Re: [Quickfix-users] ExecutionReports rejected for missing SecurityType. Incorrectly?

[Oren M. <or...@qu...>]

Steve,

This is actually a very common question.  QuickFIX sends a =20
"Conditionally Required Field Missing" BusinessMessageReject when a =20
FieldNotFound exception is thrown in the fromApp method.  The get or =20
getField method throws this exception if the field you are trying to =20
get is not present.  For this reason you should check that the =20
SecurityType field is actually in the message before pulling it out, =20
otherwise the message has no option but to throw an exception which =20
propagates to the session which must then reject the message.

--oren

On Nov 10, 2006, at 10:54 AM, Steve Torrence wrote:

> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/=20
> html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> I=92m using QuickFix in a C# application that processes =20
> ExecutionReports sent to us by another firm.
>
>
> In testing, ExecutionReports involving stocks are getting rejected =20
> by QuickFix (on our end) with the message =93Conditionally Required =20=

> Field Missing (167)=94.  The rejected ExecutionReport messages do =20
> omit the SecurityType field.  (ExecutionReports involving options, =20
> which do contain SecurityType, get through fine.)
>
>
> Omitting SecurityType for stocks does not seem to be an error, =20
> since the spec says of the SecurityType field in ExecutionReport =20
> =93Must be specified if a Future or Option=85=94.  In any case, I =
don=92t =20
> have control over what the other firm sends us.
>
>
> An example of a rejected ExecutionReport (some data values changed =20
> to protect the guilty):
>
>
> 8=3DFIX.=20
> 4.29=3D29535=3D849=3DTHEM56=3DUS128=3DXXXX34=3D2850=3Du72653352=3D200611=
10-14:30:01
>
> 37=3DABC0000111=3D61109=3D48W9120976=3DXXXX17=3D1234567890
>
> 20=3D0150=3D139=3D11=3DXXXX55=3DXXXX54=3D538=3D50040=3D244=3D4.74000059=3D=
047=3DA32=3D10031=3D4.=20
> 74000030=3DC29=3D1
>
> 151=3D40014=3D1006=3D4.740060=3D20061110-09:30:00113=3DN439=3DXXXX10=3D1=
17
>
>
> And the corresponding rejection:
>
>
> 8=3DFIX.4.29=3D12035=3Dj34=3D3549=3DUS52=3D20061110-14:30:01.36756=3DTHE=
M45=3D28
>
> 58=3DConditionally Required Field Missing (167)372=3D8380=3D510=3D151
>
>
>
> Have I diagnosed the issue correctly?
>
> What do I need to do to persuade QuickFix not to reject this message?
>
>
>
> Thank you for any assistance you can give me.
>
>
>
> --
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> 11/9/2006
>
> ----------------------------------------------------------------------=20=

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