.0pt;color:#a31515">component</span><span style="font-size:10.0pt;color:blue">><u></u><u></u></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-size:10.0pt;color:blue"><u></u> <u></u></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-size:10.0pt;color:blue"><</span><span style="font-size:10.0pt;color:#a31515">fields</span><span style="font-size:10.0pt;color:blue">><u></u><u></u></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-size:10.0pt;color:blue"> <</span><span style="font-size:10.0pt;color:#a31515">field</span><span style="font-size:10.0pt;color:blue">
</span><span style="font-size:10.0pt;color:red">number</span><span style="font-size:10.0pt;color:blue">=</span><span style="font-size:10.0pt">"<span style="color:blue">711</span>"<span style="color:blue">
</span><span style="color:red">name</span><span style="color:blue">=</span>"<span style="color:blue">NoUnderlyings</span>"<span style="color:blue">
</span><span style="color:red">type</span><span style="color:blue">=</span>"<span style="color:blue">NUMINGROUP</span>"<span style="color:blue"> /><u></u><u></u></span></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-size:10.0pt;color:blue"> <</span><span style="font-size:10.0pt;color:#a31515">field</span><span style="font-size:10.0pt;color:blue">
</span><span style="font-size:10.0pt;color:red">number</span><span style="font-size:10.0pt;color:blue">=</span><span style="font-size:10.0pt">"<span style="color:blue">887</span>"<span style="color:blue">
</span><span style="color:red">name</span><span style="color:blue">=</span>"<span style="color:blue">NoUnderlyingStips</span>"<span style="color:blue">
</span><span style="color:red">type</span><span style="color:blue">=</span>"<span style="color:blue">NUMINGROUP</span>"<span style="color:blue"> /></span><u></u><u></u></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-size:10.0pt;color:blue"> <</span><span style="font-size:10.0pt;color:#a31515">field</span><span style="font-size:10.0pt;color:blue">
</span><span style="font-size:10.0pt;color:red">number</span><span style="font-size:10.0pt;color:blue">=</span><span style="font-size:10.0pt">"<span style="color:blue">888</span>"<span style="color:blue">
</span><span style="color:red">name</span><span style="color:blue">=</span>"<span style="color:blue">UnderlyingStipType</span>"<span style="color:blue">
</span><span style="color:red">type</span><span style="color:blue">=</span>"<span style="color:blue">STRING</span>"<span style="color:blue"> /></span><u></u><u></u></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-size:10.0pt;color:blue"> <</span><span style="font-size:10.0pt;color:#a31515">field</span><span style="font-size:10.0pt;color:blue">
</span><span style="font-size:10.0pt;color:red">number</span><span style="font-size:10.0pt;color:blue">=</span><span style="font-size:10.0pt">"<span style="color:blue">889</span>"<span style="color:blue">
</span><span style="color:red">name</span><span style="color:blue">=</span>"<span style="color:blue">UnderlyingStipValue</span>"<span style="color:blue">
</span><span style="color:red">type</span><span style="color:blue">=</span>"<span style="color:blue">STRING</span>"<span style="color:blue"> /><u></u><u></u></span></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-size:10.0pt;color:blue"> </</span><span style="font-size:10.0pt;color:#a31515">fields</span><span style="font-size:10.0pt;color:blue">><u></u><u></u></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-size:10.0pt;color:blue"><u></u> <u></u></span></p>
<p class="MsoNormal" style="text-autospace:none"><u><span style="font-size:10.0pt">Message from Bloomberg<span style="color:blue">:<u></u><u></u></span></span></u></p>
<p class="MsoNormal"><span style="font-size:10.0pt"><a href="tel:20131203-12" value="+12013120312" target="_blank">20131203-12</a>:49:25.349 : 8=FIX.4.49=122935=849=BLPSTP56=PHARPSTP34=1639128=ZERO115=i.stpdca452=20131203-12:49:1560=20131203-12:49:15150=F31=-0.7151=0541=2013120632=73680006632=FIXED423=964=201312056=-0.737=VCON:20131203:52766:3157=17338=7368000218=0788=239=2159=155404.24669=-0.7460=13223=0.044514=736800015=EUR75=20131203916=2013120517=VCON:20131203:52766:3:12167=REPO917=2013120648=REPO198=3739:20131203:52766:36379=0470=PT920=-129.877910=2381=6523540.4921=6678944.6422=A922=6678814.7754=27014=2155=PGB236=0.0479217347118=6678944.64453=9448=SKARIM8:6493517447=D452=12802=1523=SAM
