[Quickfix-users] Why QF rejects TradeCaptureReport message?

[Jack G. <jg...@ch...>]

A TradeCaptureReport message which comes to me is rejected (35=3) for problems with not required field NoLegs (555). The NoLegs field is missing from 35=AE.

Why is this message rejected?

Any hints welcome.

20080620 13:42:29.493(000132.737579)| INFO    |712|QFIX_LOG_MESSAGE:8=FIX.4.49=42235=AE49=ICE56=285634=752=20080620-18:42:29.34557=1571=192487=0856=0828=017=39392010521239=2570=N55=21783648=BRN FMQ0008!22=8461=FXXXXX32=1.031=132.29018=175=2008062060=20080620-18:42:29.470552=154=237=39392010521211=456564249453=6448=blablabla447=D452=11448=blablabla 1447=D452=13448=2856447=D452=56448=637447=D452=4448=2122805447=D452=51448=U447=D452=5458=45656424910=196|FIX::ThreadedFileLog::onIncoming|ThreadedFileLog.cpp(45)

20080620 13:42:29.525(000132.766330)| INFO    |712|QFIX_LOG_EVENT:20080620-18:42:29 : Message 7 Rejected: Incorrect data format for value:555|FIX::ThreadedFileLog::onEvent|ThreadedFileLog.cpp(58)

20080620 13:42:29.525(000132.766522)| INFO    |712|OUT: toAdmin (to ICE): 8=FIX.4.49=11135=334=749=285652=20080620-18:42:29.52556=ICE45=758=Incorrect data format for value371=555372=AE373=610=216|ice::ICE_FIXApplication::toAdmin|FIXApplication.cpp(270)

20080620 13:42:29.525(000132.766583)| INFO    |712|QFIX_LOG_MESSAGE:8=FIX.4.49=11135=334=749=285652=20080620-18:42:29.52556=ICE45=758=Incorrect data format for value371=555372=AE373=610=216|FIX::ThreadedFileLog::onOutgoing|ThreadedFileLog.cpp(52)

QuickFix config file has:
-------------------------

UseDataDictionary=Y
DataDictionary=FIX44_ICE.xml
ValidateFieldsOutOfOrder = N
ValidateFieldsHaveValues = N
ValidateUserDefinedFields = N

My FIX44_ICE.xml :
------------------
    <message name="TradeCaptureReport" msgtype="AE" msgcat="app">
      <field name="TradeReportID" required="Y" />
      <field name="TradeReportTransType" required="N" />
      <field name="TradeReportType" required="N" />
......
      <field name="AvgPxIndicator" required="N" />
      <component name="PositionAmountData" required="N" />
      <field name="MultiLegReportingType" required="N" />
      <field name="TradeLegRefID" required="N" />
      <group name="NoLegs" required="N">
        <component name="InstrumentLeg" required="N" />
        <field name="LegQty" required="N" />
        <field name="LegSwapType" required="N" />
        <component name="LegStipulations" required="N" />
.....
    <field number="555" name="NoLegs" type="NUMINGROUP" />
.....

Jack Goral
Software Engineer
Chopper Trading, LLC
jg...@ch...<mailto:jg...@ch...>
(312)628-3722