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

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

Hi,

Thanks Caleb. I found the issue. In my code I am calling the following code
for both market and limit type orders.

FIX::Symbol symbol;
double p_price;

p_price = price.getValue();

Since market orders hasn't price field it reject the order. But I have doubt
there, the way quickfix handle an error. In this cause  if the engine throw
some exception like Filed can't find or something that is obvious. But what
actually qf do is reject incoming order ( session level ) saying invalid
value for price. Even I am set to Data dictionary validation 'false' this
happen.

I would like to get you expert help in this cause.

Thanks

Eranga.

NOTE : 

I corrected my code like 

if( message.isSetField(price)){
        p_price = price.getValue();
}


-----Original Message-----
From: Caleb Epstein [mailto:cal...@gm...] 
Sent: Friday, August 24, 2007 9:09 PM
To: Eranga Samararathne
Cc: qui...@li...;
qui...@li...
Subject: Re: [Quickfix-developers] FW: [Quickfix-users] Quickfix c++ Session
level rejection problem.....

On 8/24/07, Eranga Samararathna <pe...@ri...> wrote:

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

Something smells fishy here.  From my reading of the code, this
exception is  usually thrown when validating a message against the
Data Dictionary, and in that case should only be thrown if there is
actually a value for the tag in question.

The other possibility is that you are calling getValue on a Price
field which has not been initialized or which has been initialized
from a string that does not parse as a double.  We need to see your
code to get to the bottom of this.

-- 
Caleb Epstein