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

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

Thanks Shane,

the TransactTime has been added because its is send in every message...
the record posted is completed, i have cutted only the header; anyway this 
is a complete one

8=FIX.4.2
9=0162
35=X
34=51
49=CMEPRICE
56=MILANCME
50=CME
52=20080228-13:51:11
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


effectively the tag 269 is missed but

1) i have defined it not required into xml dictionary file 
2) my provider say that info sended with message (the only one changed) is 
the traded volume, so no directly lnked to the one of possibile 
MDEntryType and for this reason the 269 was not sended

is the point 2 against the rules of fix protocol ?

thanks

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



"Shane Trotter" <str...@co...> 
02/28/2008 16:18

To
"Giovanni Chiappini" <gio...@db...>
cc
qui...@li...
Subject
Re: [Quickfix-developers] Wrong generation of Business Message Reject 
message






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
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-- 
Shane Trotter
Connamara Systems, LLC



-- 

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. Diese E-Mail enthält vertrauliche und/ oder rechtlich geschützte Informationen. Wenn Sie nicht der richtige Adressat sind oder diese E-Mail irrtümlich erhalten haben, informieren Sie bitte sofort den Absender und vernichten Sie diese E-Mail. Das unerlaubte Kopieren sowie die unbefugte Weitergabe dieser E-Mail ist nicht gestattet.

Please refer to http://www.db.com/en/content/eu_disclosures.htm for information (including mandatory corporate particulars) on selected Deutsche Bank branches and group companies registered or incorporated in the European Union. This e-mail may contain confidential and/or privileged information. If you are not the intended recipient (or have received this e-mail in error) please notify the sender immediately and delete this e-mail. Any unauthorized copying, disclosure or distribution of the material in this e-mail is strictly forbidden.