<div dir="ltr"><div dir="ltr">Thanks Lanfranco.<div>I noticed the same. it looked weird.</div><div>I have verified my DD for 35=d message type and it looks ok to me. The tag 307 is part of the NoUderlyings (tag 711). </div><div>Below i have pasted the content</div><div><br></div><div> <message name="SecurityDefinition" msgtype="d" msgcat="app"><br> <field name="SecurityReqID" required="Y" /><br> <field name="SecurityResponseID" required="Y" /><br> <field name="SecurityResponseType" required="Y" /><br> <component name="Instrument" required="N" /><br> <component name="InstrumentExtension" required="N" /><br><span style="background-color:rgb(255,255,0)"> <group name="NoUnderlyings" required="N"><br> <component name="UnderlyingInstrument" required="N" /><br> </group></span><br> <field name="Currency" required="N" /><br> <field name="TradingSessionID" required="N" /><br> <field name="TradingSessionSubID" required="N" /><br> <field name="Text" required="N" /><br> <field name="EncodedTextLen" required="N" /><br> <field name="EncodedText" required="N" /><br> <group name="NoLegs" required="N"><br> <component name="InstrumentLeg" required="N" /><br> </group><br> <field name="ExpirationCycle" required="N" /><br> <field name="RoundLot" required="N" /><br> <field name="MinTradeVol" required="N" /><br> <!-- Additional for ICE --><br> <field name="TotNoRelatedSym" required="N"/><br> <field name="NoRpts" required="N"/><br> <field name="ListSeqNo" required="N"/><br> </message><br> <br> <br> <span style="background-color:rgb(238,238,238)"> <component name="UnderlyingInstrument"></span><br> <field name="UnderlyingSymbol" required="Y" /><br> <field name="UnderlyingSymbolSfx" required="N" /><br> <field name="UnderlyingSecurityID" required="N" /><br> <field name="UnderlyingSecurityIDSource" required="N" /><br> <group name="NoUnderlyingSecurityAltID" required="N"><br> <field name="UnderlyingSecurityAltID" required="N" /><br> <field name="UnderlyingSecurityAltIDSource" required="N" /><br> </group><br> <field name="UnderlyingProduct" required="N" /><br> <field name="UnderlyingCFICode" required="N" /><br> <field name="UnderlyingSecurityType" required="N" /><br> <field name="UnderlyingSecuritySubType" required="N" /><br> <field name="UnderlyingMaturityMonthYear" required="N" /><br> <field name="UnderlyingMaturityDate" required="N" /><br> <field name="UnderlyingCouponPaymentDate" required="N" /><br> <field name="UnderlyingIssueDate" required="N" /><br> <field name="UnderlyingRepoCollateralSecurityType" required="N" /><br> <field name="UnderlyingRepurchaseTerm" required="N" /><br> <field name="UnderlyingRepurchaseRate" required="N" /><br> <field name="UnderlyingFactor" required="N" /><br> <field name="UnderlyingCreditRating" required="N" /><br> <field name="UnderlyingInstrRegistry" required="N" /><br> <field name="UnderlyingCountryOfIssue" required="N" /><br> <field name="UnderlyingStateOrProvinceOfIssue" required="N" /><br> <field name="UnderlyingLocaleOfIssue" required="N" /><br> <field name="UnderlyingRedemptionDate" required="N" /><br> <field name="UnderlyingStrikePrice" required="N" /><br> <field name="UnderlyingStrikeCurrency" required="N" /><br> <field name="UnderlyingOptAttribute" required="N" /><br> <field name="UnderlyingContractMultiplier" required="N" /><br> <field name="UnderlyingCouponRate" required="N" /><br> <field name="UnderlyingSecurityExchange" required="N" /><br> <field name="UnderlyingIssuer" required="N" /><br> <field name="EncodedUnderlyingIssuerLen" required="N" /><br> <field name="EncodedUnderlyingIssuer" required="N" /><br> <span style="background-color:rgb(255,255,0)"> <field name="UnderlyingSecurityDesc" required="N" /></span><br> <field name="EncodedUnderlyingSecurityDescLen" required="N" /><br> <field name="EncodedUnderlyingSecurityDesc" required="N" /><br> <field name="UnderlyingCPProgram" required="N" /><br> <field name="UnderlyingCPRegType" required="N" /><br> <field name="UnderlyingCurrency" required="N" /><br> <field name="UnderlyingQty" required="N" /><br> <field name="UnderlyingPx" required="N" /><br> <field name="UnderlyingDirtyPrice" required="N" /><br> <field name="UnderlyingEndPrice" required="N" /><br> <field name="UnderlyingStartValue" required="N" /><br> <field name="UnderlyingCurrentValue" required="N" /><br> <field name="UnderlyingEndValue" required="N" /><br> <component name="UnderlyingStipulations" required="N" /><br> <!