Re: [Quickfix-developers] TradeCaptureReport rejected by QF

[Neeraj R. <rn...@ya...>]

There may be several causes for this. One that I recently ran into, was
that unknown to me, the code was calling msg.get(FIX::<somefield>)
and quickfix sent a reject back.
In my case, I could have that call under an if condition, for only those
cases where it was required.
For example, FIX::lastShares is not required on execution report with
trans type = Cxl, ack or rej.

thanks
neeraj

--- On Tue, 6/24/08, qui...@li... <qui...@li...> wrote:

> From: qui...@li... <qui...@li...>
> Subject: Quickfix-developers Digest, Vol 25, Issue 14
> To: qui...@li...
> Date: Tuesday, June 24, 2008, 9:20 PM
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>    1. TradeCaptureReport rejected by QF (Jack Goral)
> 
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> ----------------------------------------------------------------------
> 
> Message: 1
> Date: Tue, 24 Jun 2008 14:46:28 -0500
> From: Jack Goral <jg...@ch...>
> Subject: [Quickfix-developers] TradeCaptureReport rejected
> by QF
> To:
> "'qui...@li...'"
> 	<qui...@li...>
> Message-ID:
> 	<44A...@ch...>
> 	
> Content-Type: text/plain; charset="us-ascii"
> 
> A TradeCaptureReport (35=AE) message which comes to me is
> rejected (35=3). QF complains about field NoLegs (555). The
> NoLegs field is missing from message TradeCaptureReport.
> 
> Why is this message rejected if the field NoLegs is not
> required?
> 
> 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
> 
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