[Quickfix-developers] FW: clarification required reagrding MarketDataSnapshotFullRefresh message
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From: <Nil...@co...> - 2008-03-17 09:59:55
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________________________________ From: Andrade, Leena (Cognizant) Sent: Friday, March 14, 2008 12:34 PM To: qui...@li... Subject: clarification required reagrdind MarketDataSnapshotFullRefresh message Hi, I am having problems with the MarketDataSnapshotFullRefresh when I am asking for Bids, Offers and Trades. I generate following message asking for this 3 kinds of entries: 8=FIX.4.4_=167_5=V_4=51_9=XXXX_0=XXX_2=20060721-16:47:00.453_6=MEFF_7=M3 _46=1_5=[N/A]_8=21_2=8_61=FXXXSX_00=200607_62=0000001_63=1_64=3_65=0_67= 3_69=2_69=0_69=1_0=053__ The message getting information about bids and offers is rejected automatically by the quickfix library because field 269 appears more than once, but this is correct because field 268=4. 8=FIX.4.4_=223_5=W_4=92_2=20060721-16:50:41_9=MEFF_0=M3_6=XXXX_7=XXX_62= 0000001_5=IXN06_68=4_69=0_70=11475_71=17_73=16:29:57_90=1_69=0_70=11450_ 71=8_90=2_69=0_70=11430_71=8_90=3_69=1_70=0_71=0_73=16:29:57_90=1_0=160_ _ 8=FIX.4.4_=122_5=3_4=52_9=XXXX_0=XXX_2=20060721-16:47:00.625_6=MEFF_7=M3 _5=92_8=Tag appears more than once_71=269_72=W_73=13_0=210_ Does anyone know where lies the problem? Regards, Leena. This e-mail and any files transmitted with it are for the sole use of the intended recipient(s) and may contain confidential and privileged information. If you are not the intended recipient, please contact the sender by reply e-mail and destroy all copies of the original message. Any unauthorised review, use, disclosure, dissemination, forwarding, printing or copying of this email or any action taken in reliance on this e-mail is strictly prohibited and may be unlawful. |