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</o:shapelayout></xml><![endif]--></head><body lang=EN-US link=blue vlink=purple><div class=WordSection1><p class=MsoNormal>Hi List,<o:p></o:p></p><p class=MsoNormal><o:p> </o:p></p><p class=MsoNormal>I've run into the following error trying to parse a TradeCaptureReport using QuickFix/n<o:p></o:p></p><p class=MsoNormal><o:p> </o:p></p><p class=MsoNormal>QuickFix.MessageParseError: Could not parse message: Error at position (355) while parsing msg<o:p></o:p></p><p class=MsoNormal>…<o:p></o:p></p><p class=MsoNormal>System.FormatException: Input string was not in a correct format.<o:p></o:p></p><p class=MsoNormal> at System.Number.StringToNumber(String str, NumberStyles options, NumberBuffer& number, NumberFormatInfo info, Boolean parseDecimal)<o:p></o:p></p><p class=MsoNormal> at System.Number.ParseInt32(String s, NumberStyles style, NumberFormatInfo info)<o:p></o:p></p><p class=MsoNormal> at System.Convert.ToInt32(String value)<o:p></o:p></p><p class=MsoNormal> at QuickFix.Message.ExtractField(String msgstr, Int32& pos, DataDictionary sessionDD, DataDictionary appDD)<o:p></o:p></p><p class=MsoNormal> --- End of inner exception stack trace ---<o:p></o:p></p><p class=MsoNormal> at QuickFix.Message.ExtractField(String msgstr, Int32& pos, DataDictionary sessionDD, DataDictionary appDD)<o:p></o:p></p><p class=MsoNormal> at QuickFix.Message.ExtractField(String msgstr, Int32& pos)<o:p></o:p></p><p class=MsoNormal> at QuickFix.Session.Next(String msgStr)<o:p></o:p></p><p class=MsoNormal> at QuickFix.SocketInitiatorThread.ProcessStream()<o:p></o:p></p><p class=MsoNormal> at QuickFix.SocketInitiatorThread.Read()<o:p></o:p></p><p class=MsoNormal><o:p> </o:p></p><p class=MsoNormal><o:p> </o:p></p><p class=MsoNormal>Position 355 corresponds to the decimal place in an Amt field for accrued interest:<o:p></o:p></p><p class=MsoNormal><o:p> </o:p></p><p class=MsoNormal>159=120865.75<o:p></o:p></p><p class=MsoNormal><o:p> </o:p></p><p class=MsoNormal>We've also noticed this same issue for another Amt field, NetMoney.<o:p></o:p></p><p class=MsoNormal><o:p> </o:p></p><p class=MsoNormal>These are the Data definitions for the fields:<o:p></o:p></p><p class=MsoNormal><o:p> </o:p></p><p class=MsoNormal><field number='118' name='NetMoney' type='AMT'/><o:p></o:p></p><p class=MsoNormal><field number='159' name='AccruedInterestAmt' type='AMT'/><o:p></o:p></p><p class=MsoNormal><o:p> </o:p></p><p class=MsoNormal>It seems that QF is interpreting these as an integer instead of as a decimal. The specification states that the Amt data type has a float as a base type and the example shows two decimal places.<o:p></o:p></p><p class=MsoNormal><o:p> </o:p></p><p class=MsoNormal>How would I get QF to parse this as a decimal?<o:p></o:p></p><p class=MsoNormal><o:p> </o:p></p><p class=MsoNormal>Thanks,<o:p></o:p></p><p class=MsoNormal><o:p> </o:p></p><p class=MsoNormal>Mark<o:p></o:p></p></div></body></html>