Re: [Quickfix-developers] MarketDataSnapshotFullRefresh
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From: <li...@ho...> - 2006-07-21 19:49:49
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Hi Scott,
The problem is not my message. I am using groups to ask for bids, offers and
trades. The problem is the message received from MEFF.
MEFF sends to me a message with 4 groups (3 bids and 1 offer)
8=FIX.4.4?9=223?35=W?34=92?52=20060721-16:50:41?49=MEFF?50=M3?56=XXXX?57=XXX?262=0000001?55=IXN06?
268=4?
269=0?270=11475?271=17?273=16:29:57?290=1?
269=0?270=11450?271=8?290=2?
269=0?270=11430?271=8?290=3?
269=1?270=0?271=0?273=16:29:57?290=1?
10=160?
and my application reject MEFF's message, when I said my application I am
saying something in quickfix.dll (maybe messagecraker), because there are 4
groups.
Lidia
Date: Fri, 21 Jul 2006 13:03:24 -0400
From: "Scott Riopelle" <sri...@fo...>
Subject: Re: [Quickfix-developers] MarketDataSnapshotFullRefresh
duplicatedfield 269
To: <qui...@li...>
Message-ID:
<097...@NY...>
Content-Type: text/plain; charset="iso-8859-1"
Your message contains the multiple fields of 269 one right after the other.
This means you added the fields directly to the message. You should be
constructing a group for each occurrence and then adding that group to your
message. This will put the fields in the correct order.
-----Original Message-----
From: qui...@li...
[mailto:qui...@li...] On Behalf Of
Lidia
L?pez Cuesta
Sent: Friday, July 21, 2006 12:56 PM
To: qui...@li...
Subject: [Quickfix-developers] MarketDataSnapshotFullRefresh duplicatedfield
269
QuickFIX Documentation:
http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html
Hi all,
I am having problems with the MarketDataSnapshotFullRefresh when I am asking
for Bids, Offers and Trades. I generate following message asking for this 3
kinds of entries:
8=FIX.4.4?9=167?35=V?34=51?49=XXXX?50=XXX?52=20060721-16:47:00.453?56=MEFF?57=M3?146=1?55=[N/A]?48=21?22=8?461=FXXXSX?200=200607?262=0000001?263=1?264=3?265=0?267=3?269=2?269=0?269=1?10=053?
The message getting information about bids and offers is rejected
automatically by the sockerInitiator/messagecracker (I don't know exactly)
because field 269 appears more than once, but this is correct because ield
268=4.
8=FIX.4.4?9=223?35=W?34=92?52=20060721-16:50:41?49=MEFF?50=M3?56=XXXX?57=XXX?262=0000001?55=IXN06?268=4?269=0?270=11475?271=17?273=16:29:57?290=1?269=0?270=11450?271=8?290=2?269=0?270=11430?271=8?290=3?269=1?270=0?271=0?273=16:29:57?290=1?10=160?
8=FIX.4.4?9=122?35=3?34=52?49=XXXX?50=XXX?52=20060721-16:47:00.625?56=MEFF?57=M3?45=92?58=Tag
appears more than once?371=269?372=W?373=13?10=210?
Does anyone knows where is the problem?
Lidia
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