[Quickfix-users] Field Order in Message Class
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[Quickfix-users] Field Order in Message Class
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From: chris <chr...@gm...> - 2009-12-21 07:34:02
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Hi all,
This is very odd - any clues or pointers to missed posts very welcome.
Using FIX.4.2, C++, 1.12.4, g++ 4.3.3 on Ubuntu 9.04
[DEFAULT]
ConnectionType=initiator
HeartBtInt=30
ReconnectInterval=10
LogonTimeout=120
FileStorePath=store
FileLogPath=log
StartTime=00:00:00
EndTime=00:00:00
UseDataDictionary=N
SocketConnectPort=442
SenderCompID=SENDER
ResetOnDisconnect=Y
ResetOnLogout=Y
ValidateUserDefinedFields=N
ValidateFieldsOutOfOrder=Y
[SESSION]
BeginString=FIX.4.2
TargetCompID=TARGET
SocketConnectHost=
ResetSeqNumFlag=Y
DataDictionary=FIX42.xml
Briefly :
On receipt of a MarketDataIncrementalRefresh with more than 1 group (i.e
most of them with BID / OFFER) quickfix generates a RepeatedTag rejection.
Less Briefly :
Looking at Log Viewer and Wireshark everything is fine - repeated groups,
all OK. Everything is also good when viewing an XML export from the Log
Viewer ...
*
<message>
<header>
<field name="BeginString" number="8"><![CDATA[FIX.4.2]]></field>
<field name="BodyLength" number="9"><![CDATA[221]]></field>
<field name="MsgSeqNum" number="34"><![CDATA[3]]></field>
<field enum="MarketDataIncrementalRefresh" name="MsgType"
number="35"><![CDATA[X]]></field>
<field name="SenderCompID" number="49"><![CDATA[TARGET]]></field>
<field name="SendingTime"
number="52"><![CDATA[20091221-03:19:07.535]]></field>
<field name="TargetCompID" number="56"><![CDATA[SENDER]]></field>
</header>
<body>
<field name="MDReqID" number="262"><![CDATA[2009-12-21-03:19:07]]></field>
<field name="NoMDEntries" number="268"><![CDATA[2]]></field>
<group>
<field enum="NEW" name="MDUpdateAction" number="279"><![CDATA[0]]></field>
<field enum="BID" name="MDEntryType" number="269"><![CDATA[0]]></field>
<field name="MDEntryID" number="278"><![CDATA[1]]></field>
<field name="Symbol" number="55"><![CDATA[USD/JPY]]></field>
<field name="MDEntryPx" number="270"><![CDATA[90.449]]></field>
<field name="Currency" number="15"><![CDATA[USD]]></field>
<field name="MDEntrySize" number="271"><![CDATA[6000000]]></field>
<field name="NumberOfOrders" number="346"><![CDATA[2]]></field>
</group>
<group>
<field enum="NEW" name="MDUpdateAction" number="279"><![CDATA[0]]></field>
<field enum="OFFER" name="MDEntryType" number="269"><![CDATA[1]]></field>
<field name="MDEntryID" number="278"><![CDATA[2]]></field>
<field name="Symbol" number="55"><![CDATA[USD/JPY]]></field>
<field name="MDEntryPx" number="270"><![CDATA[90.456]]></field>
<field name="Currency" number="15"><![CDATA[USD]]></field>
<field name="MDEntrySize" number="271"><![CDATA[1000000]]></field>
<field name="NumberOfOrders" number="346"><![CDATA[1]]></field>
</group>
</body>
<trailer>
<field name="CheckSum" number="10"><![CDATA[041]]></field>
</trailer>
</message>
*but quickfix insists it isn't and generates this ...*
<message>
<header>
<field name="BeginString" number="8"><![CDATA[FIX.4.2]]></field>
<field name="BodyLength" number="9"><![CDATA[109]]></field>
<field name="MsgSeqNum" number="34"><![CDATA[3]]></field>
<field enum="Reject" name="MsgType" number="35"><![CDATA[3]]></field>
<field name="SenderCompID" number="49"><![CDATA[SENDER]]></field>
<field name="SendingTime"
number="52"><![CDATA[20091221-03:19:07.639]]></field>
<field name="TargetCompID" number="56"><![CDATA[TARGET]]></field>
</header>
<body>
<field name="RefSeqNum" number="45"><![CDATA[3]]></field>
<field name="Text" number="58"><![CDATA[Tag appears more than
once]]></field>
<field name="RefTagID" number="371"><![CDATA[15]]></field>
<field name="RefMsgType" number="372"><![CDATA[X]]></field>
</body>
<trailer>
<field name="CheckSum" number="10"><![CDATA[111]]></field>
</trailer>
</message>*
If I look in Session::next() with this ...
std::cout << "DEBUG : Session::next() : BEGIN MESSAGE" << std::endl;
std::cout << message.toXML() <<
std::endl;
std::cout << "DEBUG : Session::next() : END MESSAGE" << std::endl;
I see this ...
DEBUG : Session::next() : BEGIN MESSAGE
<message>
<header>
<field number="8"><![CDATA[FIX.4.2]]></field>
<field number="9"><![CDATA[221]]></field>
<field number="35"><![CDATA[X]]></field>
<field number="34"><![CDATA[3]]></field>
<field number="49"><![CDATA[CNX]]></field>
<field number="52"><![CDATA[20091221-05:48:36.020]]></field>
<field number="56"><![CDATA[int2mansing2str]]></field>
</header>
<body>
<field number="15"><![CDATA[USD]]></field>
<field number="15"><![CDATA[USD]]></field>
<field number="55"><![CDATA[USD/JPY]]></field>
<field number="55"><![CDATA[USD/JPY]]></field>
<field number="262"><![CDATA[2009-12-21-05:48:35]]></field>
<field number="268"><![CDATA[2]]></field>
<field number="269"><![CDATA[0]]></field>
<field number="269"><![CDATA[1]]></field>
<field number="270"><![CDATA[90.301]]></field>
<field number="270"><![CDATA[90.307]]></field>
<field number="271"><![CDATA[1000000]]></field>
<field number="271"><![CDATA[1000000]]></field>
<field number="278"><![CDATA[1]]></field>
<field number="278"><![CDATA[2]]></field>
<field number="279"><![CDATA[0]]></field>
<field number="279"><![CDATA[0]]></field>
<field number="346"><![CDATA[1]]></field>
<field number="346"><![CDATA[1]]></field>
</body>
<trailer>
<field number="10"><![CDATA[017]]></field>
</trailer>
</message>
DEBUG : Session::next() : END MESSAGE
and of course this is the result ...
DEBUG : DataDictionary::validate()
field = 8
field = 9
field = 35
field = 34
field = 49
field = 52
field = 56
field = 10
field = 15
field = 15
DEBUG : Session::next() : catch RepeatedTag
The field data in the message body is sorted and without the grouping
information.
--
chris boucher
"In this house we obey the laws of thermodynamics!" - H. Simpson
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