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

SourceForge Headquarters 225 Broadway Suite 1600 San Diego, CA 92101 +1 (858) 422-6466

Check the event log generated by QuickFIX.
If you don't see any problem, you should contact the market data provider since it is provider specific (most the time).

________________________________
From: "ch...@gm..." <ch...@gm...>
To: qui...@li...
Sent: Sun, January 24, 2010 9:50:08 AM
Subject: [Quickfix-developers] Unable to send Market Data Request to FIX server

QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html

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.4.49=8835=A34=149=TW50=user352=20100124-17:41:37.69756=ISLD96=12345678998=0108=1010=124
8=FIX.4.49=7235=A49=ISLD56=TW34=152=20100124-17:41:3557=user3108=1098=010=076
8=FIX.4.49=20135=V1=ACCT1@TW15=USD34=238=1000049=TW50=user352=20100124-

17:41:44.22855=GBP/USD56=ISLD57=qfstream108=10146=1265=0448=BANK1453=1262=MARKETDATAID263=1264=1267=2269=0269=110=026
8=FIX.4.49=17235=X49=ISLD56=TW34=252=20100124-17:41:40115=BANK157=user3262=MARKETDATAID268=2279=2269=0279=2269=158=Provider 

withdrawing customer from a shared stream.10=072
8=FIX.4.49=13035=334=349=TW50=user352=20100124-17:41:44.86756=ISLD128=BANK145=258=Tag
appears more than once371=269372=X373=1310=064
8=FIX.4.49=7335=134=449=TW50=user352=20100124-17:41:51.67556=ISLD112=TEST10=002
8=FIX.4.49=6935=049=ISLD56=TW34=352=20100124-17:41:4757=user3112=TEST10=065
8=FIX.4.49=6435=034=549=TW50=user352=20100124-17:42:01.67756=ISLD10=238
8=FIX.4.49=6035=049=ISLD56=TW34=452=20100124-17:41:5757=user310=040
8=FIX.4.49=20135=V1=ACCT1@TW15=USD34=638=1000049=TW50=user352=20100124-

17:42:05.01655=GBP/USD56=ISLD57=qfstream108=10146=1265=0448=BANK1453=1262=MARKETDATAID263=1264=1267=2269=0269=110=023
8=FIX.4.49=17335=Y49=ISLD56=TW34=552=20100124-17:42:0157=user3262=MARKETDATAID58=:Requesting
to start a stream from a provider (BANK1) 

which is already streaming for GBP.USD10=125
8=FIX.4.49=10035=j34=749=TW52=20100124-17:42:05.42056=ISLD45=558=Unsupported
Message Type372=Y380=310=200
8=FIX.4.49=6035=049=ISLD56=TW34=652=20100124-17:42:1157=user310=033
8=FIX.4.49=6435=034=849=TW50=user352=20100124-17:42:15.41656=ISLD10=237
8=FIX.4.49=6035=049=ISLD56=TW34=752=20100124-17:42:2157=user310=035
8=FIX.4.49=6435=534=949=TW50=user352=20100124-17:42:25.41756=ISLD10=245
8=FIX.4.49=6035=549=ISLD56=TW34=852=20100124-17:42:2157=user310=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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