-- Added --><br> <field name="StartDate" required="N" /><br> <field name="EndDate" required="N" /><br> <field name="ImpliedType" required="N" /><br> <field name="PrimaryLegSymbol" required="N" /><br> <field name="SecondaryLegSymbol" required="N" /><br> <field name="ClearedAlias" required="N" /><br> <field name="Denominator" required="N" /><br> <field name="InitialMargin" required="N" /><br> <field name="LotMultiplier" required="N" /><br> <field name="ProductType" required="N" /><br> <field name="BaseNumLots" required="N" /><br> <field name="NumBlocks" required="N" /><br> <field name="TickValue" required="N" /><br> <field name="ProductId" required="N" /><br> <field name="ProductName" required="N" /><br> <field name="ProductDescription" required="N" /><br> <field name="NumOfDecimalPrice" required="N" /><br> <field name="NumOfDecimalQty" required="N" /><br> <field name="Granularity" required="N" /><br> <field name="PriceDenomination" required="N" /><br> <field name="PriceUnit" required="N" /><br> <field name="HubId" required="N" /><br> <field name="HubName" required="N" /><br> <field name="HubAlias" required="N" /><br> <field name="StripType" required="N" /><br> <field name="StripId" required="N" /><br> <field name="StripName" required="N" /><br> <field name="IncrementPrice" required="N" /><br> <field name="IncrementQty" required="N" /><br> <field name="LotSize" required="N" /><br> <field name="UnderlyingUnitOfMeasure" required="N" /><br> <field name="NumOfCycles" required="N" /><br> <field name="LotSizeMultiplier" required="N" /><br> <field name="Clearable" required="N" /><br> </component><br></div><div><br></div><div>Thanks,</div><div>--Raju.v</div></div><br><div class="gmail_quote"><div dir="ltr" class="gmail_attr">On Thu, Oct 1, 2020 at 9:24 AM Lanfranco Morini <<a href="mailto:Lanfranco.Morini@cegeka.it">Lanfranco.Morini@cegeka.it</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">
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<p class="MsoNormal"><span lang="EN-US">Hi Raju,<u></u><u></u></span></p>
<p class="MsoNormal"><span lang="EN-US">what immediately jumps to the eye is the strange composition of the .FromString() result message, in fact part of the NoUnderlyings group (711) is outside from the group itself (you
can find a tag 307 before tag 711=100 (see yellow highlighting in your message)) while another one is “inside” group…<u></u><u></u></span></p>
<p class="MsoNormal"><span lang="EN-US">Can I suggest to give a look at your dictionary?<u></u><u></u></span></p>
<p class="MsoNormal"><span lang="EN-US"><u></u> <u></u></span></p>
<p class="MsoNormal"><span lang="EN-US">Best,<u></u><u></u></span></p>
<p class="MsoNormal"><span lang="EN-US">Lanfranco<u></u><u></u></span></p>
<p class="MsoNormal"><span lang="EN-US"><u></u> <u></u></span></p>
<p class="MsoNormal"><span lang="EN-US"><u></u> <u></u></span></p>
<p class="MsoNormal"><b><span lang="EN-US">From:</span></b><span lang="EN-US"> Quickfixn <<a href="mailto:quickfixn-bounces@lists.quickfixn.com" target="_blank">quickfixn-bounces@lists.quickfixn.com</a>>
<b>On Behalf Of </b>Grant Birchmeier<br>
<b>Sent:</b> giovedì 1 ottobre 2020 15:45<br>
<b>To:</b> Mailing list for QuickFIX/n <<a href="mailto:quickfixn@lists.quickfixn.com" target="_blank">quickfixn@lists.quickfixn.com</a>><br>
<b>Subject:</b> Re: {{Quickfixn}} Handling Security Definitions<u></u><u></u></span></p>
<p class="MsoNormal"><u></u> <u></u></p>
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<p class="MsoNormal"><span style="font-size:12pt;color:black">Raju,<u></u><u></u></span></p>
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<p class="MsoNormal"><span style="font-size:12pt;color:black"><u></u> <u></u></span></p>
