Re: [Quickfix-developers] Problems with field 48
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Re: [Quickfix-developers] Problems with field 48
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From: Scott R. <sri...@fo...> - 2006-07-13 18:09:14
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In the Market Data Request message you are sending, SecurityID (field =
48) is part of the NoRelatedSym group. This means that the field must =
be added to the group, not just to the message. You need to set the =
fields in the group and then add it to the message as a whole for each =
instance of the group you want to send.
You should be constructing the group with something similar to
FIX42::MarketDataRequest::NoRelatedSym oNoRelatedSymGroup;
oNoRelatedSymGroup.set(FIX::Symbol("SYMBOL");
oNoRelatedSymGroup.set(FIX::SecurityID("SecID");
//whatever else needs to be set for the group
message.addGroup(oNoRelatedSymGroup);
Then, just construct the next group you want to add.
The specific problem with your message is that field 48 is coming before =
field 146 (which tells their app how many groups to read)
-----Original Message-----
From: qui...@li... =
[mailto:qui...@li...] On Behalf Of =
Lidia L=F3pez Cuesta
Sent: Thursday, July 13, 2006 1:44 PM
To: qui...@li...
Subject: [Quickfix-developers] Problems with field 48
QuickFIX Documentation: =
http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html
Thank you,
I have changed my code by
If message.isSetField(50) =3D False Then
message.getHeader().setField(New=20
QuickFix.SenderSubID(sSenderSubId))
End If
and now the field 50 is at the beginning of the message. But I still =
have=20
the same problem, so I suppose that the order is not the problem.
message:
8=3DFIX.4.4=B79=3D138=B735=3DV=B734=3D2=B749=3DA880=B750=3D351=B752=3D200=
60713-17:02:19.385=B756=3DMEFF=B757=3DM3=B748=3D21=B755=3D[N/A]=B7146=3D1=
=B7262=3D0000001=B7263=3D1=B7264=3D0=B7265=3D0=B7267=3D1=B7269=3D0=B7461=3D=
FXXXSX=B710=3D007=B7
answer:
8=3DFIX.4.4=B79=3D127=B735=3D3=B734=3D3=B752=3D20060713-17:05:53=B749=3DM=
EFF=B750=3DM3=B756=3DA880=B757=3D351=B745=3D2=B7373=3D99=B758=3D%MFEMC1FN=
S-Field=20
not supported or misplaced [48=3D21]=B710=3D095=B7
Anyone knows if the field 48 has any special consideration.
Lidia
>From: Oren Miller <or...@qu...>
>To: Scott Riopelle <sri...@fo...>
>CC: Lidia L=F3pez Cuesta <li...@ho...>, =20
><qui...@li...>
>Subject: Re: [Quickfix-developers] Field order
>Date: Thu, 13 Jul 2006 12:28:41 -0500
>
>Yeah, if you want to guarantee that a field comes before any body =
fields,=20
>you must place it in the header with message.getHeader ().setField. If =
you=20
>do not do this it may come before any body fields, but you are just=20
>getting lucky, and that my change if you add additional fields. To be =
>sure, always specifically add to the header.
>
>--oren
>
>On Jul 13, 2006, at 11:24 AM, Scott Riopelle wrote:
>
>>QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/=20
>>html/index.html
>>QuickFIX Support: http://www.quickfixengine.org/services.html
>>
>>How are you generating the message? I also have had to add field 50 =
to=20
>>my outgoing messages, and just included
>>
>>a_oMessage.setField(FIX::SenderSubID(GetVendorParameter=20
>>(PARAMETER_SENDERCOMPID).GetBuffer()));
>>
>>in my toApp() and toAdmin() functions.
>>
>>It adds to the header just fine. You may be able to force it with =20
>>something like
>>
>>a_oMessage.getHeader().setField(50, "VALUE");
>>
>>but, I haven't tried this.
>>
>>(Note: I am assuming header automatically gets placed at the front of =
the=20
>>message, someone correct me if this isn't the case)
>>
>> -Scott
>>
>>-----Original Message-----
>>From: qui...@li... =20
>>[mailto:qui...@li...] On Behalf =
Of=20
>>Lidia L=F3pez Cuesta
>>Sent: Thursday, July 13, 2006 11:58 AM
>>To: qui...@li...
>>Subject: [Quickfix-developers] Field order
>>
>>QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/=20
>>html/index.html
>>QuickFIX Support: http://www.quickfixengine.org/services.html
>>
>>Hi all,
>>
>>I am trying to send a DataMarketRequest message, I only want to read =
the
>>futures for IBEX, so I need to use the fiels 50 and 48 to filter the
>>information received.
>>
>>I generated following message:
>>8=3DFIX.=20
>>4.4=B79=3D138=B735=3DV=B734=3D2=B749=3DXXXX=B752=3D20060712-10:12:21.93=
7=B756=3DMEFF=B748=3D21=B750=3D=20
>>XXX=B755=3D[N/A]=20
>>=B757=3DM3=B7146=3D1=B7262=3D0000001=B7263=3D1=B7264=3D0=B7265=3D0=B726=
7=3D1=B7269=3D0=B7461=3DFXXXSX=B710=3D2 52=B7
>>
>>and the answer is:
>>8=3DFIX.=20
>>4.4=B79=3D127=B735=3D3=B734=3D3=B752=3D20060712-10:15:01=B749=3DMEFF=B7=
50=3DM3=B756=3DA880=B757=3D351=B7=20
>>45=3D2=B7373=3D99=B758=3D%MFEMC1FNS-Field
>>not supported or misplaced [48=3D21]=B710=3D081=B7
>>
>>I have asked to MEFF (which provides the connection to market using =
fix)=20
>>and
>>the technical service told me that the problem is the field order. He =
>>said
>>that I must generate the field 50 before the 48 because 50 is a =
header=20
>>field
>>and It must be before.
>>
>>The problem is that I am using a QuickFix44. message and I can't =
(or I
>>don't know how) control the field order.
>>
>>Lidia
>>
>>
>>
>>
>>---------------------------------------------------------------------- =
---
>>Using Tomcat but need to do more? Need to support web services, =
security?
>>Get stuff done quickly with pre-integrated technology to make your =
job=20
>>easier
>>Download IBM WebSphere Application Server v.1.0.1 based on Apache =20
>>Geronimo
>>http://sel.as-us.falkag.net/sel? =
cmd=3Dlnk&kid=3D120709&bid=3D263057&dat=3D121642
>>_______________________________________________
>>Quickfix-developers mailing list
>>Qui...@li...
>>https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>>
>>
>>---------------------------------------------------------------------- =
---
>>Using Tomcat but need to do more? Need to support web services, =
security?
>>Get stuff done quickly with pre-integrated technology to make your =
job=20
>>easier
>>Download IBM WebSphere Application Server v.1.0.1 based on Apache =20
>>Geronimo
>>http://sel.as-us.falkag.net/sel? =
cmd=3Dlnk&kid=3D120709&bid=3D263057&dat=3D121642
>>_______________________________________________
>>Quickfix-developers mailing list
>>Qui...@li...
>>https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>>
>
-------------------------------------------------------------------------=
Using Tomcat but need to do more? Need to support web services, =
security?
Get stuff done quickly with pre-integrated technology to make your job =
easier
Download IBM WebSphere Application Server v.1.0.1 based on Apache =
Geronimo
http://sel.as-us.falkag.net/sel?cmd=3Dlnk&kid=3D120709&bid=3D263057&dat=3D=
121642
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