<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: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=utf-8"><meta name=Generator content="Microsoft Word 14 (filtered medium)"><style><!--
/* Font Definitions */
@font-face
{font-family:Calibri;
panose-1:2 15 5 2 2 2 4 3 2 4;}
@font-face
{font-family:Tahoma;
panose-1:2 11 6 4 3 5 4 4 2 4;}
/* Style Definitions */
p.MsoNormal, li.MsoNormal, div.MsoNormal
{margin:0in;
margin-bottom:.0001pt;
font-size:12.0pt;
font-family:"Times New Roman","serif";}
a:link, span.MsoHyperlink
{mso-style-priority:99;
color:blue;
text-decoration:underline;}
a:visited, span.MsoHyperlinkFollowed
{mso-style-priority:99;
color:purple;
text-decoration:underline;}
p
{mso-style-priority:99;
mso-margin-top-alt:auto;
margin-right:0in;
mso-margin-bottom-alt:auto;
margin-left:0in;
font-size:12.0pt;
font-family:"Times New Roman","serif";}
p.MsoAcetate, li.MsoAcetate, div.MsoAcetate
{mso-style-priority:99;
mso-style-link:"Balloon Text Char";
margin:0in;
margin-bottom:.0001pt;
font-size:8.0pt;
font-family:"Tahoma","sans-serif";}
span.BalloonTextChar
{mso-style-name:"Balloon Text Char";
mso-style-priority:99;
mso-style-link:"Balloon Text";
font-family:"Tahoma","sans-serif";
mso-fareast-language:EN-SG;}
span.EmailStyle20
{mso-style-type:personal-reply;
font-family:"Calibri","sans-serif";
color:#1F497D;}
.MsoChpDefault
{mso-style-type:export-only;
font-family:"Calibri","sans-serif";
mso-fareast-language:EN-US;}
@page WordSection1
{size:8.5in 11.0in;
margin:1.0in 1.0in 1.0in 1.0in;}
div.WordSection1
{page:WordSection1;}
/* List Definitions */
@list l0
{mso-list-id:1708918430;
mso-list-type:hybrid;
mso-list-template-ids:1364099242 67698703 67698713 67698715 67698703 67698713 67698715 67698703 67698713 67698715;}
@list l0:level1
{mso-level-tab-stop:none;
mso-level-number-position:left;
text-indent:-.25in;}
@list l0:level2
{mso-level-number-format:alpha-lower;
mso-level-tab-stop:none;
mso-level-number-position:left;
text-indent:-.25in;}
@list l0:level3
{mso-level-number-format:roman-lower;
mso-level-tab-stop:none;
mso-level-number-position:right;
text-indent:-9.0pt;}
@list l0:level4
{mso-level-tab-stop:none;
mso-level-number-position:left;
text-indent:-.25in;}
@list l0:level5
{mso-level-number-format:alpha-lower;
mso-level-tab-stop:none;
mso-level-number-position:left;
text-indent:-.25in;}
@list l0:level6
{mso-level-number-format:roman-lower;
mso-level-tab-stop:none;
mso-level-number-position:right;
text-indent:-9.0pt;}
@list l0:level7
{mso-level-tab-stop:none;
mso-level-number-position:left;
text-indent:-.25in;}
@list l0:level8
{mso-level-number-format:alpha-lower;
mso-level-tab-stop:none;
mso-level-number-position:left;
text-indent:-.25in;}
@list l0:level9
{mso-level-number-format:roman-lower;
mso-level-tab-stop:none;
mso-level-number-position:right;
text-indent:-9.0pt;}
ol
{margin-bottom:0in;}
ul
{margin-bottom:0in;}
--></style><!--[if gte mso 9]><xml>
<o:shapedefaults v:ext="edit" spidmax="1026" />
</xml><![endif]--><!--[if gte mso 9]><xml>
<o:shapelayout v:ext="edit">
<o:idmap v:ext="edit" data="1" />
</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'>Francis, Grant<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 for the support. FYI, after analysing my message the broker came back<o:p></o:p></span></p><p class=MsoNormal><span style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D'>with several tag values to include specific to MultiLeg orders. We are working<o:p></o:p></span></p><p class=MsoNormal><span style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D'>our way through these that, even with the docs, would have been difficult to suss<o:p></o:p></span></p><p class=MsoNormal><span style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D'>out. If anyone comes after us doing IB/MLEG orders we should be in a position<o:p></o:p></span></p><p class=MsoNormal><span style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D'>to help out. Not 100% there yet but making progress.