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<p class="MsoNormal"><span style="font-size:12pt;color:black">Please don't send giant message logs to the list. I have rejected it from being distributed to the list.<u></u><u></u></span></p>
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<p class="MsoNormal"><span style="font-size:12pt;color:black"><u></u> <u></u></span></p>
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<p class="MsoNormal"><span style="font-size:12pt;color:black">I am repasting the top portion of your message, which is more than enough for followup:<u></u><u></u></span></p>
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<p class="MsoNormal"><span style="font-size:12pt;color:black"><u></u> <u></u></span></p>
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<p class="MsoNormal"><b><span style="font-size:12pt;color:black">==== Begin message from Raju:</span></b><span style="font-size:12pt;color:black"><u></u><u></u></span></p>
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<p class="MsoNormal"><span style="font-size:12pt;color:black"><u></u> <u></u></span></p>
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<p class="MsoNormal"><span style="color:black">They are different in length.</span><u></u><u></u></p>
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<p class="MsoNormal"><u></u> <u></u></p>
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<p class="MsoNormal"><span style="color:black">The message logs and the sec def message in the onMessage call back and the message pushing into the queue as a string are all identical.</span><u></u><u></u></p>
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<p class="MsoNormal"><span style="color:black">However when the message is converted back to SecDef object using the message.FromString() method it comes with weird message with only one underlying and with two tag 311 (see the bold below).</span><u></u><u></u></p>
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<p class="MsoNormal"><u></u> <u></u></p>
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<p class="MsoNormal"><span style="color:black">Below i am pasting the original message and the message after converting from string to SecDef object.</span><u></u><u></u></p>
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<p class="MsoNormal"><u></u> <u></u></p>
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<p class="MsoNormal"><b><span style="color:black">The below is the message after message.FromString() call :</span></b><u></u><u></u></p>
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<p class="MsoNormal"><span style="color:black">{8=FIX.4.4||9=4012||35=d||34=6||49=ICE||52=20200930-04:09:45.018||56=50320||57=2||67=1||82=52||305=8||<span style="background:yellow">307=Butane, ID, Percentage of WTI 1st Line Future (CMA)
(USD/bbl) - Dow - Ft. Saskatchewan - Jan21</span>||308=IEPA||311=6249223||318=USD||320=319||322=2234250||323=4||326=17||393=5164||436=1.0||463=FXXXXX||542=20201231||763=0||916=20210101||917=20210131||998=cbm||1039=P||9013=0.00250||9014=500.0||9017=500.0||9022=1||9024=1.0||9025=N||9032=1.25000||9040=0.00250||9041=500||9061=21704||9062=Butane,
ID, Percentage of WTI 1st Line Future (CMA) (USD/bbl)||9063=Butane, ID, Percentage of WTI 1st Line Future (CMA) (USD/bbl)||9064=0||9083=5||9084=0||9085=monthly||9100=USD||9101=%||9133=0.00250||9134=0.00250||9200=12||9201=1860||9202=Jan21||9205=0||9215=0||9216=0||9217=0||9300=24503||9301=Dow
- Ft. Saskatchewan||9302=Dow - Ft. Saskatchewan||<span style="background:yellow">711=100</span>||311=6249222||305=8||463=FXXXXX||763=0||542=20201231||436=1.0||308=IEPA||<span style="background:yellow">307=Butane, ID,
Percentage of WTI 1st Line Future (CMA) (USD/bbl) - Plains - Ft. Saskatchewan - Jan21</span>||318=USD||326=17||916=20210101||917=20210131||998=cbm||1039=P||9013=0.00250||9014=500.0||9017=500.0||9022=1||9024=1.0||9025=N||9032=1.25000||9040=0.00250||9041=500||9061=21704||9062=Butane,
ID, Percentage of WTI 1st Line Future (CMA) (USD/bbl)||9063=Butane, ID, Percentage of WTI 1st Line Future (CMA) (USD/bbl)||9083=5||9084=0||9085=monthly||9100=USD||9101=%||9200=12||9201=1860||9202=Jan21||9205=0||9215=0||9216=0||9300=24500||9301=Plains - Ft.
