<div dir="ltr"><div class="gmail_default" style="font-size:small;color:rgb(0,0,0)">The answer you got on StackOverflow is on the right track.</div><div class="gmail_default" style=""><font color="#000000"><a href="http://stackoverflow.com/questions/32440276/quickfix-multileg-order-rejected-on-tag-167-set-to-mleg-at-interactive-brokers">http://stackoverflow.com/questions/32440276/quickfix-multileg-order-rejected-on-tag-167-set-to-mleg-at-interactive-brokers</a></font><br></div><div class="gmail_default" style=""><font color="#000000"><br></font></div><div class="gmail_default" style=""><font color="#000000">It's not unusual for firms to tweak (or majorly overhaul) the standard DataDictionary, and you need to make sure that your local DD xml file matches what they are expecting.  It appears your counterparty is taking a field/message added to FIX 4.3+ and back-porting it into 4.2.  I've definitely seen that done a few times before.</font></div><div class="gmail_default" style=""><br></div><div class="gmail_default" style="">The DD xml file layout is pretty simple.  If you haven't read over this page, please check it out:</div><div class="gmail_default" style=""><a href="http://quickfixn.org/tutorial/custom-fields-groups-and-messages.html">http://quickfixn.org/tutorial/custom-fields-groups-and-messages.html</a><br></div><div class="gmail_default" style="">(apologies if I sent it to you already; I can't remember)</div><div class="gmail_default" style=""><br></div><div class="gmail_default" style="">-Grant</div><div class="gmail_default" style=""><br></div><div class="gmail_default" style=""><br></div></div><div class="gmail_extra"><br><div class="gmail_quote">On Mon, Sep 7, 2015 at 9:36 AM, Jeff S. <span dir="ltr"><<a href="mailto:jeff@alphafinhk.com" target="_blank">jeff@alphafinhk.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-SG" link="blue" vlink="purple"><div><p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1f497d">Francis,<u></u><u></u></span></p><p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1f497d"><u></u> <u></u></span></p><p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1f497d">Thanks and good suggestion.  I will go through carefully and see if I am missing anything.<u></u><u></u></span></p><p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1f497d">I did have one go with the broker and I thought I vetted it all but I’m just not sure.<u></u><u></u></span></p><p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1f497d">I’m using the repeating group and it seems to be adding the right thing for the legs but<u></u><u></u></span></p><p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1f497d">the example in the doc is a bit different (option vs future instead of a pair of stocks).<u></u><u></u></span></p><p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1f497d"><u></u> <u></u></span></p><p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1f497d">Thanks,<br>Jeff<u></u><u></u></span></p><p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";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 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""> Francis Gingras [mailto:<a href="mailto:francis@tradeintegration.com" target="_blank">francis@tradeintegration.com</a>] <br><b>Sent:</b> Monday, September 07, 2015 10:21 PM<br><b>To:</b> Jeff S.; Mailing list for QuickFIX/n<br><b>Subject:</b> Re: {{Quickfixn}} Tag 167=MLEG rejected on MultiLeg order at Interactive Brokers<u></u><u></u></span></p></div></div><div><div class="h5"><p class="MsoNormal"><u></u> <u></u></p><p class="MsoNormal" style="margin-bottom:12.0pt"><span style="font-family:"Tahoma","sans-serif"">Hi Jeff,<br><br>That's not a very useful rejection message from IB. I don't see anything wrong with field 167. Since the rejection comes from their side, I would look at the other fields and make sure all required tags are in your AB message.<br><br>Best regards,<br><br>Francis Gingras<br><br><br>__________________________________<br>Monday, September 7, 2015, 10:05:25 AM, Jeff wrote:</span><u></u><u></u></p><table border="0" cellpadding="0"><tbody><tr><td width="2" style="width:1.5pt;background:blue;padding:.75pt .75pt .75pt .75pt"></td><td style="padding:.75pt .75pt .75pt .75pt"></td></tr></tbody></table><p class="MsoNormal"><u></u> <u></u></p></div></div></div></div><br>______________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<br></blockquote></div><br><br clear="all"><div><br></div>-- <br><div class="gmail_signature"><div><font size="2"><span style="background-color:#000000"><span style="background-color:#ffffff">Grant Birchmeier</span></span></font><font size="2"><font color="#3333ff"><br></font></font></div><div><font size="2"><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 size="2"><b>Made-To-Measure Trading Solutions.</b></font></div><div><font size="2">Exactly what you need. No more. No less.</font><font size="2"><b><font color="#3333ff"><br></font></b></font></div><div><font size="2"><a href="http://connamara.com" target="_blank">http://connamara.com</a><br></font></div></div>
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