[Quickfix-developers] RES: RES: Question about messages other party's messages being rejected by qu
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[Quickfix-developers] RES: RES: Question about messages other party's messages being rejected by quickfix (FIX 4.2)
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From: Clebson D. F. P. <Cle...@cm...> - 2011-01-06 11:37:30
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Can't follow you here, man. FIX4.2 could use groups too, take a look at file FIX42.xml ( deployed with quickfix ). Try to turn on the dictionary validation, UseDataDictionary = true. -----Mensagem original----- De: Pierre El-khoury [mailto:pi...@al...] Enviada em: quarta-feira, 15 de dezembro de 2010 07:44 Para: Clebson Derivan Ferreira Paz; Antonio Botelho; 'qui...@li...' Assunto: SV: [Quickfix-developers] RES: Question about messages other party's messages being rejected by quickfix (FIX 4.2) Hi Guys Well according to this disscuion, I did not get the end of it. According to my little knowledge of fix I would say: Since FIX4.2 does not include groups one can set UseDataDictionary = false in the config file, this will disable the verification of the incoming message and they will pass through to the application layer. For FIX4.4 this is a little bit compelecated, and we have to cast an exception (not to send) from toAdmin function, but what I do not know is how to let the received message pass through to the Application layer. o:(. I will be looking at that. Med venlig hilsen / Best regards Pierre El-khoury Software Developer pi...@al... / email +45 6313 6503 / direct tel. ALOC ¦ WE SIMPLY PROVIDE BETTER OVERVIEW! ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ALOC A/S ¦ EDISONSVEJ 1 ¦ DK-5000 ODENSE C +45 6313 6100 / TEL. ¦ WWW.ALOC.DK -----Oprindelig meddelelse----- Fra: Clebson Derivan Ferreira Paz [mailto:Cle...@cm...] Sendt: 2. december 2010 13:41 Til: Antonio Botelho; 'qui...@li...' Emne: [Quickfix-developers] RES: Question about messages other party's messages being rejected by quickfix (FIX 4.2) QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX Support: http://www.quickfixengine.org/services.html You should been receiving a session level reject ( message: 3 ), this kind of messages comes through toAdmin and not on toApp ( where u handle exc/rpt ). Check up your YOURSESSION-messages.log file. Let us see the messages. -----Mensagem original----- De: Antonio Botelho [mailto:abo...@ca...] Enviada em: quinta-feira, 2 de dezembro de 2010 09:45 Para: 'qui...@li...' Assunto: [Quickfix-developers] Question about messages other party's messages being rejected by quickfix (FIX 4.2) QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX Support: http://www.quickfixengine.org/services.html Hi, First of all, let me apologize if this is a trivial issue or if it has been discussed before. I am having the following issue using FIX 4.2: - I send a well-formed, valid message to a broker - The broker responds with an invalid execution report message (once a missing tag 55, another time an invalid value in tag 22). - Quickfix notifies me of the rejection, but not of the rejected message, resulting in losing synchronicity between my internal order status and the order status at the broker. Another way to look at this is: Outbound message 1 to broker (new single order): okay Inbound message 1 to firm (accept single order): rejected by quickfix because of missing required field (55), not seen by application Outbound message 2 to broker (reject message): can see that from application, but cannot link this to the original order since can't see inbound message What is the usual way of dealing with this situation? Thanks in advance! 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