FIX 5 uses two DataDictionaries. One for the transport layer, and one for
application layer. Thus, your config file needs lines for both
TransportDataDictionary and AppDataDictionary.
If you're just messing around trying to learn about FIX and QuickFIX, I'd
suggest just using FIX 4.2 or FIX 4.4. Most counterparties I've worked
with are still using one of those.
If you're planning on using QF on a target counterparty, I'd suggest
learning to use whichever version they're using.
On Fri, May 25, 2012 at 8:15 PM, Lucio Flores <dogboy_l@...> wrote:
> QuickFIX Documentation:
> QuickFIX Support: http://www.quickfixengine.org/services.html
> I'm sending a NewOrder message to the 'executor' application in the
> quickfix distribution.
> OUT: 8=FIXT.1.1☺9=115☺35=D☺34=4☺49=SENDER☺52=20120526-00:45:00.316☺
> Its a Market Order, so field 40=1. OrdType = Market
> I get this response from the executor:
> <20120526-00:45:00.383, FIXT.1.1:EXEC->SENDER, event>
> (Message 4 Rejected: Value is incorrect (out of range) for this tag:40)
> <20120526-00:45:00.405, FIXT.1.1:EXEC->SENDER, outgoing>
> is incorrect (out of range) for this tag☺371=40☺372=D☺373=5☺10=141☺)
> I've checked the spec, and 40=1 for a Market order is correct. I know that
> the DataDictionary is used to validate, for the initiator and the acceptor,
> they're pointing to FIXT11.xml that comes with the distribution. Its my
> understanding that FIXT11.xml is the latest spec, but I can't find OrdType
> defined in it. I tried switching DataDictionary to older xml specs, that
> didn't help either.
> Live Security Virtual Conference
> Exclusive live event will cover all the ways today's security and
> threat landscape has changed and how IT managers can respond. Discussions
> will include endpoint security, mobile security and the latest in malware
> threats. http://www.accelacomm.com/jaw/sfrnl04242012/114/50122263/
> Quickfix-users mailing list
*Connamara Systems, LLC*
*Made-To-Measure Trading Solutions.*
Exactly what you need. No more. No less.*