Re: [Quickfix-developers] Problems receiving the SecurityList message

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Check to see if your counterparty is populating a non-standard field within the group. I've had similar issues with some exchanges putting fields that are not part of the standard within a group. QuickFIX will parse the first members of the list/group until it sees the non-standard field and then assumes (correctly) that it's reached the end of the group. As only one list element will have been parsed, the number of members of the group (1) will not match the NoGroup field (in your case 36) and the message will fail.

You just need to add the non-standard fields into the group with the appropriate FIXxx.xml file and you should be good to go.

- Brian Erst

----- Original Message ----
From: "BRACKLEY, Andrew, GBM" <And...@rb...>
To: qui...@li...
Sent: Wednesday, December 5, 2007 9:43:29 AM
Subject: [Quickfix-developers] Problems receiving the SecurityList message

QuickFIX Documentation:
 http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html

I'm having an issue 
in QuickFix (Version: 1.12.4) receiving the SecurityList message from a 
server and think this is due to repeating groups.

Basically I always 
get the following error message in my logs:

20071205-15:32:45 : 
Message 3 Rejected: Incorrect NumInGroup count for repeating 
group:146

The rejection 
message comes out as follows:

<header>

<field 
number="8"><![CDATA[FIX.4.4]]></field>

<field 
number="35"><![CDATA[3]]></field>

<field 
number="34"><![CDATA[3]]></field>

<field 
number="49"><![CDATA[RBS]]></field>

<field 
number="52"><![CDATA[20071205-15:32:45.426]]></field>

<field 
number="56"><![CDATA[TFSICAP]]></field>

</header>

<body>

<field 
number="45"><![CDATA[3]]></field>

<field 
number="58"><![CDATA[Incorrect NumInGroup count for repeating 
group]]></field>

<field 
number="371"><![CDATA[146]]></field>

<field 
number="372"><![CDATA[y]]></field>

<field 
number="373"><![CDATA[16]]></field>

</body>

<trailer>

</trailer>

</message>

QuickFix is 
receiving the following message:

Header: 

8=FIX.4.49=991535=y49=TFSICAP56=RBS34=352=20071205-13:41:29

Truncated version of 
rest of message:

320=aa8af019-1b1f-4fc7-ae9b-87de14ce439c322=123560=0146=3648=308379711=1310=2

Field 146 ( 
NoRelatedSym) contains the value 36.

Looking through the 
entire message I have 36 fields with an Id of 48 (SecurityID) which is my 
instrument component so everything in the message looks OK.

However in the 
DataDictionary.h file there is some validation which checks the group counts and 
it thinks that I have only got one of these groups and throws an 
exception.

Has anybody else 
seen this before?  Is there anybody who has processed the SecurityList 
message before in QuickFix and

Can anybody tell me 
how to resolve this problem?

Any help would be 
appreciated

Thanks

Andrew Brackley 
RBS Global Banking & Markets
40-42 Islington 
High Street, London N1 8XL
Office: +44 20 7085 5495  |  Fax: +44 20 
7085 2081 

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