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

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The problem probably you are having probably has to do with the =20
Instrument component.  If you look at the definition, it looks like =20
this.

As you notice the symbol field is required for this component.  This =20
is particularly important since it is also the first field in the =20
group.  FIX always requires that the first field defined for a group =20
be present because that is the field that acts as the delimiter.  So =20
quickfix is looking for the symbol in order to know when the first =20
group begins, and when it ends and a new group starts.  Since it =20
never hits the field, the others are not considered part of the group =20=

and added to the main message body.

--oren

On Dec 6, 2007, at 10:20 AM, BRACKLEY, Andrew, GBM wrote:

> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/=20
> html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Thanks for the response although it doesn't appear to be a custom =20
> field.  I've checked through all the fields in the groups and can't =20=

> see anything out of place.  I've written a small test app that =20
> parses the message and sends it through the QuickFix code to =20
> generate its internal structures and ended up with something that =20
> looked incorrect.
>
> =46rom the message I receive from the client that is shown below =20
> (I've formatted it for clarity) the XML generated from QuickFix =20
> looks wrong.
>
> I'm seeing this:
>
> <body>
>    <field number=3D"146"><![CDATA[2]]></field>
>    <group>
>       <field number=3D"48"><![CDATA[308379]]></field>
>       <field number=3D"48"><![CDATA[308380]]></field>
>       <field number=3D"711"><![CDATA[2]]></field>
>       <field number=3D"711"><![CDATA[1]]></field>
>       <field number=3D"555"><![CDATA[4]]></field>
>       <field number=3D"555"><![CDATA[2]]></field>
>
> Whereas I'd expect to see:
>
>    <field number=3D"146"><![CDATA[2]]></field>
>    <group>
>       <field number=3D"48"><![CDATA[308379]]></field>
>       <field number=3D"711"><![CDATA[2]]></field>
>       <field number=3D"555"><![CDATA[4]]></field>
>    </group>
>    <group>
>       <field number=3D"48"><![CDATA[308380]]></field>
>       <field number=3D"711"><![CDATA[1]]></field>
>       <field number=3D"555"><![CDATA[2]]></field>
>    </group>
>
> The formatted message quickfix receives is:
>
> 8=3DFIX.4.4=019=3D653=0135=3Dy=0149=3DTFSICAP=0156=3DRBS=0134=3D3=0152=3D=
20071203-15:48:59=01
>
> 320=3Db703dc7b-47f4-4d81-a3ce-1150a14eb0d0=01
> 322=3D55=01
> 560=3D0=01
> 146=3D2=01
>
>    48=3D308379=01
>    711=3D1=01
>       310=3D2=01
>       763=3D0=01
>       318=3DEUR=01
>       879=3D10=01
>       810=3D0.05=01
>    555=3D2=01
>       600=3DEUR/USD=01
>          609=3DOPT=01
>          764=3DC=01
>          611=3D20071204=01
>          248=3D20071206=01
>          249=3D20071205=01
>          613=3DD=01
>          598=3DNY=01
>          942=3DEUR=01
>          620=3DON=01
>          624=3DB=01
>          556=3DUSD=01
>       600=3DEUR/USD=01
>          609=3DOPT=01
>          764=3DP=01
>          611=3D20071204=01
>          248=3D20071206=01
>          249=3D20071205=01
>          613=3DD=01
>          598=3DNY=01
>          942=3DEUR=01
>          620=3DON=01
>          624=3DB=01
>          556=3DUSD=01
>
>    48=3D308380=01
>    711=3D1=01
>       310=3D2=01
>       763=3D0=01
>       318=3DEUR=01
>       879=3D10=01
>           810=3D0.05=01
>    555=3D2=01
>           600=3DEUR/USD=01
>              609=3DOPT=01
>              764=3DC=01
>              611=3D20071210=01
>              248=3D20071212=01
>              249=3D20071205=01
>              613=3DD=01
>              598=3DNY=01
>              942=3DEUR=01
>              620=3D1W=01
>              624=3DB=01
>              556=3DUSD=01
>           600=3DEUR/USD=01
>              609=3DOPT=01
>              764=3DP=01
>              611=3D20071210=01
>              248=3D20071212=01
>              249=3D20071205=01
>              613=3DD=01
>              598=3DNY=01
>              942=3DEUR=01
>              620=3D1W=01
>              624=3DB=01
>              556=3DUSD=01
> 10=3D230=01
>
> And from this QuickFix generates the following structure xml.
>
> <message>
>   <header>
>     <field number=3D"8"><![CDATA[FIX.4.4]]></field>
>     <field number=3D"9"><![CDATA[653]]></field>
>     <field number=3D"35"><![CDATA[y]]></field>
>     <field number=3D"34"><![CDATA[3]]></field>
>     <field number=3D"49"><![CDATA[TFSICAP]]></field>
>     <field number=3D"52"><![CDATA[20071203-15:48:59]]></field>
>     <field number=3D"56"><![CDATA[RBS]]></field>
>   </header>
>   <body>
>     <field number=3D"146"><![CDATA[2]]></field>
