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</o:shapelayout></xml><![endif]--></head><body lang=EN-SG link=blue vlink=purple><div class=WordSection1><p class=MsoNormal><span style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D'>Grant – Thanks for the links. What you’re saying makes sense. IB recommends 4.2 but that doesn’t<o:p></o:p></span></p><p class=MsoNormal><span style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D'>include the MultiLeg defs…but when I use 4.3, I get these 58=”Unsupported type” errors….no idea<o:p></o:p></span></p><p class=MsoNormal><span style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D'>what “type” tag it’s referring to….anyhow…I’ll plow on and maybe be able to help the next guy that<o:p></o:p></span></p><p class=MsoNormal><span style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D'>comes along…<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'>Someone else suggested I just get them<o:p></o:p></span></p><p class=MsoNormal><span style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D'>to send me a log with a message that worked to emulate….biggest problem is just getting these guys to<o:p></o:p></span></p><p class=MsoNormal><span style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D'>respond to emails…. <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'><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,<o:p></o:p></span></p><p class=MsoNormal><span style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D'>Jeff<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 [mailto:quickfixn-bounces@lists.quickfixn.com] <b>On Behalf Of </b>Grant Birchmeier<br><b>Sent:</b> Tuesday, September 08, 2015 11:13 PM<br><b>To:</b> Mailing list for QuickFIX/n<br><b>Cc:</b> Francis Gingras<br><b>Subject:</b> Re: {{Quickfixn}} Tag 167=MLEG rejected on MultiLeg order at Interactive Brokers<o:p></o:p></span></p><p class=MsoNormal><o:p> </o:p></p><div><div><p class=MsoNormal><span style='color:black'>The answer you got on StackOverflow is on the right track.<o:p></o:p></span></p></div><div><p class=MsoNormal><span style='color:black'><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></span><o:p></o:p></p></div><div><p class=MsoNormal><o:p> </o:p></p></div><div><p class=MsoNormal><span style='color:black'>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.</span><o:p></o:p></p></div><div><p class=MsoNormal><o:p> </o:p></p></div><div><p class=MsoNormal>The DD xml file layout is pretty simple. If you haven't read over this page, please check it out:<o:p></o:p></p></div><div><p class=MsoNormal><a href="http://quickfixn.org/tutorial/custom-fields-groups-and-messages.html">http://quickfixn.org/tutorial/custom-fields-groups-and-messages.html</a><o:p></o:p></p></div><div><p class=MsoNormal>(apologies if I sent it to you already; I can't remember)<o:p></o:p></p></div><div><p class=MsoNormal><o:p> </o:p></p></div><div><p class=MsoNormal>-Grant<o:p></o:p></p></div><div><p class=MsoNormal><o:p> </o:p></p></div><div><p class=MsoNormal><o:p> </o:p></p></div></div><div><p class=MsoNormal><o:p> </o:p></p><div><p class=MsoNormal>On Mon, Sep 7, 2015 at 9:36 AM, Jeff S. <<a href="mailto:jeff@alphafinhk.com" target="_blank">jeff@alphafinhk.com</a>> wrote:<o:p></o:p></p><div><div><p class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto'><span style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D'>Francis,</span><o:p></o:p></p><p class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto'><span style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D'> </span><o:p></o:p></p><p class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto'><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.</span><o:p></o:p></p><p class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto'><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.</span><o:p></o:p></p><p class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto'><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</span><o:p></o:p></p><p class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto'><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).</span><o:p></o:p></p><p class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto'><span style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D'> </span><o:p></o:p></p><p class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto'><span style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D'>Thanks,<br>Jeff</span><o:p></o:p></p><p class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto'><span style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D'> </span><o:p></o:p></p><div><div style='border:none;border-top:solid #B5C4DF 1.0pt;padding:3.0pt 0in 0in 0in'><p class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto'><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</span><o:p></o:p></p></div></div><div><div><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;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><o:p></o:p></p><table class=MsoNormalTable border=0 cellpadding=0><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></table><p class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto'> <o:p></o:p></p></div></div></div></div><p class=MsoNormal style='margin-bottom:12.0pt'><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><div><p class=MsoNormal><span style='font-size:10.0pt;background:white'>Grant Birchmeier</span><o:p></o:p></p></div><div><p class=MsoNormal><b><span style='font-size:10.0pt;color:#3333FF;background:#FFCC00'>Connamara Systems, LLC</span></b><o:p></o:p></p></div><div><p class=MsoNormal><b><span style='font-size:10.0pt'>Made-To-Measure Trading Solutions.</span></b><o:p></o:p></p></div><div><p class=MsoNormal><span style='font-size:10.0pt'>Exactly what you need. No more. No less.</span><o:p></o:p></p></div><div><p class=MsoNormal><span style='font-size:10.0pt'><a href="http://connamara.com" target="_blank">http://connamara.com</a></span><o:p></o:p></p></div></div></div></div></body></html>