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

[John V. <jva...@co...>]

Dean:

I was not able to replicate your issue.  At this point, I'm personally stuck
at what the problem is, but I did try to implement the TradingSessionStatus
using QuickFIX examples, use a Data Dictionary that did not have the
specified enum and get the same error you received, then updated the Data
Dictionary and successfully got past the TradingSessionStatus message.
Admitedly, I'm not as technical as others, so at this point, hopefully
someone else in the community can help with your issue.

I had some trouble getting the acceptance tests to work, so I decided to see
if I can get executor and tradeclient to deal with the TradingSessionStatus
message.  Here's what I did in executor/Application.cpp...

#include "quickfix/fix50/TradingSessionStatus.h"

void Application::onLogon( const FIX::SessionID& sessionID )
        {
        FIX50::TradingSessionStatus tradingSessionStatus =
FIX50::TradingSessionStatus (
        FIX::TradingSessionID("jv"),
        FIX::TradSesStatus(2)
        );

        try
        {
                FIX::Session::sendToTarget( tradingSessionStatus, sessionID
);
        }
        catch ( FIX::SessionNotFound& ) {}
        }

All I'm doing here is saying the executor should send a TradingSessionStatus
message upon successful Logon.

Next in tradeclient/Appliation.h, I added...
#include "quickfix/fix50/TradingSessionStatus.h"
void onMessage( const FIX50::TradingSessionStatus&, const FIX::SessionID& );

And in tradeclient/Application.cpp I added...
void Application::onMessage
( const FIX50::TradingSessionStatus & msg, const FIX::SessionID& )
{
        FIX::TradSesStatus status;
        msg.get(status);
        std::cout << "trading session status received: " << status <<
std::endl;
}

Both executor and tradeclient share the same FIX50SP2.xml that ships with
QuickFIX, which contains the lines...
<field number='336' name='TradingSessionID' type='STRING'>
   <value enum='1' description='DAY' />
   <value enum='2' description='HALFDAY' />
   <value enum='3' description='MORNING' />
   <value enum='4' description='AFTERNOON' />
   <value enum='5' description='EVENING' />
   <value enum='6' description='AFTER_HOURS' />
   <value enum='jv' description='JV' />
  </field>

I fired up the executor, then tried to connect tradeclient before adding the
'jv' enum to the Data Dictionary, and I got...
<20110318-21:24:48.816, FIXT.1.1:CLIENT1->EXECUTOR, incoming>

(8=FIXT.1.1|9=79|35=h|34=38|49=EXECUTOR|52=20110318-21:24:48.816|56=CLIENT1|1128=7|336=jv|340=2|10=001|)
<20110318-21:24:48.816, FIXT.1.1:CLIENT1->EXECUTOR, event>
  (Message 38 Rejected: Value is incorrect (out of range) for this tag:336)
<20110318-21:24:48.816, FIXT.1.1:CLIENT1->EXECUTOR, outgoing>

(8=FIXT.1.1|9=135|35=3|34=27|49=CLIENT1|52=20110318-21:24:48.816|56=EXECUTOR|45=38|58=Value
is incorrect (out of range) for this tag|371=336|372=h|373=5|10=221|)

I then added the enum and received...
<20110318-21:25:57.459, FIXT.1.1:CLIENT1->EXECUTOR, incoming>

(8=FIXT.1.1|9=79|35=h|34=40|49=EXECUTOR|52=20110318-21:25:57.459|56=CLIENT1|1128=7|336=jv|340=2|10=254|)
trading session status received: 2

IN:
8=FIXT.1.1|9=79|35=h|34=40|49=EXECUTOR|52=20110318-21:25:57.459|56=CLIENT1|1128=7|336=jv|340=2|10=254|

Then the application successfully heartbeat with each other.

Sorry, I could not replicate your problem.  Seems like the Data Dictionary
update worked for me.  So something else must be going on.

Regards,
John Vatianou
Connamara Systems, LLC

On Thu, Mar 17, 2011 at 6:01 PM, Contact BlackWave Technologies <
co...@bl...> wrote:

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