Re: [Quickfix-users] Conditionally required Field
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From: Joaquín G. <j.g...@ra...> - 2010-10-15 16:53:55
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Hi Grant, You're right. That's exactly what is happening. I just added a bit of code to check if SecurityType is FUTURES before reading field 200 and the problem is over. Thank you! El 15/10/2010, a las 17:59, Grant Birchmeier escribió: Oh, sorry, I read your first mail wrong (obviously). I have two thoughts: 1) Does your data dictionary indicate that this field is optional and not required? (It's probably fine.) 2) In my experience with the Java version of QF, if your app code requests a field that isn't there, the exception that is thrown will give a bahavior similar to what you are seeing. (I guess the reasoning is: "it's not required in the dictionary, but the code is requesting it, so it must be conditionally required!") So I suggest checking your app code and making sure you aren't extracting field 200 without first checking that it's there. -Grant On Fri, Oct 15, 2010 at 10:49 AM, Joaquín Gracia <j.g...@ra...> wrote: > Thanks for your reply, Grant. > > My broker is not requiring this field for stock trades, nor sending > it in > the execution report message. They say that somehow my fix engine is > expecting this field eventhough it's not required. > > And that sounds logical to me because I send a NewOrderSingle > message to buy > a stock (no field 200), and an execution report comes in (no field 200 > either) and quickfix rejects it because: "Conditionally Required Field > Missing:200" > > > El 15/10/2010, a las 17:38, Grant Birchmeier escribió: > > You should first check your broker's interface specification. > > Even though the base FIX specificaiton says the field is optional, > your counterparty may mandate it. > > -Grant > > On Fri, Oct 15, 2010 at 10:22 AM, Joaquín Gracia <j.g...@ra...> > wrote: >> >> QuickFIX Documentation: >> http://www.quickfixengine.org/quickfix/doc/html/index.html >> QuickFIX Support: http://www.quickfixengine.org/services.html >> >> Hi All, >> >> My quickfix engine is rejecting fill messages from my broker because >> of a missing optional field. >> >> This particular field is the contract maturity, which is not needed >> for stocks. In fact, I am not sending this field when I place the >> order. >> >> Why a message is rejected when it's missing an optional field and it >> is not needed? >> >> Thank you. >> >> >> ------------------------------------------------------------------------------ >> Download new Adobe(R) Flash(R) Builder(TM) 4 >> The new Adobe(R) Flex(R) 4 and Flash(R) Builder(TM) 4 (formerly >> Flex(R) Builder(TM)) enable the development of rich applications >> that run >> across multiple browsers and platforms. Download your free trials >> today! >> http://p.sf.net/sfu/adobe-dev2dev >> _______________________________________________ >> Quickfix-users mailing list >> Qui...@li... >> https://lists.sourceforge.net/lists/listinfo/quickfix-users >> > > |