Re: [Quickfix-users] 35=h does not return a 0,1,2,3 etc. .....
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From: Grant B. <gbi...@co...> - 2011-03-11 21:21:25
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Normally, I'd guess that NADEX has made customizations to their FIX DataDictionary, as most counterparties do. In this case, though, I'm not sure why QuickFIX is rejecting it. According to Fiximate (http://fixprotocol.org/FIXimate3.0/), tag 336 (TradingSessionID) is a string type. QF shouldn't care about the value in a string field, it should just relay it to your app's logic. Can you post the troublesome message that you got from NADEX? (Please convert the NULL characters to spaces or pipes.) -Grant On Fri, Mar 11, 2011 at 1:57 PM, Contact BlackWave Technologies <co...@bl...> wrote: > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > > I am in the process of starting a QuickFix project with the NADEX exchange which uses FIXT11 and FiX5SP2. > I am using the Martket Data Gateway, in response to the 35=A message, NADEX returns a 35=h message. Within this message, tag 336 – TradingSessionID is returned as 'Nadex' , not 0,1,2,3,etc as specified by the Dictionary. This causes QuickFix to reject the message completely and never setup a session for further usage. > So, I need some guidance on how to attack this problem. Any thoughts? > Best Regards > Dean Reese > BlackWave Technologies > www.blackwavetechnologies.com > ------------------------------------------------------------------------------ > Colocation vs. Managed Hosting > A question and answer guide to determining the best fit > for your organization - today and in the future. > http://p.sf.net/sfu/internap-sfd2d > _______________________________________________ > Quickfix-users mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-users > > |