>     <field number=3D"320"><![CDATA[b703dc7b-47f4-4d81-=20
> a3ce-1150a14eb0d0]]></field>
>     <field number=3D"322"><![CDATA[55]]></field>
>     <field number=3D"560"><![CDATA[0]]></field>
>     <group>
>       <field number=3D"48"><![CDATA[308379]]></field>
>       <field number=3D"48"><![CDATA[308380]]></field>
>       <field number=3D"711"><![CDATA[2]]></field>
>       <field number=3D"711"><![CDATA[1]]></field>
>       <field number=3D"555"><![CDATA[4]]></field>
>       <field number=3D"555"><![CDATA[2]]></field>
>       <group>
>         <field number=3D"600"><![CDATA[EUR/USD]]></field>
>         <field number=3D"609"><![CDATA[OPT]]></field>
>         <field number=3D"764"><![CDATA[C]]></field>
>         <field number=3D"611"><![CDATA[20071204]]></field>
>         <field number=3D"248"><![CDATA[20071206]]></field>
>         <field number=3D"249"><![CDATA[20071205]]></field>
>         <field number=3D"598"><![CDATA[NY]]></field>
>         <field number=3D"942"><![CDATA[EUR]]></field>
>         <field number=3D"613"><![CDATA[D]]></field>
>         <field number=3D"620"><![CDATA[ON]]></field>
>         <field number=3D"624"><![CDATA[B]]></field>
>         <field number=3D"556"><![CDATA[USD]]></field>
>       </group>
>       <group>
>         <field number=3D"600"><![CDATA[EUR/USD]]></field>
>         <field number=3D"609"><![CDATA[OPT]]></field>
>         <field number=3D"764"><![CDATA[P]]></field>
>         <field number=3D"611"><![CDATA[20071204]]></field>
>         <field number=3D"248"><![CDATA[20071206]]></field>
>         <field number=3D"249"><![CDATA[20071205]]></field>
>         <field number=3D"598"><![CDATA[NY]]></field>
>         <field number=3D"942"><![CDATA[EUR]]></field>
>         <field number=3D"613"><![CDATA[D]]></field>
>         <field number=3D"620"><![CDATA[ON]]></field>
>         <field number=3D"624"><![CDATA[B]]></field>
>         <field number=3D"556"><![CDATA[USD]]></field>
>       </group>
>       <group>
>         <field number=3D"600"><![CDATA[EUR/USD]]></field>
>         <field number=3D"609"><![CDATA[OPT]]></field>
>         <field number=3D"764"><![CDATA[C]]></field>
>         <field number=3D"611"><![CDATA[20071210]]></field>
>         <field number=3D"248"><![CDATA[20071212]]></field>
>         <field number=3D"249"><![CDATA[20071205]]></field>
>         <field number=3D"598"><![CDATA[NY]]></field>
>         <field number=3D"942"><![CDATA[EUR]]></field>
>         <field number=3D"613"><![CDATA[D]]></field>
>         <field number=3D"620"><![CDATA[1W]]></field>
>         <field number=3D"624"><![CDATA[B]]></field>
>         <field number=3D"556"><![CDATA[USD]]></field>
>       </group>
>       <group>
>         <field number=3D"600"><![CDATA[EUR/USD]]></field>
>         <field number=3D"609"><![CDATA[OPT]]></field>
>         <field number=3D"764"><![CDATA[P]]></field>
>         <field number=3D"611"><![CDATA[20071210]]></field>
>         <field number=3D"248"><![CDATA[20071212]]></field>
>         <field number=3D"249"><![CDATA[20071205]]></field>
>         <field number=3D"598"><![CDATA[NY]]></field>
>         <field number=3D"942"><![CDATA[EUR]]></field>
>         <field number=3D"613"><![CDATA[D]]></field>
>         <field number=3D"620"><![CDATA[1W]]></field>
>         <field number=3D"624"><![CDATA[B]]></field>
>         <field number=3D"556"><![CDATA[USD]]></field>
>       </group>
>       <group>
>         <field number=3D"310"><![CDATA[2]]></field>
>         <field number=3D"763"><![CDATA[0]]></field>
>         <field number=3D"318"><![CDATA[EUR]]></field>
>         <field number=3D"879"><![CDATA[10]]></field>
>         <field number=3D"810"><![CDATA[0.05]]></field>
>       </group>
>       <group>
>         <field number=3D"310"><![CDATA[2]]></field>
>         <field number=3D"763"><![CDATA[0]]></field>
>         <field number=3D"318"><![CDATA[EUR]]></field>
>         <field number=3D"879"><![CDATA[10]]></field>
>         <field number=3D"810"><![CDATA[0.05]]></field>
>       </group>
>     </group>
>   </body>
>   <trailer>
>     <field number=3D"10"><![CDATA[230]]></field>
>   </trailer>
> </message>
>
>
> Andrew Brackley
> RBS Global Banking & Markets
> Office: +44 20 7085 5495   |  Fax: +44 20 7085 2081
>
> -----Original Message-----
> From: qui...@li... =20
> [mailto:qui...@li...] On =20
> Behalf Of Brian Erst
> Sent: 05 December 2007 16:02
> To: BRACKLEY, Andrew, GBM; qui...@li...
> Subject: Re: [Quickfix-developers] Problems receiving the =20
> SecurityList message
>
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/=20
> html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
>
> **********************************************************************=20=

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