[Quickfix-developers] Tag missing messages
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[Quickfix-developers] Tag missing messages
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From: Shankar K. <skr...@jw...> - 2006-02-07 22:22:10
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Hi, Has anyone implemented TradeCaptureReports in FIX 4.4 using QuickFIX. I have run into a problem as mentioned below. I do have onMessage handlers for all tradecapture related messages, yet a business reject message is being sent back I presume due to a message I am not handling, I donot see a problem, any ideas appreciated. Tks _____ From: Shankar Krishnan Sent: Tuesday, February 07, 2006 11:12 AM To: qui...@li... Subject: RE: [Quickfix-developers] ToApp : 58=Unsupported Message Type mes sages Hi, Below is the logfile, I see tag 37 in the logfile, however my app is sending out the error message: To Admin:::::8=FIX.4.4_=122_5=3_4=167_9=xxx-TCR-TEST_2=20060207-15:47:58.753_6= FOX-FIX-ENGINE_5=203_8=Required tag missing371=37 372=AE 373=1 10=033 Is there any reason for this issue. ---logfile-------------------------------------- 14:25:19,703 INFO - <80 TradeCaptureReportRequest (8=FIX.4.4^A9=101^A35=AD^A34=80^A49=xxx-tcr-xx^A52=20060207-14:25:13.128^A56 =yyy-yy-yy^A58=TCR^A263=1^A568=abc101^A569=0^A10=036^A) 14:25:20,262 INFO - >89 TradeCaptureReportRequestAck (8=FIX.4.4^A9=96^A35=AQ^A34=89^A49=yyy-yy-yy^A56=xxx-tcr-xx^A52=20060207- 14:25:20^A568=abc101^A569=0^A749=0^A750=0^A10=202^A) 14:25:20,370 INFO - >92 TradeCaptureReport (8=FIX.4.4^A9=395^A35=AE^A34=92^A49=yyy-yy-yy^A56=xxx-tcr-xx^A52=20060207- 14:25:20^A571=CYCCDQWC10528854294967292^A568=abc101^A150=2^A39=2^A17=007RR00 00L^A570=Y^A55=USD/JPY^A40=D^A167=FOR^A38=450000.000000^A6054=3817.600000^A4 4=117.875000^A32=450000.000000^A31=117.8750 00^A194=117.875000^A195=0.0000^A75=20060207^A6215=SP^A60=20060207-14:02:48^A 552=1^A54=1^A448=Jpuy-TEST^A447=mtyreYK^A452=TRADER^A37=007RR0000L^A64=20060 208^A15=JPY^A487=N^A10=202^A) _____ From: Shankar Krishnan Sent: Tuesday, February 07, 2006 10:55 AM To: 'Shepheard, Toby (London)'; qui...@li... Subject: RE: [Quickfix-developers] ToApp : 58=Unsupported Message Type mes sages Thanks, Done, apologies. Fixed most of my issues by following what you mentioned. The only issue I have is with the an Admin level message That my app is sending out - Required Tag missing for tag 37 which is order Id, I can see tag 37 in the trade capture report, I do have My own onMessage for TradeCaptureReport msgType = AD, why should this happen. Thanks _____ From: Shepheard, Toby (London) [mailto:Tob...@ml...] Sent: Tuesday, February 07, 2006 9:59 AM To: Shankar Krishnan; qui...@li... Subject: RE: [Quickfix-developers] ToApp : 58=Unsupported Message Type messages 1) If you haven't already, make sure you read this: http://www.quickfixengine.org/quickfix/doc/html/receiving_messages.html <http://www.quickfixengine.org/quickfix/doc/html/receiving_messages.html%20> 2) Follow the instructions under "Most Type Safe... DO THIS!" 3) Implement your version of onMessage which takes the TradeCaptureReportRequestAck message and acts on it in whatever manner you want to. 4) Implement your version of onMessage which takes the TradeCaptureReport message and acts on that appropriately. The following is from http://www.quickfixengine.org/quickfix/doc/html/application.html <http://www.quickfixengine.org/quickfix/doc/html/application.html> fromApp is one of the core entry points for your FIX application. Every application level request will come through here. If, for example, your application is a sell-side OMS, this is where you will get your new order requests. If you were a buy side, you would get your execution reports here. If a FieldNotFound exception is thrown, the counterparty will receive a reject indicating a conditionally required field is missing. The Message class will throw this exception when trying to retrieve a missing field, so you will rarely need the throw this explicitly. You can also throw an UnsupportedMessageType exception. This will result in the counterparty getting a reject informing them your application cannot process those types of messages. An IncorrectTagValue can also be thrown if a field contains a value that is out of range or you do not support. The default implementation will always result in the behaviour I've highlighted in bold. This is what is happening in your case. You need to override this default behaviour by implementing the onMessage calls for the application message types you are expecting (note that admin messages are handled for you) -----Original Message----- From: qui...@li... [mailto:qui...@li...] On Behalf Of Shankar Krishnan Sent: 07 February 2006 14:51 To: Shankar Krishnan; qui...@li... Subject: RE: [Quickfix-developers] ToApp : 58=Unsupported Message Type messages Hi, My counterparty has sent me his logs, he does receive my TradeCaptureReportRequest , Followed by TradeCaptureReportRequestAck = AQ. This is followed by 3 TradeCaptureReports At this point my App is sending out a BusinessMessageReject, Why would the app send out a Business Message Reject on the AQ ? Any help appreciated. Thanks _____ From: Shankar Krishnan Sent: Tuesday, February 07, 2006 9:12 AM To: qui...@li... Subject: [Quickfix-developers] ToApp : 58=Unsupported Message Type messages Hi, ToApp is sending out the following message: The message type is Business Message Reject, 58=Unsupported Message Type 372=AQ 380=3 10=075 35 = j, Where j = Business Message Reject I donot see a reason why this reject should happen . Tks _____ If you are not an intended recipient of this e-mail, please notify the sender, delete it and do not read, act upon, print, disclose, copy, retain or redistribute it. Click here <http://www.ml.com/email_terms/> for important additional terms relating to this e-mail. http://www.ml.com/email_terms/ <http://www.ml.com/email_terms/> _____ |
