RE: [Quickfix-developers] TradeCaptureReport problems

[Shepheard, T. \(London\) <Tob...@ml...>]

Hi Steve,

The error message is saying you're using an invalid tag, 37, in your
message which was of type AE. Looking that up, it's saying that the
OrderID field isn't valid for a TradeCaptureReport. Checking the FIX
spec, the OrderID field only exists within the NoSides repeating group,
and this is the problem - you've added it straight to the message, not
to the group.

So.. you need to use the NoSides *group* and add your Side and OrderID
to the group. At the other Steve mentioned earlier, there's an example
at http://www.quickfixengine.org/quickfix/doc/html/repeating_groups.html
which you really should take a look at. I also suspect that you're using
quickfix.field.NoSides at the moment, rather than
quickfix.fix44.TradeCaptureReport.NoSides. As a minor aside, when
creating the Side field you should specify the actual Side value too
(Buy, Sell etc)

Also, if you're unclear on what fields go in what groups, check the FIX
specfication from http://www.fixprotocol.org/specifications/ or use a
more easily readable data dictionary, such as at
http://b2bits.com/fixopaedia/


You should end up with something like the below (not checked for
errors....)

private Message createDummyFixMessage()
{
	// Create standard fields for TradeCaptureReport
      TradeReportID id =3D new TradeReportID("123");
      PreviouslyReported prevRpt =3D new PreviouslyReported(false);
      LastQty lstQty =3D new LastQty(10000.0d);
      LastPx lstPx =3D new LastPx(12.13d);
      TradeDate tradeDate =3D new TradeDate(new Date().toString());
      TransactTime time =3D new TransactTime(new Date());
	Symbol symbol =3D new Symbol("SYMBOL");

	// create the noSides repeating *group*
      quickfix.fix44.TradeCaptureReport.NoSides sidesGroup =3D=20
			new quickfix.fix44.TradeCaptureReport.NoSides();
=09
	// create the message
	TradeCaptureReport message =3D new TradeCaptureReport(id, prevRpt,
			lstQty, lstPx, tradeDate, time);
=09
	// set the TadeCaptureReport unique fields that aren't in the
constructor
      message.setField(symbol);
	=09
	// set the values for the first noSides *group*
	sidesGroup.set(new Side(Side.BUY));
	sidesGroup.set( new OrderID("12345"));

	// add the noSides group to the message
	message.addGroup(sidesGroup)

	// notice that we never call message.setNoSides, as quickFIX
does this for us.
     =20
	return message;
}

Regards
Toby

-----Original Message-----
From: qui...@li...
[mailto:qui...@li...] On Behalf Of
SPG
Sent: 01 March 2006 07:59
To: qui...@li...
Subject: [Quickfix-developers] TradeCaptureReport problems


QuickFIX Documentation:
http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html


All,

I am new to FIX and the QuickFix api, I am trying to set up a system and
initially attempting to send a sample TradeCaptureReport to a client
connection.

I am currently getting the following error:

8=3DFIX.4.4=019=3D150=0135=3D3=0134=3D3141=0149=3DFIXCLIENT1=0152=3D20060=
228-22:00:29.562=0156=3DF
FASTFILL_LBN_FIX_ADAPTER=0145=3D3142=0158=3DTag
not defined for this message =
type=01371=3D37=01372=3DAE=01373=3D2=0110=3D094=01

This is how I am constructing my message:

private Message createDummyFixMessage()
{
     TradeReportID id =3D new TradeReportID("123");
      PreviouslyReported prevRpt =3D new PreviouslyReported(false);
      LastQty lstQty =3D new LastQty(10000.0d);
      LastPx lstPx =3D new LastPx(12.13d);
      TradeDate tradeDate =3D new TradeDate(new Date().toString());
      TransactTime time =3D new TransactTime(new Date());

      NoSides noSides =3D new NoSides();
      Side s1 =3D new Side();
      OrderID orderID =3D new OrderID("12345");
      Symbol symbol =3D new Symbol("SYMBOL");


      TradeCaptureReport message =3D new TradeCaptureReport(id, prevRpt,
lstQty, lstPx,
                                                          tradeDate,
time);

      message.setField(noSides);
      message.setField(s1);
      message.setField(orderID);
      message.setField(symbol);

      return message;
}

Any ideas what I am doing wrong?
Thanks in advance...
Regards,

Steve
--
View this message in context:
http://www.nabble.com/TradeCaptureReport-problems-t1204255.html#a3179176
Sent from the QuickFIX - Dev forum at Nabble.com.



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