<div dir="ltr"><div dir="ltr"><div dir="ltr"><div class="gmail_default" style="font-size:small;color:rgb(0,0,0)">I see the problem now. I'm sorry I missed it, but this just hasn't happened before.</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)">DQ is simply not defined in the project's FIX50SP2 DataDictionary, thus there is no generated class for it in the source. According to FIXimate, DQ was added to SP2 starting with Extension Pack 192.</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)">The newest message in SP2 is "CG", added in Extension Pack 105. </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)">This seems like a big oversight in the project, but an understandable one. Most people use FIX42 or FIX44. Some use 50 or later, but I've never seen anyone use these latest extensions before.</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)">So, you have options.</div><div class="gmail_default" style="font-size:small;color:rgb(0,0,0)">For any option: Update your DD to define DQ.</div><div class="gmail_default" style="font-size:small;color:rgb(0,0,0)">For cracking:</div><div class="gmail_default"><font color="#000000">option 1: Use generic message/field access methods. You can check tag 35 to see if it's a DQ.</font><br></div><div class="gmail_default" style="font-size:small;color:rgb(0,0,0)">option 2: Create your own DQ message class</div><div class="gmail_default" style="font-size:small;color:rgb(0,0,0)">option 3: Regenerate the source (which will do (2) for you)</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)">I wish option 3 was easier. It really should be. The generator currently uses a crazy old version of Ruby (193). High up on my todo list is to (in the short term) update it to a recent Ruby, then (long term) get rid of Ruby altogether.</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)">Beyond that... man, we really need to update our DD. Unfortunately, I think it'll need to be done by hand.</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)">-Grant</div><div class="gmail_default" style="font-size:small;color:rgb(0,0,0)"><br></div></div></div></div><br><div class="gmail_quote"><div dir="ltr" class="gmail_attr">On Thu, Jul 9, 2020 at 5:10 AM Kostas Parginos <<a href="mailto:kparginos@yahoo.gr">kparginos@yahoo.gr</a>> wrote:<br></div><blockquote class="gmail_quote" style="margin:0px 0px 0px 0.8ex;border-left:1px solid rgb(204,204,204);padding-left:1ex"><div><div style="font-family:"Helvetica Neue",Helvetica,Arial,sans-serif;font-size:16px"><div></div>
<div dir="ltr">Hi Grant,</div><div dir="ltr"><br></div><div dir="ltr"> Yes my message starts with a "<span><span style="color:rgb(0,0,0);font-family:"Helvetica Neue",Helvetica,Arial,sans-serif;font-size:16px">8=FIXT.1.1</span></span>"</div><div dir="ltr"><br></div><div dir="ltr">(BA message sample: "<span>8=FIXT.1.1|9=606|35=BA|34=34|49=**********|52=20200709-09:17:57.773|56=**********|167=......."). </span></div><div dir="ltr"><span><br></span></div><div dir="ltr"><span> Also my login contains <span><span style="color:rgb(0,0,0);font-family:"Helvetica Neue",Helvetica,Arial,sans-serif;font-size:16px">1137=9</span></span> </span></div><div dir="ltr"><span><span><br></span></span></div><div dir="ltr"><span><span>(Logon message: 8=FIXT.1.1|9=77|35=A|34=43|49=**********|52=20200709-09:57:17.917|56=**********|98=0|108=5|1137=9|10=061|)</span></span></div><div dir="ltr"><span><span><br></span></span></div><div dir="ltr"><span><span> I am using version 1.9.0 ( <span>QuickFix.dll </span>& <span>QuickFix.FIX50SP2.dll), no NUGET.</span><br></span></span></div><div dir="ltr"><span><span><span><br></span></span></span></div><div dir="ltr">*Note that I have changed some real data with asterisks (<span><span style="color:rgb(0,0,0);font-family:"Helvetica Neue",Helvetica,Arial,sans-serif;font-size:16px">**********) in order not avoid exposure of company's sensitive data.</span></span></div><div dir="ltr"><span><span><span><br></span></span></span></div><div dir="ltr"><span><span><span>Thank you very much,</span></span></span></div><div dir="ltr"><span><span><span>Kostas Parginos.</span></span></span></div><div dir="ltr"><br></div><div dir="ltr"><br></div><div><br></div>
