Re: [Quickfix-users] Problem with custom data dictionary

[Grant B. <gbi...@co...>]

 I think you can just delete all the "value" tags inside the field tag.
 They don't make sense with a string field.  Basically, just make the
TrdType field look like any other string field.

-Grant


On Mon, Feb 7, 2011 at 1:27 PM, Dan Bonnett <dbo...@so...> wrote:

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> Hi,
>
>
>
> I’m using quickfix 4.4 with .NET.  I have a need to take a Trade Capture
> message stored as a string, and then create the Trade Capture object from
> that.
>
>
>
> It has been working fine, but now I’m needing to use TrdType (828) from
> ICE.  Per the FIX spec, this should be an int, but ICE can send characters,
> so I tried to change the FIX44.xml file to define this field as a string.
>
>
>
> <field number="828" name="TrdType" type="STRING">
>
>       <value enum="0" description="REGULAR_TRADE" />
>
>       <value enum="1" description="BLOCK_TRADE" />
>
>       <value enum="2" description="EFP" />
>
>       <value enum="3" description="TRANSFER" />
>
>       <value enum="4" description="LATE_TRADE" />
>
>       <value enum="5" description="T_TRADE" />
>
>       <value enum="6" description="WEIGHTED_AVERAGE_PRICE_TRADE" />
>
>       <value enum="7" description="BUNCHED_TRADE" />
>
>       <value enum="8" description="LATE_BUNCHED_TRADE" />
>
>       <!--<value enum="9" description="PRIOR_REFERENCE_PRICE_TRADE" />-->
>
>       <value enum="9" />
>
>       <!-- CCX EFP Trade -->
>
>       <value enum="K" />
>
>       <!-- Block Trade -->
>
>       <value enum="E" />
>
>       <!-- EFP Trade -->
>
> ….
>
>
>
>
>
> When I get a trade where 828=E, I get an exception when the Trade Capture
> object is set using this code:
>
>
>
> var trade = new TradeCaptureReport();
>
> trade.setString(message, true, new QuickFix.DataDictionary(
> “C:\IceConfig\FIX44.xml”));
>
>
>
>
>
> {"Exception of type 'QuickFix.InvalidMessage' was thrown."}
> System.Exception {QuickFix.InvalidMessage}
>
>
>
> What am I doing wrong?
>
>
>
> Thanks,
>
> Dan
>
>
>
>
>
>
>
>
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