<div dir="ltr"><div class="gmail_default" style="font-size:small;color:#000000">Robert, I got your files.</div><div class="gmail_default" style="font-size:small;color:#000000"><br></div><div class="gmail_default" style="font-size:small;color:#000000">The MarketDataRequest.cs source file you sent me -- where'd you get that, from the VS object browser? The field-order arrays for all the groups are empty. I'm not sure if that's a quirk of the object browser or if it's actually real like that in your dll. If the latter, then that's your problem. The groups have no field-order defined, so it defaults to numerical order.</div><div class="gmail_default" style="font-size:small;color:#000000"><br></div><div class="gmail_default" style="font-size:small;color:#000000">Please tell me: where did you get the QuickFix.dll that you are using? Did you build it yourself? Did you download it from <a href="http://quickfixn.org" target="_blank">quickfixn.org</a>? Did you get it from somewhere else?</div><div class="gmail_default" style="font-size:small;color:#000000"><br></div><div class="gmail_default" style="font-size:small;color:#000000">(I bet it if you download the most recent dll from <a href="http://quickfixn.org" target="_blank">quickfixn.org</a>, that might fix your problem.)</div><div class="gmail_default" style="font-size:small;color:#000000"><br></div><div class="gmail_default" style="font-size:small;color:#000000">-Grant</div><div class="gmail_default" style="font-size:small;color:#000000"><br></div><div class="gmail_default" style="font-size:small;color:#000000"><br></div><div class="gmail_extra"><br><div class="gmail_quote">On Tue, Jan 23, 2018 at 5:11 PM, Grant Birchmeier <span dir="ltr"><<a href="mailto:gbirchmeier@connamara.com" target="_blank">gbirchmeier@connamara.com</a>></span> wrote:<br><blockquote class="gmail_quote" style="margin:0 0 0 .8ex;border-left:1px #ccc solid;padding-left:1ex"><div dir="ltr"><div class="gmail_default" style="font-size:small;color:#000000">I am thoroughly confused. Your code looks fine.</div><div class="gmail_default" style="font-size:small;color:#000000"><br></div><div class="gmail_default" style="font-size:small;color:#000000">You haven't built your own QF/n dll, have you?</div><div class="gmail_default" style="font-size:small;color:#000000"><br></div><div class="gmail_default" style="font-size:small;color:#000000">Can you send me your FIX data dictionary xml file? (You can send it straight to me, don't need to post it to list.)</div><div class="gmail_default" style="font-size:small;color:#000000"><br></div></div><div class="m_-4185336882688478424HOEnZb"><div class="m_-4185336882688478424h5"><div class="gmail_extra"><br><div class="gmail_quote">On Tue, Jan 23, 2018 at 4:59 PM, Robert Maidla <span dir="ltr"><<a href="mailto:robertmaidla@gmail.com" target="_blank">robertmaidla@gmail.com</a>></span> wrote:<br><blockquote class="gmail_quote" style="margin:0 0 0 .8ex;border-left:1px #ccc solid;padding-left:1ex"><div dir="ltr">Hello,<div><br></div><div>The code for adding the 3 fields looks like this:<br><div> //Instrument component block</div><div> MarketDataRequest.NoRelatedSym<wbr>Group group = new MarketDataRequest.NoRelatedSym<wbr>Group();</div><div> group.Symbol = new Symbol(symbol);</div><div> group.SecurityID = new SecurityID(symbol.Substring(0, 3) +"/"+ symbol.Substring(3) +".L.FX");</div><div> group.SecurityIDSource = new SecurityIDSource("111");</div><div> requestMessage.AddGroup(group)<wbr>;<br><br>Again, no matter in what order I add the group elements, the outcome of the 'requestMessage' is the same.<span><br><br>Thanks in advance and best regards,</span></div></div><div>Robert</div></div><div class="gmail_extra"><div><div class="m_-4185336882688478424m_6228999833214676642h5"><br><div class="gmail_quote">On Wed, Jan 24, 2018 at 12:11 AM, Grant Birchmeier <span dir="ltr"><<a href="mailto:gbirchmeier@connamara.com" target="_blank">gbirchmeier@connamara.com</a>></span> wrote:<br><blockquote class="gmail_quote" style="margin:0 0 0 .8ex;border-left:1px #ccc solid;padding-left:1ex"><div dir="ltr"><div class="gmail_default" style="font-size:small;color:rgb(0,0,0)">Wait wait wait... <span style="color:rgb(34,34,34);font-size:12.8px">55, 48, 22 is the correct order per the standard vanilla FIX data dictionary.</span></div><div class="gmail_default" style="font-size:small;color:rgb(0,0,0)"><span style="color:rgb(34,34,34);font-size:12.8px"><br></span></div><div class="gmail_default"><span style="font-size:12.8px">I don't think you have a DD problem, unless you've changed your DD and rebuilt QF/n, which I highly doubt.