[Quickfix-developers] Unable to send Market Data Request to FIX server

[<ch...@gm...>]

Hi,

Hi am trying send MarketDataRequest to fix server, But i am unable get the
desired reponse from FIX.

Can any one guide me whats the issue.

Thanks,
Asad


Given below is my code for market data request.

void Application::queryMarketDataRequest()
{
  //int version = queryVersion();
  std::cout << "\nMarketDataRequest\n";
 

	FIX::Message message;
	message = queryMarketDataRequest44();

	message.getHeader().setField(35, "V");
	message.getHeader().setField(265, "0");
	message.getHeader().setField(1, "ACCT1@TW");
	//message.getHeader().setField(267, "2");
	message.getHeader().setField(146, "1");
	message.getHeader().setField(55, "GBP/USD");
	message.getHeader().setField(38, "10000");
	message.getHeader().setField(15, "USD");//?????
	message.getHeader().setField(453, "1");

	message.getHeader().setField(448, "BANK1");

	message.getHeader().setField(108, "10");




  FIX::Session::sendToTarget( message,"FIXMDR" );
}


FIX44::MarketDataRequest Application::queryMarketDataRequest44()
{

	
  FIX::MDReqID mdReqID( "MARKETDATAID" );
  FIX::SubscriptionRequestType subType(
FIX::SubscriptionRequestType_SNAPSHOT_PLUS_UPDATES );
  FIX::MarketDepth marketDepth( 1 );

  FIX44::MarketDataRequest::NoMDEntryTypes marketDataEntryGroup;
  FIX::MDEntryType mdEntryType( FIX::MDEntryType_BID );
  //FIX::MDEntryType mdEntryType( FIX::MDEntryType_OFFER );
	FIX44::MarketDataRequest message( mdReqID, subType, marketDepth );
	marketDataEntryGroup.set( mdEntryType );
	message.addGroup( marketDataEntryGroup );

  
	FIX::MDEntryType mdEntryType1( FIX::MDEntryType_OFFER );
	marketDataEntryGroup.set( mdEntryType1 );
	message.addGroup( marketDataEntryGroup );


	message.getHeader().setField(FIX::SenderCompID("TW"));
	message.getHeader().setField(FIX::TargetCompID("ISLD"));
	message.getHeader().setField(FIX::TargetSubID("qfstream"));
	message.getHeader().setField(FIX::SenderSubID("user3"));


  std::cout << message.toString() << std::endl;

  return message;
}

MY qfix logs are as follows:

8=FIX.4.4
9=88
35=A
34=1
49=TW
50=user3
52=20100124-17:41:37.697
56=ISLD
96=123456789
98=0
108=10
10=124

8=FIX.4.4
9=72
35=A
49=ISLD
56=TW
34=1
52=20100124-17:41:35
57=user3
108=10
98=0
10=076

8=FIX.4.4
9=201
35=V
1=ACCT1@TW
15=USD
34=2
38=10000
49=TW
50=user3
52=20100124-

17:41:44.228
55=GBP/USD
56=ISLD
57=qfstream
108=10
146=1
265=0
448=BANK1
453=1
262=MARKETDATAID
263=1
264=1
267=2
269=0
269=1
10=026

8=FIX.4.4
9=172
35=X
49=ISLD
56=TW
34=2
52=20100124-17:41:40
115=BANK1
57=user3
262=MARKETDATAID
268=2
279=2
269=0
279=2
269=1
58=Provider 

withdrawing customer from a shared stream.
10=072

8=FIX.4.4
9=130
35=3
34=3
49=TW
50=user3
52=20100124-17:41:44.867
56=ISLD
128=BANK1
45=2
58=Tag
appears more than once
371=269
372=X
373=13
10=064

8=FIX.4.4
9=73
35=1
34=4
49=TW
50=user3
52=20100124-17:41:51.675
56=ISLD
112=TEST
10=002

8=FIX.4.4
9=69
35=0
49=ISLD
56=TW
34=3
52=20100124-17:41:47
57=user3
112=TEST
10=065

8=FIX.4.4
9=64
35=0
34=5
49=TW
50=user3
52=20100124-17:42:01.677
56=ISLD
10=238

8=FIX.4.4
9=60
35=0
49=ISLD
56=TW
34=4
52=20100124-17:41:57
57=user3
10=040

8=FIX.4.4
9=201
35=V
1=ACCT1@TW
15=USD
34=6
38=10000
49=TW
50=user3
52=20100124-

17:42:05.016
55=GBP/USD
56=ISLD
57=qfstream
108=10
146=1
265=0
448=BANK1
453=1
262=MARKETDATAID
263=1
264=1
267=2
269=0
269=1
10=023

8=FIX.4.4
9=173
35=Y
49=ISLD
56=TW
34=5
52=20100124-17:42:01
57=user3
262=MARKETDATAID
58=:Requesting
to start a stream from a provider (BANK1) 

which is already streaming for GBP.USD
10=125

8=FIX.4.4
9=100
35=j
34=7
49=TW
52=20100124-17:42:05.420
56=ISLD
45=5
58=Unsupported
Message Type
372=Y
380=3
10=200

8=FIX.4.4
9=60
35=0
49=ISLD
56=TW
34=6
52=20100124-17:42:11
57=user3
10=033

8=FIX.4.4
9=64
35=0
34=8
49=TW
50=user3
52=20100124-17:42:15.416
56=ISLD
10=237

8=FIX.4.4
9=60
35=0
49=ISLD
56=TW
34=7
52=20100124-17:42:21
57=user3
10=035

8=FIX.4.4
9=64
35=5
34=9
49=TW
50=user3
52=20100124-17:42:25.417
56=ISLD
10=245

8=FIX.4.4
9=60
35=5
49=ISLD
56=TW
34=8
52=20100124-17:42:21
57=user3
10=041



Here is the config file:


# default settings for sessions
[DEFAULT]
ConnectionType=initiator
ReconnectInterval=20
LogonTimeout=30
StartTime=00:00:00
EndTime=23:00:00
HeartBtInt=10
#SocketConnectHost=localhost
SocketConnectHost=127.0.0.1
SocketConnectPort=9000
FileLogPath=c:\qfixlogs\
FileStorePath=c:\qfixstore\
[SESSION]
BeginString=FIX.4.4
TargetCompID=ISLD
SessionQualifier=FIXMDR
TargetSubID=qfstream
SenderCompID=TW
SenderSubID=user3
RawData=1234567
HeartBtInt=10
FileLogPath=c:\qfixlogs\
FileStorePath=c:\qfixstore\
UseDataDictionary=N
DataDictionary=C:\quickfix-1.12.4\quickfix\spec\FIX44.xml


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