Re: [Quickfix-developers] Custom message

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

This means you are trying to pull a field out of the message that is not 
there.  What field is it reporting is missing?  What fields are you 
pulling out of the message in your callback?

--oren

Mike Smith wrote:

>QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
>QuickFIX Support: http://www.quickfixengine.org/services.html
>
>I apologize in advance for the length of this message.
>
>Because one of the exchanges I'm communicating with has custom nonFIX message types, I've had to create a custom message type 'CI' within QuickFix.  To do this, I created a class calld TraderLoginResponse within the fix42 folder of quickfix_net_messages_vs8.  The code for that looks like this...
>
>namespace QuickFix42
>{
>
>    public class TraderLoginResponse : Message
>    {
>        public TraderLoginResponse() : base(MsgType()) { }
>        static QuickFix.MsgType MsgType() { return new 	QuickFix.MsgType("CI"); }
>
>        public void set(QuickFix.Username value)
>        { setField(value); }
>        public QuickFix.Username get(QuickFix.Username value)
>        { getField(value); return value; }
>        public QuickFix.Username getUsername()
>        {
>            QuickFix.Username value = new QuickFix.Username();
>            getField(value); return value;
>        }
>        public bool isSet(QuickFix.Username field)
>        { return isSetField(field); }
>        public bool isSetUsername()
>        { return isSetField(553); }
>
>    };
>
>}
>
>I then added the message to my data dictionary.  It looks like this....
><message name="TraderLoginResponse" msgtype="CI" msgcat="admin">
>      <field name="Username" required="Y"/>
></message>
>
>I also had to add the field definition for Username to the data dictionary.
><field number="553" name="Username" type="STRING"/>
>
>When I get a CI message from the exchange, I'm getting the following error.
>Message 47 Rejected: Conditionally Required Field Missing
>
>Here is what the CI message looks like
>8=FIX.4.2?
>9=74?
>35=CI?
>49=XXX?
>56=XXXX?
>34=47?
>52=20060313-18:50:46.462?
>57=X?
>553=XXX?
>10=131?
>
>Fyi....here is my header definition in the data dictionary.
><header>
>    <field name="BeginString" required="Y"/>
>    <field name="BodyLength" required="Y"/>
>    <field name="MsgType" required="Y"/>
>    <field name="SenderCompID" required="Y"/>
>    <field name="TargetCompID" required="Y"/>
>    <field name="DeliverToCompID" required="N"/>
>    <field name="MsgSeqNum" required="Y"/>
>    <field name="SenderSubID" required="N"/>
>    <field name="TargetSubID" required="N"/>
>    <field name="PossDupFlag" required="N"/>
>    <field name="PossResend" required="N"/>
>    <field name="SendingTime" required="Y"/>
>    <field name="OrigSendingTime" required="N"/>
>  </header>
>
>Does anybody have any ideas as to why I would be getting this message and how I can fix it?
>
>Thanks in advance,
>
>Mike
>
>-----Original Message-----
>From: Joerg Thoennes [mailto:Joe...@ma...] 
>Sent: Friday, March 10, 2006 11:12 AM
>To: Mike Smith
>Cc: qui...@li...
>Subject: Re: [Quickfix-developers] Custom message
>
>Hi Mike,
>
>  
>
>>I'm trying to connect to an exchange and they have a custom Trader Login
>>message with a message type of CG.  Has anybody created a custom message
>>before?  If so, could you send me a code sample or give me a few tips?
>>    
>>
>
>I assume this message is outbound, ie to be sent to the exchange.
>
>The FIX messages for QF are generated by some XSLT and Ruby scripts from the FIX data 
>dictionary. You could use these scripts to generate your own messages from a modified 
>FIX4*.xml file, but I do not know how much tweaking is still needed to do this.
>
>If you just need one message, just copy a small message, ie NewOrderSingle and adapt it to 
>your needs. I.e. for java code in quickfix/src/java/src/quickfix/fix40/NewOrderSingle.java:
>
>package quickfix.fix40;
>import quickfix.FieldNotFound;
>import quickfix.Group;
>import quickfix.field.*;
>
>public class NewOrderSingle extends Message
>{
>   public NewOrderSingle()
>   {
>     getHeader().setField(new MsgType("D"));
>   }
>   public NewOrderSingle(
>     quickfix.field.ClOrdID aClOrdID,
>     quickfix.field.HandlInst aHandlInst,
>     quickfix.field.Symbol aSymbol,
>     quickfix.field.Side aSide,
>     quickfix.field.OrderQty aOrderQty,
>     quickfix.field.OrdType aOrdType ) {
>
>     getHeader().setField(new MsgType("D"));
>     set(aClOrdID);
>     set(aHandlInst);
>     set(aSymbol);
>     set(aSide);
>     set(aOrderQty);
>     set(aOrdType);
>   }
>
>   public void set(quickfix.field.ClOrdID value)
>   { setField(value); }
>   public quickfix.field.ClOrdID get(quickfix.field.ClOrdID  value)
>     throws FieldNotFound
>   { getField(value); return value; }
>
>...
>
>Copy this to your code tree and adapt it, eg:
>
>package smith.mike...;
>import quickfix.FieldNotFound;
>import quickfix.Group;
>import quickfix.field.*;
>
>public class CustomMessage extends Message
>{
>   public CustomMessage()
>   {
>     getHeader().setField(new MsgType("CG"));
>   }
>   public CustomMessage(
>     quickfix.field.XXX field1, ... ) {
>
>     getHeader().setField(new MsgType("CG"));
>     set(field1);
>     ...
>   }
>
>   public void set(quickfix.field.XXX value)
>   { setField(value); }
>   public quickfix.field.XXX get(quickfix.field.XXX  value)
>     throws FieldNotFound
>   { getField(value); return value; }
>
>...
>
>If you have repeating group, this is a bit more complicated.
>
>Now you can say
>
>message = new CustomMessage( value1, .... );
>Session.sendToTarget( message, sessionId ); ...
>
>If you want to receive such message, you have to update your data dictionary to include it
>and create your own MessageFactory to tell QF how to messages with MsgType=CG to a Java 
>object.
>
>Please apply this to C# or C++ analogeously.
>
>Cheers, Jörg
>
>  
>