[Quickfix-developers] MarketDataSnapshotFullRefresh - Tag not defined for this message type:15

[Pavel K. <po...@me...>]

Hello,

 

I'm having problem with reading MarketDataSnapshotFullRefresh message. I'm
using DataDictionary and the settings are as follows:

 

[SESSION]

DataDictionary=spec/FIX44.xml

UseDataDictionary=Y

ValidateUserDefinedFields=N

ValidateFieldsHaveValues=N

ValidateFieldsOutOfOrder=N

 

After successful subscription I start receiving market quotes as a sequence
of MarketDataSnapshotFullRefresh messages. But they are all rejected with
the error code "Rejected: Tag not defined for this message type:15"

 

Type:15 is Currency. And it is provided in the repeating group. It is also
provided in the FIX44.xml dictionary file. So there should be no reason for
this error.

 

I'm providing the received MarketDataSnapshotFullRefresh message below.

 

===========================================================

Message Header =
(8=FIX.4.4O9=485O35=WO49=XXXXO56=TestClient1O34=208O50=XX_XXXXXXO52=20080411
-10:52:06O

 

Symbol = 55=GBP/USDO

NoMDEntries = 268=4O

 

MDEntryType = 269=0O   ///bid

MDEntryPx   = 270=1.9731O6:59 PM 4/11/2008

Currency    = 15=GBPO

MDEntrySize = 271=2000000O

MDEntryDate = 272=20080411O

MDEntryTime = 273=10:52:06O

TradingSessionID     = 336=XXXXO

TradingSessionSubID  = 625=XXXXUSDD1O

QuoteCondition       = 276=AO

MDEntryOriginator    = 282=2329716O

QuoteEntryID         = 299=O0Haw9B-c0000003uWaO

QuoteType   = 537=1O

 

269=7O   ///Trading Session High

270=1.9789O

272=20080411O

273=10:52:06O

 

269=8O   ///Trading Session Low

270=1.9704O

272=20080411O

273=10:52:06O

 

269=1O   ///Offer

270=1.9734O

15=GBPO

271=2000000O

272=20080411O

273=10:52:06O

336=FXCMO

625=XXXXUSDD1O

276=AO

282=2091472O

299=O0Haw9B-c0000003uWaO

537=1O

 

//additional Tags (User Defined)

9011=0O9020=0O9000=3O9001=4O9002=0.0001O9005=3O

 

Message Trailer = 10=060O)

===========================================================

 

The structure of the message seems to be correct. 

 

Please help me find solution to this problem!

 

 

Regards,

Pavel