Saskatchewan||9302=Plains - Ft. Saskatchewan||10=050||}</span><u></u><u></u></p>
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<p class="MsoNormal"><u></u> <u></u></p>
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<p class="MsoNormal"><b><span style="color:black">The below is the original message:</span></b><u></u><u></u></p>
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<p class="MsoNormal"><span style="color:black">8=FIX.4.4||9=53970||35=d||34=6||49=ICE||52=20200930-04:09:45.018||56=50320||57=2||67=1||82=52||320=319||322=2234250||323=4||393=5164||711=100||311=6249222||305=8||326=17||463=FXXXXX||763=0||542=20201231||436=1.0||308=IEPA||307=Butane,
ID, Percentage of WTI 1st Line Future (CMA) (USD/bbl) - Plains - Ft. Saskatchewan - Jan21||318=USD||9040=0.00250||9041=500||1039=P||916=20210101||917=20210131||9032=1.25000||9061=21704||9062=Butane, ID, Percentage of WTI 1st Line Future (CMA) (USD/bbl)||9063=Butane,
ID, Percentage of WTI 1st Line Future (CMA) (USD/bbl)||9215=0||9216=0||9205=0||9083=5||9084=0||9085=monthly||9100=USD||9101=%||9300=24500||9301=Plains - Ft. Saskatchewan||9302=Plains - Ft. Saskatchewan||9200=12||9201=1860||9202=Jan21||9013=0.00250||9014=500.0||9017=500.0||998=cbm||9022=1||9024=1.0||9025=N||9133=0.00250||9134=0.00250||9217=0||311=6249223||305=8||326=17||463=FXXXXX||763=0||542=20201231||436=1.0||308=IEPA||307=Butane,
ID, Percentage of WTI 1st Line Future (CMA) (USD/bbl) - Dow - Ft. Saskatchewan - Jan21||318=USD||9040=0.00250||9041=500||1039=P||916=20210101||917=20210131||9032=1.25000||9061=21704||9062=Butane, ID, Percentage of WTI 1st Line Future (CMA) (USD/bbl)||9063=Butane,
ID, Percentage of WTI 1st Line Future (CMA) (USD/bbl)||9215=0||9216=0||9205=0||9083=5||9084=0||9085=monthly||9100=USD||9101=%||9300=24503||9301=Dow - Ft. Saskatchewan||9302=Dow - Ft. Saskatchewan||9200=12||9201=1860||9202=Jan21||9013=0.00250||9014=500.0||9017=500.0||998=cbm||9022=1||9024=1.0||9025=N||9133=0.00250||9134=0.00250||9217=0||311=6249351||305=8||326=17||463=FXXXXX||763=0||542=20211231||436=1000.0||308=IEPA||307=IsoButane,
ID, OPIS (50) - MT.B-ENT - Cal 22||318=USD||9040=0.00125||9041=50||1039=P||916=20220101||917=20221231||9032=62.50000||9061=20011||9062=IsoButane, ID, OPIS (50)||9063=IsoButane, OPIS Average (50)||9215=0||9216=0||9205=0||9083=5||9084=0||9085=monthly||9100=USD||9101=USD
/ gal||9300=786||9301=Mt. Belv-Enterprise||9302=MT.B-ENT||9200=16||9201=4343||9202=Cal 22||9013=0.00125||9014=50.0||9017=50000.0||998=bbl||9022=12||9024=1.0||9025=N||9133=52.50000||9134=52.50000||9217=0||311=6249352||305=8||326=17||463=FXXXXX||763=0||542=20211029||436=1000.0||308=IEPA||307=IsoButane,
ID, OPIS (50) - MT.B-ENT - Q4 21||318=USD||9040=0.00125||9041=50||1039=P||916=20211001||917=20211231||9032=62.50000||9061=20011||9062=IsoButane, ID, OPIS (50)||9063=IsoButane, OPIS Average (50)||9215=0||9216=0||9205=0||9083=5||9084=0||9085=monthly||9100=USD||9101=USD
/ gal||9300=786||9301=Mt. Belv-Enterprise||9302=MT.B-ENT||9200=15||9201=1915||9202=Q4 21||9013=0.00125||9014=50.0||<b>...[about a million more tags here]...</b>||10=047||</span><u></u><u></u></p>
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<p class="MsoNormal"><span style="font-size:12pt;color:black"><u></u> <u></u></span></p>
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<p class="MsoNormal"><u></u> <u></u></p>
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<p class="MsoNormal">On Wed, Sep 30, 2020 at 4:31 PM Mike Gatny <<a href="mailto:mgatny@connamara.com" target="_blank">mgatny@connamara.com</a>> wrote:<u></u><u></u></p>
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<blockquote style="border-top:none;border-right:none;border-bottom:none;border-left:1pt solid rgb(204,204,204);padding:0cm 0cm 0cm 6pt;margin-left:4.8pt;margin-right:0cm">
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<p class="MsoNormal">If you compare the entry in quickfixn's messages log to the string you are parsing off your message queue, are they identical? If not, how do they differ?<u></u><u></u></p>
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<p class="MsoNormal"><br clear="all">
<u></u><u></u></p>
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<p class="MsoNormal"><span style="font-family:Arial,sans-serif">--</span><u></u><u></u></p>
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<p class="MsoNormal"><span style="font-family:Arial,sans-serif">Mike Gatny</span><u></u><u></u></p>