</span></div><div class="gmail_default"><span style="font-size:12.8px"><br></span></div><div class="gmail_default"><span style="font-size:12.8px">I think you are setting the group fields wrong. I bet you are actually setting the fields as Body fields and not Group fields.</span></div><div class="gmail_default" style="font-size:small;color:rgb(0,0,0)"><br></div><div class="gmail_default" style="font-size:small;color:rgb(0,0,0)"><span style="color:rgb(34,34,34);font-size:12.8px">Can you please show us your code for setting these fields? </span><br></div><div class="gmail_default" style="font-size:small;color:rgb(0,0,0)"><br></div></div><div class="m_-4185336882688478424m_6228999833214676642m_-8071509627348534770HOEnZb"><div class="m_-4185336882688478424m_6228999833214676642m_-8071509627348534770h5"><div class="gmail_extra"><br><div class="gmail_quote">On Tue, Jan 23, 2018 at 3:42 PM, Robert Maidla <span dir="ltr"><<a href="mailto:robertmaidla@gmail.com" target="_blank">robertmaidla@gmail.com</a>></span> wrote:<br><blockquote class="gmail_quote" style="margin:0 0 0 .8ex;border-left:1px #ccc solid;padding-left:1ex"><div style="word-wrap:break-word">Hello,<div><br></div><div>Thank you for the quick reply. However the ‘UseDataDictionary=Y’ in my config file. Any other ideas?</div><span><div><br></div><div>Thanks in advance and best regards,</div></span><div><span class="m_-4185336882688478424m_6228999833214676642m_-8071509627348534770m_7430972863688113276HOEnZb"><font color="#888888">Robert</font></span><div><div class="m_-4185336882688478424m_6228999833214676642m_-8071509627348534770m_7430972863688113276h5"><br><div><blockquote type="cite"><div>On 23 Jan 2018, at 20:40, Grant Birchmeier <<a href="mailto:gbirchmeier@connamara.com" target="_blank">gbirchmeier@connamara.com</a>> wrote:</div><br class="m_-4185336882688478424m_6228999833214676642m_-8071509627348534770m_7430972863688113276m_7538515052007006401Apple-interchange-newline"><div><div dir="ltr"><div class="gmail_default" style="font-size:small">Do you have UseDataDictionary=N in your config?</div><div class="gmail_default" style="font-size:small"><br></div><div class="gmail_default" style="font-size:small">If yes, don't do that. Use a DD, and make sure it matches your counterparty's spec.</div><div class="gmail_default" style="font-size:small"><br></div><div class="gmail_default" style="font-size:small">Please take a look and let us know how it goes.</div><div class="gmail_default" style="font-size:small"><br></div><div class="gmail_default" style="font-size:small"><br></div></div><div class="gmail_extra"><br><div class="gmail_quote">On Tue, Jan 23, 2018 at 12:07 PM, Robert Maidla <span dir="ltr"><<a href="mailto:robertmaidla@gmail.com" target="_blank">robertmaidla@gmail.com</a>></span> wrote:<br><blockquote class="gmail_quote" style="margin:0 0 0 .8ex;border-left:1px #ccc solid;padding-left:1ex">Hello,<br>
<br>
I am having trouble connecting to my broker. They specifically request that the ‘MarketDataRequest.NoRelatedSy<wbr>mGroup’ should be in a specific order (the correct tag order is 55, 48, 22). Whichever way I order the components before adding them to the group, the end result for the message is in the exact opposite order (tag order 22, 48, 55). That results in a rejected MDRequest.<br>
<br>
Can someone help me figure out a way to change the order of the tags or is there a way to intercept the message in the ‘Send()’ function before sending it to the broker and manually change the order of the tags should the outgoing message be of type ‘MDRequest’?<br>
<br>
Thanks in advance and best regards,<br>
Robert<br>
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<br></blockquote></div><br><br clear="all"><div><br></div>-- <br></div></div><span class="m_-4185336882688478424m_6228999833214676642HOEnZb"><font color="#888888"><div class="m_-4185336882688478424m_6228999833214676642m_-8071509627348534770gmail_signature" data-smartmail="gmail_signature"><div dir="ltr">Robert Maidla<br></div></div>
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<br></blockquote></div><br><br clear="all"><div><br></div>-- <br><div class="m_-4185336882688478424m_6228999833214676642gmail_signature" data-smartmail="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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</div></div></blockquote></div><br><br clear="all"><div><br></div>-- <br><div class="m_-4185336882688478424gmail_signature" data-smartmail="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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