<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'>At the moment, my current quandary is how to correctly set the LegRatioQty (tag 624)<o:p></o:p></span></p><p class=MsoNormal><span style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D'>value for each leg relative to the OrderQty for the combo (tag 38). If anyone has an<o:p></o:p></span></p><p class=MsoNormal><span style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D'>idea on that, it may be our last hurdle.<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'>Cheers,<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><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> Thursday, September 10, 2015 12:25 AM<br><b>To:</b> Mailing list for QuickFIX/n<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'>You need to find that doc that Francis is referring to. I think you won't truly see what you are missing until you have it.<o:p></o:p></span></p></div></div><div><p class=MsoNormal><o:p> </o:p></p><div><p class=MsoNormal>On Wed, Sep 9, 2015 at 11:18 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 – Thanks for that clue. At the moment, I am using the 3.5 DD. Would that not</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'>have all the tags required?</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'>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"'> Quickfixn [mailto:<a href="mailto:quickfixn-bounces@lists.quickfixn.com" target="_blank">quickfixn-bounces@lists.quickfixn.com</a>] <b>On Behalf Of </b>Francis Gingras<br><b>Sent:</b> Wednesday, September 09, 2015 11:49 PM<br><b>To:</b> 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><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"'>The IB FIX manual does have a 35=AB message example on page 42 and the docs have detailed tag information. You need to make sure your QF xml dictionary file contains all these fields. The 'type' rejection you received could mean many things but the first thing I would look at is whether you are missing any tags in your AB request.</span><o:p></o:p></p><div><div><p class=MsoNormal><br><br>Francis<br><br>__________________________________<br>Wednesday, September 9, 2015, 11:37:08 AM, Grant wrote:<o:p></o:p></p></div></div><div><div><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'><p class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto'><span style='font-size:9.0pt;font-family:"Tahoma","sans-serif"'>What do you mean "recommends"? Do they accept different FIX versions? That's very weird.<br><br>Do they not have documentation?<br><br>I tried Googling and I found this page... where if you click the "CTFI FIX" tab you get a broken link. <i>Nice.<br></i></span><a href="https://www.interactivebrokers.com/en/index.php?f=api&p=bn" target="_blank"><span style='font-family:"Tahoma","sans-serif";color:black'>https://www.interactivebrokers.com/en/index.php?f=api&p=bn</span></a><br><br><br><br><br><br><span style='font-family:"Tahoma","sans-serif"'>On Wed, Sep 9, 2015 at 10:14 AM, Jeff S. <</span><a href="mailto:jeff@alphafinhk.com" target="_blank"><span style='font-family:"Tahoma","sans-serif"'>jeff@alphafinhk.com</span></a><span style='font-family:"Tahoma","sans-serif"'>> wrote:<br></span><span style='font-size:11.0pt;font-family:"Tahoma","sans-serif";color:#1F497D'>Grant – Thanks for the links. What you’re saying makes sense. IB recommends 4.2 but that doesn’t<br>include the MultiLeg defs…but when I use 4.3, I get these 58=”Unsupported type” errors….no idea<br>what “type” tag it’s referring to….anyhow…I’ll plow on and maybe be able to help the next guy that<br>comes along…<br><br>Someone else suggested I just get them<br>to send me a log with a message that worked to emulate….biggest problem is just getting these guys to<br>respond to emails…. <br><br><br><br>Thanks,<br>Jeff</span><o:p></o:p></p></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>