[Quickfix-users] Problem parsing repeating group

[Kidd, N. <nat...@cs...>]

I an sending a security list request ("x") to a target server belonging to a
3rd party. In response I get a list of securitylist messages ("y").

The FIX spec supplied by the 3rd party indicates that a user defined field
6138 can occur within the Instrument component. I've therefore added the user
defined tag to the XML file we are using for validation.

An example message (header not shown):

146=1
55=MN
5500K
48=20
22=8
461=OCXXXS
200=200411
541=20041119
225=20040823
202=5500
231=1
6138=1
711=1
311=MNX04EXE
15=EUR
320=1
322=03E382B50000
560=0
393=5015
893=N
325=N
10=009


However, quickfix doesn't read the message in correctly, and results in field
711 being parsed twice. This means that when the body length check is done,
quickfix calculates it incorrectly, resulting in the following error:

20041018-15:07:19 : Invalid message: Expected BodyLength=242, Recieved
BodyLength=236

Debugging reveals that quickfix appears to be reading field 6138 as part of
the 711 group, and reading field 711 twice (hence the incorrect length).

Does anyone recognised what I may have done incorrectly?

Many thanks,
Nathan

This is from my xml:


  <components>
    <component name="Instrument">
      <field name="Symbol" required="Y" />
      <field name="SymbolSfx" required="N" />
      <field name="SecurityID" required="N" />
      <field name="SecurityIDSource" required="N" />
      <group name="NoSecurityAltID" required="N">
        <field name="SecurityAltID" required="N" />
        <field name="SecurityAltIDSource" required="N" />
      </group>
      <field name="Product" required="N" />
      <field name="CFICode" required="N" />
      <field name="SecurityType" required="N" />
      <field name="SecuritySubType" required="N" />
      <field name="MaturityMonthYear" required="N" />
      <field name="MaturityDate" required="N" />
      <field name="CouponPaymentDate" required="N" />
      <field name="IssueDate" required="N" />
      <field name="RepoCollateralSecurityType" required="N" />
      <field name="RepurchaseTerm" required="N" />
      <field name="RepurchaseRate" required="N" />
      <field name="Factor" required="N" />
      <field name="CreditRating" required="N" />
      <field name="InstrRegistry" required="N" />
      <field name="CountryOfIssue" required="N" />
      <field name="StateOrProvinceOfIssue" required="N" />
      <field name="LocaleOfIssue" required="N" />
      <field name="RedemptionDate" required="N" />
      <field name="StrikePrice" required="N" />
      <field name="StrikeCurrency" required="N" />
      <field name="OptAttribute" required="N" />
      <field name="ContractMultiplier" required="N" />
      <field name="TickSize" required="Y" />
      <field name="CouponRate" required="N" />
      <field name="SecurityExchange" required="N" />
      <field name="Issuer" required="N" />
      <field name="EncodedIssuerLen" required="N" />
      <field name="EncodedIssuer" required="N" />
      <field name="SecurityDesc" required="N" />
      <field name="EncodedSecurityDescLen" required="N" />
      <field name="EncodedSecurityDesc" required="N" />
      <field name="Pool" required="N" />
      <field name="ContractSettlMonth" required="N" />
      <field name="CPProgram" required="N" />
      <field name="CPRegType" required="N" />
      <group name="NoEvents" required="N">
        <field name="EventType" required="N" />
        <field name="EventDate" required="N" />
        <field name="EventPx" required="N" />
        <field name="EventText" required="N" />
      </group>
      <field name="DatedDate" required="N" />
      <field name="InterestAccrualDate" required="N" />
    </component>
<SNIP><SNIP><SNIP>
	<field number="6138" name="TickSize" type="PRICE" />
	

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