Re: [Quickfix-developers] Problems receiving the SecurityList message
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From: Oren M. <or...@qu...> - 2007-12-06 17:52:14
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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. <component name=3D"Instrument"> <field name=3D"Symbol" required=3D"Y"/> <field name=3D"SymbolSfx" required=3D"N"/> <field name=3D"SecurityID" required=3D"N"/> <field name=3D"SecurityIDSource" required=3D"N"/> ... </component> 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 > 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