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Στις Τετάρτη, 8 Ιουλίου 2020, 10:32:31 μ.μ. EEST, ο χρήστης Grant Birchmeier <<a href="mailto:gbirchmeier@connamara.com" target="_blank">gbirchmeier@connamara.com</a>> έγραψε:
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<div><div id="gmail-m_-4411895772681697065yiv7243836792"><div><div dir="ltr"><div style="font-size:small;color:rgb(0,0,0)">Do your log messages actually start with "8=FIXT.1.1"?</div><div style="font-size:small;color:rgb(0,0,0)"><br clear="none"></div><div style="font-size:small;color:rgb(0,0,0)">And does your Login message contain "1137=9" ?</div><div style="font-size:small;color:rgb(0,0,0)"><br clear="none"></div><div style="font-size:small;color:rgb(0,0,0)">Lastly, please tell me which QuickFIX library version you are using. If you downloaded the dll, tell me which one. If you are using a NuGet package, tell me which one.</div></div><br clear="none"><div><div id="gmail-m_-4411895772681697065yiv7243836792yqt51324"><div dir="ltr">On Wed, Jul 8, 2020 at 10:05 AM Kostas Parginos <<a rel="nofollow" shape="rect" href="mailto:kparginos@yahoo.gr" target="_blank">kparginos@yahoo.gr</a>> wrote:<br clear="none"></div><blockquote style="margin:0px 0px 0px 0.8ex;border-left:1px solid rgb(204,204,204);padding-left:1ex"><div><div style="font-family:Helvetica,Arial,sans-serif;font-size:16px"><div></div>
<div><br clear="none"></div><div dir="ltr">Hi Grant.</div><div dir="ltr"> First of all thank you very much for your response. Indeed Bloomberg uses FIX50SP2 and in the DD they gave us I can see a definition for the DQ message, but to be honest I don't know if the just did some modifications to an earlier version as you mentioned. I could provide you with the DD if it will help you. Again thank you very much for your time.<br clear="none"></div><div dir="ltr"><br clear="none"></div><div dir="ltr">Regards,</div><div dir="ltr">Kostas Parginos.</div>
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Στις Κυριακή, 5 Ιουλίου 2020, 06:01:55 π.μ. EEST, ο χρήστης Grant Birchmeier <<a rel="nofollow" shape="rect" href="mailto:gbirchmeier@connamara.com" target="_blank">gbirchmeier@connamara.com</a>> έγραψε:
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<div><div id="gmail-m_-4411895772681697065yiv7243836792gmail-m_7805193259096813720yiv1083655953"><div><div dir="ltr"><div style="font-size:small;color:rgb(0,0,0)">DQ was added in FIX50SP2. Is Bloomberg using FIX50SP2, or did they customize their DataDictionary to add DQ to an earlier FIX version, such as FIX4.4?</div><div style="font-size:small;color:rgb(0,0,0)"><br clear="none"></div><div style="font-size:small;color:rgb(0,0,0)"><br clear="none"></div><div style="font-size:small;color:rgb(0,0,0)"><br clear="none"></div></div><br clear="none"><div><div id="gmail-m_-4411895772681697065yiv7243836792gmail-m_7805193259096813720yiv1083655953yqt19752"><div dir="ltr">On Wed, Jul 1, 2020 at 7:22 AM Kostas Parginos <<a rel="nofollow" shape="rect" href="mailto:kparginos@yahoo.gr" target="_blank">kparginos@yahoo.gr</a>> wrote:<br clear="none"></div><blockquote style="margin:0px 0px 0px 0.8ex;border-left:1px solid rgb(204,204,204);padding-left:1ex"><div><div style="font-family:Helvetica,Arial,sans-serif;font-size:16px"><div dir="ltr">Hi Team.</div><div dir="ltr"><br clear="none"></div><div dir="ltr"> I am trying to create an app that sends CollateralReport & TradeCaptureReport messages to a fix connection provide by Bloomberg. Although I have managed to crack TradeCapturereportAck messages, I cannot find a CollateralReportAck class to use it with the OnMessage callback. By looking in the log files, there are CollateralReportAck messages (35=DQ) coming from Bloomberg side. Do you have a solution to propose?<br clear="none"></div><div dir="ltr"><br clear="none"></div><div dir="ltr">Thanks.</div></div></div>_______________________________________________<br clear="none">
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