Re: [Quickfix-users] 35=h does not return a 0,1,2,3 etc. .....

[Dean R. <co...@bl...>]

Grant --

Thank you for the response:  Here is the complete listing.

<outgoing>
   (8=FIXT.1.1 9=106 35=A 34=1 49=ABC123-MD 52=20110311-21:40:37.359 
56=NDXMD 98=0 108=30 141=Y 553=ABC123 554=password 1137=9 10=127 )

<event>
   (Initiated logon request)
<incoming>
   (8=FIXT.1.1 9=82 35=A 34=1 56=ABC123-MD 49=NDXMD 
52=20110311-21:40:38.527 141=Y 108=30 1137=9 98=0 10=139 )

<event>
   (Logon contains ResetSeqNumFlag=Y, reseting sequence numbers to 1)

---------- fromAdmin -------------
(8=FIXT.1.1 9=82 35=A 34=1 49=NDXMD 52=20110311-21:40:38.527 
56=ABC123-MD 98=0 108=30 141=Y 1137=9 10=139
<event>
   (Received logon response)
  ---------- onLogon -------------
<incoming>
   (8=FIXT.1.1 9=73 35=h 34=2 56=ABC123-MD 49=NDXMD 
52=20110311-21:40:38.855 336=Nadex 340=2 10=255 )

<event>
   (Message 2 Rejected: Value is incorrect (out of range) for this tag:336)

  ---------- toAdmin -------------


<20110311-21:40:38.671, FIXT.1.1:ABC123-MD->NDXMD, outgoing>
   (8=FIXT.1.1 9=132 35=3 34=2 49=ABC123-MD 52=20110311-21:40:38.671 
56=NDXMD 45=2 58=Value is incorrect (out of range) for this tag 371=336 
372=h 373=5 10=212 )



The culprit looks to be after the 35=h message is received by QuickFix.  
The (Message 2 Rejected: ... )  line.



Best Regards
Dean


On 3/11/2011 4:21 PM, Grant Birchmeier wrote:
> 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
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