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

[Contact B. T. <co...@bl...>]

In the SP2 data dictionary, there are some enumerated values.  I have
tried replacing, I have tried removing.  In all cases after logon, I get
errors .

I get the 35=h message and QuickFix responds with an error "Unsupported
Message Type" error shown below.

 (Received logon response)
 ---------- onLogon -------------
<20110317-19:53:15.234, FIXT.1.1:AGORA1-MD->NDXMD, incoming>
  (8=FIXT.1.1 
9=7 3
35=h 
34=2 
56=AGORA1-MD 
49=NDXMD

52=20110317-19:53:15.994 
336=Nadex 
340=2
 10=015
)

<20110317-19:53:15.343, FIXT.1.1:AGORA1-MD->NDXMD, event>
  (Message 2 Rejected: Unsupported Message Type)
 ---------- toApp -------------
(8=FIXT.1.1 
9=102 
35=j
 34=2 
49=AGORA1-MD 
52=20110317-19:53:15.343

56=NDXMD 
45=2 
58=Unsupported Message Type
372=h
380=3
10=127


<20110317-19:53:15.343, FIXT.1.1:AGORA1-MD->NDXMD, outgoing>
(8=FIXT.1.1 
9=102 
35=j 
34=2 
49=AGORA1-MD 
52=20110317-19:53:15.343

56=NDXMD
 45=2
 58=Unsupported Message Type
372=h
380=3
10=127
)



It looks to me like QuickFix does not know how to process the 35=h message
and resend a reject message.








On 3/17/11 1:55 PM, "Grant Birchmeier" <gbi...@co...> wrote:

>Are you using the default data dictionary that comes with QF, or have
>you made modifications?  Do you have UseDataDictionary=Y in your spec?
>
>On Tue, Mar 15, 2011 at 1:33 PM, Contact BlackWave Technologies
><co...@bl...> wrote:
>> Grant -
>>
>> Any thoughts on the messages that I posted?
>>
>> -Dean
>>
>>
>>
>> On 3/11/11 4:21 PM, "Grant Birchmeier" <gbi...@co...>
>>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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>>
>>
>>
>