Re: [Quickfix-developers] Fwd: Problems with MarketDataIncrementalRefresh

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Hi Amit,

That's my point.
The message indicate that it has 4 groups:

 <field number="268"><![CDATA[4]]></field>

But the XML shows only one.
I'm doing something wrong?

Thanks,
Andre B Derraik.
ALBD Consulting

On Wed, Jun 24, 2009 at 3:26 PM, amit khandelwal
<kha...@gm...>wrote:

> Probably this should not be outside the group?
>
> <field number="279"><![CDATA[2]]></field>
> <field number="279"><![CDATA[1]]></field>
> <field number="279"><![CDATA[0]]></field>
>
>
>
> On Tue, Jun 23, 2009 at 10:14 PM, Andre Derraik <an...@al...>wrote:
>
>> QuickFIX Documentation:
>> http://www.quickfixengine.org/quickfix/doc/html/index.html
>> QuickFIX Support: http://www.quickfixengine.org/services.html
>>
>>
>> Hi Djalma,
>>
>> It works!
>> Creating the message with the DataDictionary, the group was found.
>>
>> But just the first one!
>> Even the method: message.toXML() is reporting one group as follow:
>>
>> <message>
>>   <header>
>>     <field number="8"><![CDATA[FIX.4.4]]></field>
>>     <field number="9"><![CDATA[529]]></field>
>>     <field number="35"><![CDATA[X]]></field>
>>     <field number="34"><![CDATA[7]]></field>
>>     <field number="49"><![CDATA[TradingEngineDerivatives01A]]></field>
>>     <field number="52"><![CDATA[20080501-03:35:23.395]]></field>
>>     <field number="56"><![CDATA[FIXGatewayDerivatives_MD]]></field>
>>   </header>
>>   <body>
>>     <field number="22"><![CDATA[8]]></field>
>>     <field number="22"><![CDATA[8]]></field>
>>     <field number="22"><![CDATA[8]]></field>
>>     <field number="48"><![CDATA[BMFBR7310047]]></field>
>>     <field number="48"><![CDATA[BMFBR7310047]]></field>
>>     <field number="48"><![CDATA[BMFBR7310047]]></field>
>>     <field number="55"><![CDATA[BGIJ08]]></field>
>>     <field number="55"><![CDATA[BGIJ08]]></field>
>>     <field number="55"><![CDATA[BGIJ08]]></field>
>>     <field number="75"><![CDATA[20080501]]></field>
>>     <field number="268"><![CDATA[4]]></field>
>>     <field number="269"><![CDATA[d]]></field>
>>     <field number="269"><![CDATA[b]]></field>
>>     <field number="269"><![CDATA[5]]></field>
>>     <field number="270"><![CDATA[77.33]]></field>
>>     <field number="272"><![CDATA[20080501]]></field>
>>     <field number="272"><![CDATA[20080501]]></field>
>>     <field number="272"><![CDATA[20080501]]></field>
>>     <field number="273"><![CDATA[03:35:10]]></field>
>>     <field number="273"><![CDATA[03:35:10]]></field>
>>     <field number="273"><![CDATA[03:35:23]]></field>
>>     <field number="278"><![CDATA[2]]></field>
>>     <field number="278"><![CDATA[3]]></field>
>>     <field number="279"><![CDATA[2]]></field>
>>     <field number="279"><![CDATA[1]]></field>
>>     <field number="279"><![CDATA[0]]></field>
>>     <field number="326"><![CDATA[120]]></field>
>>     <field number="336"><![CDATA[TradingSessionID]]></field>
>>     <field number="336"><![CDATA[TradingSessionID]]></field>
>>     <field number="336"><![CDATA[TradingSessionID]]></field>
>>     <field number="625"><![CDATA[I]]></field>
>>     <field number="10016"><![CDATA[7993_739]]></field>
>>     <group>
>>       <field number="279"><![CDATA[1]]></field>
>>       <field number="269"><![CDATA[c]]></field>
>>       <field number="278"><![CDATA[1]]></field>
>>       <field number="55"><![CDATA[BGIJ08]]></field>
>>       <field number="48"><![CDATA[BMFBR7310047]]></field>
>>       <field number="22"><![CDATA[8]]></field>
>>       <field number="272"><![CDATA[20080501]]></field>
>>       <field number="273"><![CDATA[03:35:10]]></field>
>>       <field number="336"><![CDATA[TradingSessionID]]></field>
>>     </group>
>>   </body>
>>   <trailer>
>>     <field number="10"><![CDATA[167]]></field>
>>   </trailer>
>> ------------------------------------------
>>
>> For this FIX message:
>>
>> 8=FIX.4.4 9=529 35=X 34=7 49=TradingEngineDerivatives01A
>> 52=20080501-03:35:23.395 56=FIXGatewayDerivatives_MD 10016=7993_739
>> 75=20080501 268=4 279=1 269=c 278=1 55=BGIJ08 48=BMFBR7310047 22=8
>> 272=20080501 273=03:35:10 336=TradingSessionID 326=120 279=2 269=d 278=2
>> 55=BGIJ08 48=BMFBR7310047 22=8 272=20080501 273=03:35:10
>> 336=TradingSessionID 279=1 269=b 278=3 55=BGIJ08 48=BMFBR7310047 22=8
>> 272=20080501 273=03:35:10 336=TradingSessionID 625=I 279=0 269=5 55=BGIJ08
>> 48=BMFBR7310047 22=8 270=77.33 272=20080501 273=03:35:23
>> 336=TradingSessionID 10=167
>>
>> ----------------------------------------
>>
>> I'm missing something?
>>
>> Thanks,
>> Andre B Derraik.
>> ALBD Consulting
>>
>>
>> On Sun, Jun 21, 2009 at 11:53 AM, Djalma Rosa dos Santos Filho <
>> drs...@gm...> wrote:
>>
>>> QuickFIX Documentation:
>>> http://www.quickfixengine.org/quickfix/doc/html/index.html
>>> QuickFIX Support: http://www.quickfixengine.org/services.html
>>>
>>> Hi Andre,
>>>
>>> Make sure you are using the constructor bellow that receives the
>>> DataDictionary, otherwise quickfix won't be able to process the
>>> repeating groups in the message.
>>>
>>> Message( const std::string& string, const DataDictionary&
>>> dataDictionary,
>>>          bool validate = true )
>>>
>>> Djalma
>>>
>>> On Fri, Mar 6, 2009 at 3:38 PM, Andre
>>> Derraik<and...@al... <andre%2B...@al...>>
>>> wrote:
>>> > QuickFIX Documentation:
>>> http://www.quickfixengine.org/quickfix/doc/html/index.html
>>> > QuickFIX Support: http://www.quickfixengine.org/services.html
>>> >
>>> >
>>> > Hi All,
>>> >
>>> > I'm new with quickfix, but I'm creating a application to read a text
>>> 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
>>> >
>>>
>>
>>
>>
>> ------------------------------------------------------------------------------
>>
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>
>
>
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