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

[Steve B. <sb...@sm...>]

Wenchao,
=20
The group information is looked up using the message type and the group
count field number. If the group is defined differently for different
messages is will be validated differently. Is there any possibility that
the security type is defined outside the group? For example, it appears
there is a custom tag in the group, 10455=3D6JM6. I'm guessing you may
have added this field to the data dictionary or it would have failed
validation. However, if you didn't add the custom field reference inside
the NoMDEntries group definition it will trigger the termination of the
group parsing. The next field is the security type which is not valid
/outside/ the group.
=20
Steve


________________________________

	From: qui...@li...
[mailto:qui...@li...] On Behalf Of
Wenchao Tao
	Sent: Wednesday, May 03, 2006 9:10 AM
	To: qui...@li...
	Subject: [Quickfix-developers] quickfixj: Incremental Refresh
(x) problem
=09
=09

	Hi,=20

	=20

	  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.

	=20

	--Wenchao-

	=20

	=20

	=20

	     [java] <20060503-06:16:06, FIX.4.2:PRICE->fc, outgoing>
(8=3DFIX.4.2 9=3D172 35=3DV 34=3D3 49=3DPRICE 52=3D20060503-06:16:06.776 =
56=3Dfc
262=3D2001 263=3D1 264=3D1 265=3D1 266=3DY 146=3D1 55=3D6J =
48=3DCME000040287 167=3DFUT
200=3D200606 207=3DCME 267=3D4 269=3D5 269=3D4 269=3D7 269=3D8 10=3D110 =
)

	     [java] <20060503-06:16:06, FIX.4.2:PRICE->fc, incoming>
(8=3DFIX.4.2 9=3D00200 35=3DW 49=3Dfc 56=3DPRICE 34=3D132 =
52=3D20060503-06:16:06.884
55=3D6J 48=3DCME000040287 10455=3D6JM6 167=3DFUT 207=3DCME 262=3D2001 =
387=3D2087
200=3D200606 268=3D4 269=3D4 270=3D8873 269=3D5 270=3D8892 269=3D7 =
270=3D8893 269=3D8
270=3D8870 10=3D128 )

	     [java] <20060503-06:16:36, FIX.4.2:PRICE->fc, incoming>
(8=3DFIX.4.2 9=3D00056 35=3D0 49=3Dfc 56=3DPRICE 34=3D133 =
52=3D20060503-06:16:36.884
10=3D207 )

	     [java] <20060503-06:16:36, FIX.4.2:PRICE->fc, outgoing>
(8=3DFIX.4.2 9=3D54 35=3D0 34=3D4 49=3DPRICE 52=3D20060503-06:16:36.964 =
56=3Dfc 10=3D217
)

	...

	     [java] <20060503-06:24:22, FIX.4.2:PRICE->fc, incoming>
(8=3DFIX.4.2 9=3D00161 35=3DX 49=3Dfc 56=3DPRICE 34=3D149 =
52=3D20060503-06:24:22.472
262=3D2001 268=3D1 279=3D1 55=3D6J 48=3DCME000040287 10455=3D6JM6 =
167=3DFUT 207=3DCME
269=3D7 270=3D8894 387=3D2115 200=3D200606 10=3D061 )

	     [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=3DFIX.4.2 9=3D123 35=3D3 34=3D20 49=3DPRICE =
52=3D20060503-06:24:22.556 56=3Dfc
45=3D149 58=3DTag not defined for this message type 371=3D167 372=3DX =
373=3D2
10=3D118 )

	=20

	=20


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