[Quickfix-developers] Conditionally Required Field Missing - New Order

[John D. <jd...@so...>]

Hi There,

My Application is receiving the error message "Conditionally Required Field Missing"
when it sends a new order to the J-Simulator at PatSystems. For thoroughness 
sake I have carefully included every type of tag or group that seems remotely related 
to the new order message, but still get a response indicating that something is missing. 
There seems to be very little in the forums related to this error.

Would you please send me an example of a successful order entry code, 
or even a tag string? 


Here is my tag string being sent:


8=FIX.4.2                         protocol version
9=248                             BodyLength
35=D                              MessageType, new order single
34=1296                           MsgSeqNum
49=APPID_1494                     SenderCompID
52=20090804-19:58:25.671          SendingTime
56=PATS                           TargetCompID
1=HappyTrader1                    Account
11=200984155825LongEntry756736    ClOrdID
21=2                              HandInst, automated
22=1                              IDSource, CUSIP
38=100                            orderQty
40=2                              OrdType, limit
44=102.599998474121               Price, buy limit price
48=12345                          SecurityID
54=1
                             Side, Buy
55=BBH                            Symbol
59=0                              TimeInForce, Day
60=20090804-15:58:25              TransactTime
78=1                              NoAllocs
79=ETB                            AllocAccount
80=100                            AllocShares
111=100                           MaxFloor
114=N                             LocateReqd
121=N                             ForexReq
386=1                             NoTradingSessions,
336=ETB                           TradingSessionID
439=Penson                        ClearingFirm
440=My Account #                  ClearingAccount
10=045                            CheckSum


Here is my code:

     Message message = new Message();
     Message.Header header = message.getHeader();
     Message.Trailer trailer = message.getTrailer();
     string trade_side = null;
     bool locate_stocks_for_shorting = false;

     header.setField(new BeginString("FIX.4.2"));
     header.setField(new MsgType("D"));                //New Order - Single   MsgType <35> = D  
     message.setField(new Symbol(Symbol));             //<55> passed to here by local app
     message.setField(new ClOrdID(ClOrdID));           //<11> passed to here by local app
     message.setField(new HandlInst('2'));             //<21> Handling Instructions ...Automated execution order, public, Broker intervention OK
     message.setField(new OrdType('2'));               //<40> limit order
     message.setField(new TransactTime(DateTime.Now)); //<60>
     message.setField(new TimeInForce('0'));           //<59> Day

     message.setField(new Price(limit_price));         //<44> limit price of limit order
     message.setField(new OrderQty(num_shares));       //<38> 
     message.setField(new MaxFloor(100));              // <111> Maximum number of shares within an order to be 
                                                       // shown on the exchange floor at any given time.
     message.setField(new ForexReq(false));            //<121> will forex be needed to execute this order?
    

     if (trade_type == "buy")
      {
       message.setField(new Side(Side.BUY));  //<54> = 1
       trade_side = "buy";
      }
     if (trade_type == "sell")
      {
       message.setField(new Side(Side.SELL)); //<54> = 2
       trade_side = "sell";
      }
     if (trade_type == "sell_short")
      {
       message.setField(new Side(Side.SELL)); //<54> = 2
       locate_stocks_for_shorting = true;
       trade_side = "sell";
      }
     if (trade_type == "buy_to_cover")
      {
       message.setField(new Side(Side.BUY));  //<54> = 1
       trade_side = "buy";
      }

     message.setField(new LocateReqd(locate_stocks_for_shorting)); //Indicates the broker is not required to locate to short

     message.setField(new ClearingFirm("Penson")); //Firm that will clear the trade. 
                                                   //Used if different from the executing firm. 
     message.setField(new ClearingAccount("My Account #")); //Supplemental accounting information 
                                                            //forwared to clearing house/firm.

     message.setField(new NoAllocs(1));                //<78> Number of repeating groups for pre-trade allocation
     //Create a repeating group NoAllocs 
     QuickFix42.NewOrderSingle.NoAllocs group1 =
       new QuickFix42.NewOrderSingle.NoAllocs();

     group1.set(new QuickFix.AllocShares(100));        //allocate 100 shares
     group1.set(new QuickFix.AllocAccount("ETB"));     //specify the account to allocate them to
     message.addGroup(group1);



     message.setField(new NoTradingSessions(1));       //<59> Number of repeating groups for Trading Sessions
     //Create a repeating group NoTradingSessions 
     QuickFix42.NewOrderSingle.NoTradingSessions group2 =
       new QuickFix42.NewOrderSingle.NoTradingSessions();

     //specify the elements of the repeating group
     group2.set(new QuickFix.TradingSessionID("ETB"));   //<335> my account
     message.addGroup(group2);


     message.setField(new Account("HappyTrader1"));      //<1> my account number
     message.setField(new IDSource("1"));                //<22> CUSIP
//     message.setField(new PossDupFlag(false));           //<43> Original Transmission, causes "tag specified out of required order" error
     message.setField(new SecurityID("12345"));          //<48> broker number for this security
     //     message.setField(new SenderSubID("ETB_sub"));       //<50> additional account info, causes "tag specified out of required order" error

  
    Session.sendToTarget(message, GlobalVars.order_SessionID);  //transmit the message to the other end of link

Thanks for your help, :)
John