Re: [Quickfix-users] 35=h does not return a 0,1,2,3 etc. .....
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From: John V. <jva...@co...> - 2011-03-17 20:27:08
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And you've tried adding... <value enum='Nadex' description='Nadex' /> ...to the list of enums for TradingSessionID in FIX50SP2.xml? I'm assuming yes, but just wanted to check anyway. The odd part of that Data Dictionary is also that there's enums below a STRING field. I wonder, have you tried removing all the enums and just making the line read... <field number='336' name='TradingSessionID' type='STRING' /> ...? John Vatianou Connamara Systems, LLC On Thu, Mar 17, 2011 at 3:08 PM, Dean Reese < co...@bl...> wrote: > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > My full config is below. > > > [DEFAULT] > ConnectionType=initiator > SenderCompID=AGORA1-MD > TargetCompID=NDXMD > FileLogPath=./ > FileStorePath=./ > LogonTimeout=15 > ReconnectInterval=20 > ResetOnLogon=Y > ResetOnLogout=Y > > ScreenLogShowHeartBeats=N > > Timezone=America/New_York > StartDay=Sunday > StartTime=00:00:00 > EndDay=Sunday > EndTime=00:00:00 > > ValidateUserDefinedFields=N > ValidateFieldsHaveValues=N > ValidateFieldsOutOfOrder=N > AllowUnknownMsgFields=Y > SocketTcpNoDelay=Y > > UseDataDictionary=Y > > > [SESSION] > BeginString=FIXT.1.1 > DefaultApplVerID=FIX.5.0SP2 > HeartBtInt=30 > SocketConnectPort=7710 > SocketConnectHost=demo-fix.nadex.com > > EncryptMethod=0 > Password=password > UserName=AGORA1 > TransportDataDictionary=FIXT11.xml > AppDataDictionary=FIX50SP2.xml > > > > > > On 3/17/2011 2:55 PM, Grant Birchmeier 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 > >>>> > >>>> > ------------------------------------------------------------------------- > >>>> ----- > >>>> 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 > >>>> > >>>> > >> > >> > > > > > ------------------------------------------------------------------------------ > 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 > |