Re: [Quickfix-developers] Wrong generation of Business Message Reject message
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Re: [Quickfix-developers] Wrong generation of Business Message Reject message
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From: Shane T. <str...@co...> - 2008-02-28 15:18:27
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Giovanni, The tag that's missing is listed in the text field (269) which is MDEntryType, and is a required field according to the FIX 4.2 and 4.4 spec. It identifies the type of entry to parse (to know if it's a bid or offer, etc). Can you paste the entire FIX message that caused the reject? If it is the missing MDEntryType field, adding TransactTime (field 60) will not help. On 2/28/08, Giovanni Chiappini <gio...@db...> wrote: > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: > http://www.quickfixengine.org/services.html > > > > 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 > -- > > Informationen (einschließlich Pflichtangaben) zu einzelnen, innerhalb der > EU tätigen Gesellschaften und Zweigniederlassungen des Konzerns Deutsche > Bank finden Sie unter > http://www.db.com/de/content/pflichtangaben.htm. 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Any > unauthorized copying, disclosure or distribution of the material in this > e-mail is strictly forbidden. > ------------------------------------------------------------------------- > This SF.net email is sponsored by: Microsoft > Defy all challenges. Microsoft(R) Visual Studio 2008. > http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/ > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > -- Shane Trotter Connamara Systems, LLC |
