[Quickfix-developers] FW: [Quickfix-users] Quickfix c++ Session level rejection problem.....

[Eranga S. <pe...@ri...>]

Hi,

Thanks very much for all replies.

I am append the part of my FIX log here.

8=3DFIX.4.2=019=3D197=0135=3DD=0134=3D3=0149=3DRCREST=0150=3Dsys=0152=3D2=
0070824-05:39:03=0156=3DJEFOPT=011=3D
WDWA1=0111=3D306=0112=3D1=0113=3D1=0118=3D5=0121=3D3=0138=3D100=0140=3D1=01=
54=3D1=0155=3DGGDIR=0159=3D0=0160=3D20070824-
11:09:03=0177=3DO=01167=3DOPT=01200=3D200709=01201=3D1=01202=3D290=01204=3D=
0=01439=3DTBD=0110=3D051=01
8=3DFIX.4.2=019=3D114=0135=3D3=0134=3D3=0149=3DJEFOPT=0152=3D20070824-05:=
39:03.570=0156=3DRCREST=0145=3D3=01
58=3DIncorrect data format for =
value=01371=3D44=01372=3DD=01373=3D6=0110=3D076=01
8=3DFIX.4.2=019=3D197=0135=3DD=0134=3D4=0149=3DRCREST=0150=3Dsys=0152=3D2=
0070824-05:39:15=0156=3DJEFOPT=011=3D
WDWA1=0111=3D307=0112=3D1=0113=3D1=0118=3D5=0121=3D3=0138=3D500=0140=3D1=01=
54=3D1=0155=3DGGDIR=0159=3D0=0160=3D20070824-
11:09:15=0177=3DO=01167=3DOPT=01200=3D200709=01201=3D1=01202=3D290=01204=3D=
0=01439=3DTBD=0110=3D063=01
8=3DFIX.4.2=019=3D114=0135=3D3=0134=3D4=0149=3DJEFOPT=0152=3D20070824-05:=
39:15.571=0156=3DRCREST=0145=3D4=01
58=3DIncorrect data format for =
value=01371=3D44=01372=3DD=01373=3D6=0110=3D082=01
8=3DFIX.4.2=019=3D197=0135=3DD=0134=3D5=0149=3DRCREST=0150=3Dsys=0152=3D2=
0070824-05:39:23=0156=3DJEFOPT=011=3D
WDWA1=0111=3D308=0112=3D1=0113=3D1=0118=3D5=0121=3D3=0138=3D200=0140=3D1=01=
54=3D1=0155=3DGGDIR=0159=3D0=0160=3D20070824-
11:09:23=0177=3DO=01167=3DOPT=01200=3D200709=01201=3D1=01202=3D290=01204=3D=
0=01439=3DTBD=0110=3D060=01
8=3DFIX.4.2=019=3D114=0135=3D3=0134=3D5=0149=3DJEFOPT=0152=3D20070824-05:=
39:23.274=0156=3DRCREST=0145=3D5=01
58=3DIncorrect data format for =
value=01371=3D44=01372=3DD=01373=3D6=0110=3D083=01

As you see from the logs there are no price field in my single orders. I =
am
wonder what this happen. Both initiator and acceptor running with =
quickfix
1.12.4.=20

This is the my config file.

[DEFAULT]
ConnectionType=3Dacceptor
SocketAcceptPort=3D44004
FileStorePath=3Dstore
FileLogPath=3Dlog
StartTime=3D00:00:00
EndTime=3D00:00:00

[SESSION]
BeginString=3DFIX.4.2
SenderCompID=3DJEFOPT
TargetCompID=3DRCREST
DataDictionary=3D../spec/FIX42.xml
Destination=3DCSE

My program just extend the FIX :: Application. Any help highly =
appreciate.

Regards,

Eranga

-----Original Message-----
From: Oren Miller [mailto:or...@qu...]=20
Sent: Thursday, August 23, 2007 8:46 PM
To: Eranga Samararathne
Cc: qui...@li...;
qui...@li...
Subject: Re: [Quickfix-users] Quickfix c++ Session level rejection
problem.....

All you are telling the data dictionary is that the Price field does =20
not have to be there.  But when it is there the value still needs to =20
be valid.  Are you sure that a price field does not exist.  And if it =20
does, what is the value?

--oren

On Aug 23, 2007, at 8:30 AM, Eranga Samararathna wrote:

> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/=20
> html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Hi,
>
>
>
> I wrote a simple application using quickfix API ( c++). In there I =20
> used FIX 4.2. I change the new order single ( 35=3DD) fix 4.2 spec  =20
> as <field name=3D"Price" required=3D"N"/>.
>
> Therefore my acceptor has to accept market orders without any =20
> error. (40 =3D1 ) But when the initiator send the mkt order my =20
> acceptor reject it session level indicating invalid value for =20
> price. But actually that message does not contain a price field. =20
> This works fine for limit orders. Any help highly appreciate.