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<p class="MsoNormal"><span style="font-family:Arial,sans-serif">Connamara Systems</span><u></u><u></u></p>
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<p class="MsoNormal"><u></u> <u></u></p>
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<p class="MsoNormal"><u></u> <u></u></p>
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<p class="MsoNormal">On Wed, Sep 30, 2020 at 5:16 PM Veduruparthi Raju <<a href="mailto:rveduruparthi@gmail.com" target="_blank">rveduruparthi@gmail.com</a>> wrote:<u></u><u></u></p>
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<blockquote style="border-top:none;border-right:none;border-bottom:none;border-left:1pt solid rgb(204,204,204);padding:0cm 0cm 0cm 6pt;margin-left:4.8pt;margin-right:0cm">
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<p class="MsoNormal">Hello,<u></u><u></u></p>
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<p class="MsoNormal"><u></u> <u></u></p>
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<p class="MsoNormal">I am trying to implement the SecurityDefinitions and as part of it I am making a SecurityDefinitionRequest (35=c) subscription and I am receiving the SecurityDefinitions (35=d)<u></u><u></u></p>
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<p class="MsoNormal">Each security definition is huge and is a batch of 100 underlyings. I am trying to parse these security definitions and unfortunately running into the below exception, which obviously tells me that the message length is too long.<u></u><u></u></p>
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<p class="MsoNormal">I am using the Quick version 4.4 and the latest dll of 1.9 version.<u></u><u></u></p>
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<p class="MsoNormal"> <u></u><u></u></p>
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<p class="MsoNormal">The onMessage callback of the SecDef receives the original message as pasted below and we are pushing that to a message queue as a string and there is a handler class where we process that message converting back from string to the SecurityDefinition Object
using the below syntax, where requestMessage is the original sec def message from the OnMessage<u></u><u></u></p>
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<p class="MsoNormal"><u></u> <u></u></p>
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<p class="MsoNormal">var message = new SecurityDefinition();<u></u><u></u></p>
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<p class="MsoNormal"> message.FromString(requestMessage, true, dataDictionary, dataDictionary, _defaultMsgFactory);<u></u><u></u></p>
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<p class="MsoNormal"><u></u> <u></u></p>
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<p class="MsoNormal"><b>Invalid message: Expected BodyLength=4012, Received BodyLength=53970, Message.SeqNum=6</b><u></u><u></u></p>
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<p class="MsoNormal"><u></u> <u></u></p>
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<p class="MsoNormal">The below is one of the original SefDef..<u></u><u></u></p>
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<p class="MsoNormal">Please advise how to handle security definitions.<u></u><u></u></p>
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<p class="MsoNormal"><u></u> <u></u></p>
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<p class="MsoNormal"><u></u> <u></u></p>
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<p class="MsoNormal">Thanks,<u></u><u></u></p>
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<p class="MsoNormal">--Raju.v<u></u><u></u></p>
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<p class="MsoNormal"><br>
<span style="font-size:10pt;font-family:Arial,sans-serif;color:rgb(29,28,29);background:white">This email, along with any attachments, is confidential. If you believe you received this message in error, please contact the sender immediately and delete all copies
of the message. Thank you from Connamara Systems, LLC.</span><u></u><u></u></p>
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</blockquote></div><br clear="all"><div><br></div>-- <br><div dir="ltr" class="gmail_signature">Thanks,<div>--Raju.v</div></div></div>