[Quickfix-developers] Wrong generation of Business Message Reject message

[Giovanni C. <gio...@db...>]

Hi all,

as first thing many thanks for your sublime job

i'm just started to write a test client with quickfix.net and FIX 4.2 
version and found a problem when receive some MarketDataIncrementalRefresh 
message (not all)
Sometime, depending on the market of course, the server send a message 
with only one field updated, the TAG 387 TotalVolumeTraded

...
262=155577
268=1
279=1
55=GE
167=FUT
200=200812
207=CME
48=GEZ8
387=2013
60=20080228-13:51:11
10=135


the engine reject the message with the error Conditionally Required Field 
Missing (269) 

...
45=51
58=Conditionally Required Field Missing 
(269)
372=X
380=5
10=058


but this field is defined not required in the dictionary

    <message name="MarketDataIncrementalRefresh" msgtype="X" msgcat="app">
      <field name="MDReqID" required="N"/>
      <field name="TransactTime" required="N"/>        <= field adde by 
myself 
      <group name="NoMDEntries" required="Y">
        <field name="MDUpdateAction" required="Y"/>
        <field name="DeleteReason" required="N"/>
        <field name="MDEntryType" required="N"/>
        <field name="MDEntryID" required="N"/>
        <field name="MDEntryRefID" required="N"/>
        <field name="Symbol" required="N"/>
        <field name="SymbolSfx" required="N"/>
        <field name="SecurityID" required="N"/>
        <field name="IDSource" required="N"/>
        <field name="SecurityType" required="N"/>
        <field name="MaturityMonthYear" required="N"/>
        <field name="MaturityDay" required="N"/>
        <field name="PutOrCall" required="N"/>
        <field name="StrikePrice" required="N"/>
        <field name="OptAttribute" required="N"/>
        <field name="ContractMultiplier" required="N"/>
        <field name="CouponRate" required="N"/>
        <field name="SecurityExchange" required="N"/>
        <field name="Issuer" required="N"/>
        <field name="EncodedIssuerLen" required="N"/>
        <field name="EncodedIssuer" required="N"/>
        <field name="SecurityDesc" required="N"/>
        <field name="EncodedSecurityDescLen" required="N"/>
        <field name="EncodedSecurityDesc" required="N"/>
        <field name="FinancialStatus" required="N"/>
        <field name="CorporateAction" required="N"/>
        <field name="MDEntryPx" required="N"/>
        <field name="Currency" required="N"/>
        <field name="MDEntrySize" required="N"/>
        <field name="MDEntryDate" required="N"/>
        <field name="MDEntryTime" required="N"/>
        <field name="TickDirection" required="N"/>
        <field name="MDMkt" required="N"/>
        <field name="TradingSessionID" required="N"/>
        <field name="QuoteCondition" required="N"/>
        <field name="TradeCondition" required="N"/>
        <field name="MDEntryOriginator" required="N"/>
        <field name="LocationID" required="N"/>
        <field name="DeskID" required="N"/>
        <field name="OpenCloseSettleFlag" required="N"/>
        <field name="TimeInForce" required="N"/>
        <field name="ExpireDate" required="N"/>
        <field name="ExpireTime" required="N"/>
        <field name="MinQty" required="N"/>
        <field name="ExecInst" required="N"/>
        <field name="SellerDays" required="N"/>
        <field name="OrderID" required="N"/>
        <field name="QuoteEntryID" required="N"/>
        <field name="MDEntryBuyer" required="N"/>
        <field name="MDEntrySeller" required="N"/>
        <field name="NumberOfOrders" required="N"/>
        <field name="MDEntryPositionNo" required="N"/>
        <field name="TotalVolumeTraded" required="N"/>
        <field name="Text" required="N"/>
        <field name="EncodedTextLen" required="N"/>
        <field name="EncodedText" required="N"/>
      </group>
    </message>


it's a bug or i'm wrong something into the code ??
if it's a know bug (but i have found nothing in the mailing list) is there 
a workaround ?

many thanks

regards


Giovanni Chiappini
c/o DB Consortium - Gruppo Deutsche Bank
GTO PBC - IT/O Financial Services - Global Markets
Piazza del Calendario,3 - Milano
Tel. +39 02 4024 2335

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