[Quickfix-developers] quickfixj: Incremental Refresh (x) problem

[Wenchao T. <wy...@me...>]

Hi, 

 

  I started coding fix using quickfixj just a few days ago. I am
implementing a client that gets realtime data feed from the fix server at
our broker. In my program, I send MarketDataRequest, and expect
MarketDataSnapshotFullRefresh and MarketDataIncrementalRefresh back. I have
no problem with the MarketDataSnapshotFullRefresh, but quickfixj always
rejects the MarketDataIncrementalRefresh complaining that tag 167
(SecurityType) is not defined for this message type. I checked the
FIX42.xml, and verified that tag 167 is defined for
MarketDataIncrementalRefresh under group NoMDEntries. I took a look at the
DataDictionary.java, and it seems the validation step searches group
definition by name. And the group name is not unique in FIX42.xml. For
example, group NoMDEntries appears in MarketDataSnapshortFullRefresh as well
as in MarketDataIncrementalRefresh, and the set of tags are different for
the two groups. Can this be the cause to the problem? I am attaching the
quickfixj trace for reference. Any advice would be greatly appreciated.

 

--Wenchao-

 

 

 

     [java] <20060503-06:16:06, FIX.4.2:PRICE->fc, outgoing> (8=FIX.4.2
9=172 35=V 34=3 49=PRICE 52=20060503-06:16:06.776 56=fc 262=2001 263=1 264=1
265=1 266=Y 146=1 55=6J 48=CME000040287 167=FUT 200=200606 207=CME 267=4
269=5 269=4 269=7 269=8 10=110 )

     [java] <20060503-06:16:06, FIX.4.2:PRICE->fc, incoming> (8=FIX.4.2
9=00200 35=W 49=fc 56=PRICE 34=132 52=20060503-06:16:06.884 55=6J
48=CME000040287 10455=6JM6 167=FUT 207=CME 262=2001 387=2087 200=200606
268=4 269=4 270=8873 269=5 270=8892 269=7 270=8893 269=8 270=8870 10=128 )

     [java] <20060503-06:16:36, FIX.4.2:PRICE->fc, incoming> (8=FIX.4.2
9=00056 35=0 49=fc 56=PRICE 34=133 52=20060503-06:16:36.884 10=207 )

     [java] <20060503-06:16:36, FIX.4.2:PRICE->fc, outgoing> (8=FIX.4.2 9=54
35=0 34=4 49=PRICE 52=20060503-06:16:36.964 56=fc 10=217 )

...

     [java] <20060503-06:24:22, FIX.4.2:PRICE->fc, incoming> (8=FIX.4.2
9=00161 35=X 49=fc 56=PRICE 34=149 52=20060503-06:24:22.472 262=2001 268=1
279=1 55=6J 48=CME000040287 10455=6JM6 167=FUT 207=CME 269=7 270=8894
387=2115 200=200606 10=061 )

     [java] <20060503-06:24:22, FIX.4.2:PRICE->fc, event> (Message 149
Rejected: Tag not defined for this message type:167)

     [java] <20060503-06:24:22, FIX.4.2:PRICE->fc, outgoing> (8=FIX.4.2
9=123 35=3 34=20 49=PRICE 52=20060503-06:24:22.556 56=fc 45=149 58=Tag not
defined for this message type 371=167 372=X 373=2 10=118 )

 

 


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