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<p class="MsoNormal">Hi,<o:p></o:p></p>
<p class="MsoNormal"><o:p> </o:p></p>
<p class="MsoNormal"><span style="color:#1F497D">I am trying to get a stream of TradeCaptureReport messages from FINRA via fix.<o:p></o:p></span></p>
<p class="MsoNormal"><span style="color:#1F497D">I was under the impression that as soon as I connect I should start receiving the messages – I do not.<o:p></o:p></span></p>
<p class="MsoNormal"><span style="color:#1F497D"><o:p> </o:p></span></p>
<p class="MsoNormal"><span style="color:#1F497D">I have generic handlers for Admin messages that print to console the function name and IN/OUT and the message.<o:p></o:p></span></p>
<p class="MsoNormal"><span style="color:#1F497D"><o:p> </o:p></span></p>
<p class="MsoNormal"><span style="color:#1F497D">I see:<o:p></o:p></span></p>
<p class="MsoNormal"><span style="color:#1F497D">FromAdmin IN: 8=FIX.4.4☺9=61☺35=0☺34=6☺49=FNRA☺50=CA☺52=20170124-19:56:06☺56=____☺57=____☺10=052☺<o:p></o:p></span></p>
<p class="MsoNormal"><span style="color:#1F497D">ToAdmin OUT: 8=FIX.4.4☺9=65☺35=0☺34=6☺49=____☺50=____☺52=20170124-19:56:07.209☺56=FNRA☺57=CA☺10=002☺<o:p></o:p></span></p>
<p class="MsoNormal"><span style="color:#1F497D"><o:p> </o:p></span></p>
<p class="MsoNormal"><span style="color:#1F497D">This is good because it is a heartbeat. Prior to this I got the logon with session id: OnLogon(SessionID): FIX.4.4:____/____->FNRA/CA<o:p></o:p></span></p>
<p class="MsoNormal"><span style="color:#1F497D">I am also calling Crack on message received in FromApp and have crack handlers for TradeCaptureReport which is what I want to handle.<o:p></o:p></span></p>
<p class="MsoNormal"><span style="color:#1F497D">But after initiating the connection I only get Admin messages in and out; the admin messages seem like a heartbeat.<o:p></o:p></span></p>
<p class="MsoNormal"><span style="color:#1F497D">Nothing else…..<o:p></o:p></span></p>
<p class="MsoNormal"><span style="color:#1F497D"><o:p> </o:p></span></p>
<p class="MsoNormal"><span style="color:#1F497D">Do I have to do something after making the call to start the initiator?<o:p></o:p></span></p>
<p class="MsoNormal"><span style="color:#1F497D"><o:p> </o:p></span></p>
<p class="MsoNormal"><span style="color:#1F497D">So I thought to try and send a resendrequest message.<o:p></o:p></span></p>
<p class="MsoNormal"><span style="color:#1F497D">It seems that when I send out the resend request as a simple FIX44.ResendRequest with starting id 1 and end 20 I get:<o:p></o:p></span></p>
<p class="MsoNormal"><span style="color:#1F497D"><o:p> </o:p></span></p>
<p class="MsoNormal"><span style="color:#1F497D">MyMsg</span><span style="font-family:Wingdings;color:#1F497D">è</span><span style="color:#1F497D">ToAdmin OUT: 8=FIX.4.4 9=75 35=2 34=3 49=____ 50=____ 52=20170124-22:31:16.768
56=FNRA 57=CA 7=1 16=20 10=172 <o:p></o:p></span></p>
<p class="MsoNormal"><span style="color:#1F497D">ToAdmin OUT: 8=FIX.4.4 9=114 35=3 34=4 49=____ 50=____ 52=20170124-22:31:17.688 56=FNRA 57=CA 45=2 58=Required tag missing
371=55 372=AE 373=1 10=023 <o:p></o:p></span></p>
<p class="MsoNormal"><span style="color:#1F497D">ToAdmin OUT: 8=FIX.4.4 9=114 35=3 34=5 49=____ 50=____ 52=20170124-22:31:18.049 56=FNRA 57=CA 45=3 58=Required tag missing
371=55 372=AE 373=1 10=017 <o:p></o:p></span></p>
<p class="MsoNormal"><span style="color:#1F497D">ToAdmin OUT: 8=FIX.4.4 9=74 35=1 34=6 49=____ 50=____ 52=20170124-22:31:45.471 56=FNRA 57=CA 112=TEST 10=011
<o:p></o:p></span></p>
<p class="MsoNormal"><span style="color:#1F497D">ToAdmin OUT: 8=FIX.4.4 9=114 35=5 34=7 49=____ 50=____ 52=20170124-22:32:15.956 56=FNRA 57=CA 58=MsgSeqNum too low, expecting
4 but received 3 10=202 <o:p></o:p></span></p>
<p class="MsoNormal"><span style="color:#1F497D">OnLogout(SessionID): FIX.4.4: ____/____->FNRA/CA<o:p></o:p></span></p>
<p class="MsoNormal"><o:p> </o:p></p>
<p class="MsoNormal">Not sure where the other 4 messages are getting generated from?<o:p></o:p></p>
<p class="MsoNormal">Why the second two that are generated have “<span style="color:#1F497D">58=Required tag missing”?</span><o:p></o:p></p>
<p class="MsoNormal">It seems to refer to <span style="color:#1F497D">371=55 </span>
but there is no product to specify ….i want all the messages sent by that sender, FNRA/CA.<o:p></o:p></p>
<p class="MsoNormal">And then why is there a logout?<o:p></o:p></p>
<p class="MsoNormal"><o:p> </o:p></p>
<p class="MsoNormal">The session reconnects, trys the login again and again I start getting hearbeats.<o:p></o:p></p>
<p class="MsoNormal"><o:p> </o:p></p>
<p class="MsoNormal">This might be a very basic question but I would appreciate any assistance on this.<o:p></o:p></p>
<p class="MsoNormal">Also, if you would know of any tools that would assist in working with FIX a point to those would be appreciated.<o:p></o:p></p>
<p class="MsoNormal"><o:p> </o:p></p>
<p class="MsoNormal"><span lang="EN-GB">Thanks,</span><o:p></o:p></p>
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<b><span style="font-size:8.5pt;font-family:"Arial","sans-serif"">Kunal Changela<o:p></o:p></span></b></p>
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<b><span style="font-size:7.0pt;font-family:"Tahoma","sans-serif";color:gray">Credit Risk and PnL Development<o:p></o:p></span></b></p>
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<p class="MsoNormal"><span style="font-size:7.0pt;font-family:"Tahoma","sans-serif"">Group Email:
<a href="mailto:crditny@us.bnpparibas.com"><span style="color:blue">DL CRD IT NY</span></a> (x841 4876, Intl: x721 4876)
<o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-size:7.0pt;font-family:"Tahoma","sans-serif""><o:p> </o:p></span></p>
<p class="MsoNormal"><span style="font-size:7.0pt;font-family:"Tahoma","sans-serif"">787 7th Avenue, New York, NY 10019<o:p></o:p></span></p>
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<p class="MsoNormal"><span style="font-size:7.0pt;font-family:"Tahoma","sans-serif""><a href="mailto:kunal.changela@us.bnpparibas.com"><span style="color:black">kunal.changela@us.bnpparibas.com</span></a>
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