KARIM803=9448=GDHILLON6:7095271447=D452=11802=3523=6165583803=4000523=14803=4523=GURMEET DHILLON803=9448=PHARO MANAGEMENT (UK) LLP447=D452=13448=KAVANAGH1:4303784447=D452=36802=1523=JAMES KAVANAGH803=9448=NOT DEFINED447=D452=10448=RRRA447=D452=16448=3617447=D452=1448=7095271447=D452=11802=2523=6165583803=4000523=14803=4448=6493517447=D452=129610=19611=COM9613=BID
TRADING454=3455=PTOTENOE0018456=4455=EH2316741456=1455=EH231674456=A711=1311=[N/A]309=PTOTENOE0018305=4879=7368000810=98.61082192882=90.648883=0884=6678944.646293=06294=0<span style="background:yellow">887=1888=HAIRCUT889=90.000000000</span>10=047<u></u><u></u></span></p>
<p class="MsoNormal"><span style="font-size:10.0pt"><u></u> <u></u></span></p>
<p class="MsoNormal"><span style="font-size:10.0pt"><a href="tel:20131203-12" value="+12013120312" target="_blank">20131203-12</a>:49:25.349 : 8=FIX.4.49=15235=334=163349=PHARPSTP52=20131203-12:49:25.34956=BLPSTP115=ZERO128=i.stpdca445=1639<span style="background:yellow">58=Tag not defined for this message
type371=887</span>372=8373=210=139<u></u><u></u></span></p>
<p class="MsoNormal"><span style="font-size:10.0pt"><u></u> <u></u></span></p>
<p class="MsoNormal"><span style="font-size:10.0pt">Config file:<u></u><u></u></span></p>
<p class="MsoNormal"><span style="font-size:10.0pt">[SESSION]<u></u><u></u></span></p>
<p class="MsoNormal"><span style="font-size:10.0pt">ConnectionType=initiator<u></u><u></u></span></p>
<p class="MsoNormal"><span style="font-size:10.0pt">ReconnectInterval=30<u></u><u></u></span></p>
<p class="MsoNormal"><span style="font-size:10.0pt">BeginString=FIX.4.4<u></u><u></u></span></p>
<p class="MsoNormal"><span style="font-size:10.0pt">SocketConnectPort=xxx<u></u><u></u></span></p>
<p class="MsoNormal"><span style="font-size:10.0pt">SocketConnectHost=160.xx.xx.xxx<u></u><u></u></span></p>
<p class="MsoNormal"><span style="font-size:10.0pt">FileLogPath=log_bloomberg_fixed_prod<u></u><u></u></span></p>
<p class="MsoNormal"><span style="font-size:10.0pt">FileStorePath=log_bloomberg_fixed_prod<u></u><u></u></span></p>
<p class="MsoNormal"><span style="font-size:10.0pt">DataDictionary=C:\Users\netadmin\FixTesting\FixClientService\FIX44.xml<u></u><u></u></span></p>
<p class="MsoNormal"><span style="font-size:10.0pt">TargetCompID=BLPXXX<u></u><u></u></span></p>
<p class="MsoNormal"><span style="font-size:10.0pt">SenderCompID=PHARPXXX<u></u><u></u></span></p>
<p class="MsoNormal"><span style="font-size:10.0pt">UseDataDictionary=Y<u></u><u></u></span></p>
<p class="MsoNormal"><span style="font-size:10.0pt">ValidateUserDefinedFields=N<u></u><u></u></span></p>
<p class="MsoNormal"><span style="font-size:10.0pt"><u></u> <u></u></span></p>
<p class="MsoNormal"><span style="font-size:10.0pt">Thank you for your time,<u></u><u></u></span></p>
<p class="MsoNormal"><span style="font-size:10.0pt">Michael<b><u></u><u></u></b></span></p>
</div>
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<br></blockquote></div><br><br clear="all"><div><br></div>-- <br><div><font><span style="background-color:#000000"><span style="background-color:#ffffff">Grant Birchmeier</span></span></font><font><font color="#3333ff"><br>
</font></font></div><div><font><b><font color="#3333ff"><span style="background-color:#ffcc33"><span style="background-color:#ffcc66"><span style="background-color:#ffcc99"><span style="background-color:#ffffff"><span style="background-color:#ffcc00">Connamara Systems, LLC</span></span></span></span></span></font></b></font><br>
</div><div><font><b>Made-To-Measure Trading Solutions.</b></font></div><div><font>Exactly what you need. No more. No less.</font><font><b><font color="#3333ff"><br></font></b></font></div><div><font><a href="http://connamara.com" target="_blank">http://connamara.com</a><br>
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