[Quickfix-developers] Fwd: Problems with MarketDataIncrementalRefresh

[Andre D. <and...@al...>]

Hi All,

I'm new with quickfix, but I'm creating a application to read a file with
FIX lines.
I use the Parser class to validate the message and it's OK.

-------------------------------------
8=FIX.4.4 9=628 35=X 34=2 49=TradingEngineDerivatives01A
52=20080501-03:35:23.379 56=FIXGatewayDerivatives_MD 10016=15977_1
75=20080501 268=5 279=1 269=c 278=1 55=BGIJ09 48=BMFBR7312910 22=8
272=20080501 273=03:35:10 336=TradingSessionID 326=122 279=2 269=d 278=2
55=BGIJ09 48=BMFBR7312910 22=8 272=20080501 273=03:35:10
336=TradingSessionID 279=1 269=b 278=3 55=BGIJ09 48=BMFBR7312910 22=8
272=20080501 273=03:35:10 336=TradingSessionID 625=I 279=1 269=c 278=4
55=BGIJ09 48=BMFBR7312910 22=8 272=20080501 273=03:35:10
336=TradingSessionID 326=122 279=2 269=d 278=5 55=BGIJ09 48=BMFBR7312910
22=8 272=20080501 273=03:35:10 336=TradingSessionID 10=034

8=FIX.4.4 9=630 35=X 34=3 49=TradingEngineDerivatives01A
52=20080501-03:35:23.395 56=FIXGatewayDerivatives_MD 10016=14827_105
75=20080501 268=5 279=1 269=c 278=1 55=BGIH09 48=BMFBR7312795 22=8
272=20080501 273=03:35:10 336=TradingSessionID 326=122 279=2 269=d 278=2
55=BGIH09 48=BMFBR7312795 22=8 272=20080501 273=03:35:10
336=TradingSessionID 279=1 269=b 278=3 55=BGIH09 48=BMFBR7312795 22=8
272=20080501 273=03:35:10 336=TradingSessionID 625=I 279=1 269=c 278=4
55=BGIH09 48=BMFBR7312795 22=8 272=20080501 273=03:35:10
336=TradingSessionID 326=122 279=2 269=d 278=5 55=BGIH09 48=BMFBR7312795
22=8 272=20080501 273=03:35:10 336=TradingSessionID 10=165
-------------------------------------

But when I send to the MessageCracker I have problems.

When I try to get the NoMDEntries group I got an error: FieldNotFound.

-------------------------------------
  // Test if we have the groups
  FIX44::MarketDataIncrementalRefresh::NoMDEntries noMDEntriesGroup;
  if( !message.hasGroup( noMDEntriesGroup ) )
  {
    std::cout << "\n\tInvalid Message: no Group\n]\n";
    return;
  }

  // Read a entry group
  try
  {
    message.getGroup( 1, noMDEntriesGroup );
  }
  catch( FIX::FieldNotFound e )
  {
    std::cout << "\tnoGroup(" << e.field << ")";
    continue;
  }
-------------------------------------

Investigating the problem, I try to use the DataDictinary to validate the
message:

-------------------------------------
DD_FIX44 = new FIX::DataDictionary( "/opt/quickfix/share/quickfix/FIX44.xml"
);

  try
  {
    const std::string& msgTypeValue = message.getHeader().getField(
FIX::FIELD::MsgType );
    std::string str;
    DD_FIX44->getFieldName( 22, str );
    std::cout << "[ " << str << " ] "
              << msgTypeValue << "  "
              << DD_FIX44->isMsgField( msgTypeValue, 22 ) << std::endl;

    DD_FIX44->validate( message );
  }
  catch( FIX::TagNotDefinedForMessage e )
  {
    std::cout << "Problems: [ TagNotDefinedForMessage " << e.field <<
e.detail
              << " ]" << std::endl;
  }

OUTPUT:
[ SecurityIDSource ] X  0
Problems: [ TagNotDefinedForMessage 22 ]

-------------------------------------

The problem is: the tag 22 (SecurityIDSource), present in the FIX messages,
is return that is NOT defined for the message.
But looking at the XML and the "fix44/MarketDataIncrementalRefresh.h" is
defined!

So, any one with this problem?
Any help?

Thanks in advance,
Andre B Derraik.
ALBD Consulting