[Quickfix-users] Getting 'Tag not defined for this message type' on a Field correctly in a group.

[Steve K. <ste...@gm...>]

Hi,

I am using the QuickFIX engine in a client connecting to a FIX 4.3
server but it is rejecting an incoming message from the server because
the message contains a tag that it thinks it shouldn't. However the
tag is part of a repeating group within the message.

 The incoming message is a Market Data Snapshot Full Refresh message
and the field in question is field 15 (Currency). If I look in the Xml
file that I am loading up with the engine, I see

 <message name="MarketDataSnapshotFullRefresh" msgtype="W" msgcat="app">
    …
     <group name="NoMDEntries" required="Y">
       …
       <field name="Currency" required="N" />
       …
     </group>
</message>

The incoming message is

8=FIX.4.3;9=348;35=W;49=XXX;56=YYY;34=534;52=20081009-15:49:52;262=R
633591641813025000;55=EUR/GBP;461=FFCPNO;268=2;269=0;270=0.793979;15=EUR;271=1000000;272=20081217;276=A;299=11006000281009154952347-B0;1026=0.79239;1027=0.001589;269=1;270=0.794634;15=EUR;271=1000000;272=20081217;276=A;299=11006000281009154952347-A0;1026=0.79279;1027=0.001844;10=015

The reject from the engine is

8=FIX.4.3;9=136;35=3;34=461;49=YYY;52=20081009-15:49:41.568;56=XXX;45=534;58=Tag
not defined for this message type;371=15;372=W;373=2;10=182

I have looked at the code and can see that the reason it is thinking
that it needs to reject the message is because the fields in the
DataDictionary for that message don't contain field 15, however the
fields for the repeating group 268 (NoMDEntries) does.

I was wondering if anyone had encountered this before and if they knew
how to resolve it?

Many thanks in advance.

Steve Kew