Re: [Quickfix-developers] Duplicate tag 9 on FIX 4.2 Message

[Vipula <vi...@ya...>]

Hi Kenny,

The generated message was

8=FIX.4.29=2839=28335=F34=173049=SYST52=20110819-07:24:52.11356=MS1=GN411=20110819_b0558160-94cb-44a8-8fe8-df60abc303b638=47040=241=20110819_b85e32bd-247e-4103-ae08-84476c4f072544=193048=ITRK LN50=TradeUser154=555=ITRK LN Equity57=DMA60=20110819-07:24:526100=225710=21410=214


I have a WCF contract where trading client apps submit orders and then I create a new instance of NewOrderSingle per order as below 

protected override bool SubmitOrder()
{
QuickFix42.NewOrderSingle newSingleOrder = new 
QuickFix42.NewOrderSingle(ClOrderID, HandInst, Symbol, Side, 
TransactTime, OrderType);

if (Account != null)
newSingleOrder.setField(Account);
newSingleOrder.setField(TargetSubID);
newSingleOrder.setField(SecurityType);
newSingleOrder.setField(SecurityID);
newSingleOrder.setField(IDSource);
newSingleOrder.setField(OrderQuantity);
newSingleOrder.setField(Price);

if (OrderType.getValue() == QuickFix.OrdType.STOP || OrderType.getValue() == QuickFix.OrdType.STOP_LIMIT)
{
newSingleOrder.setField(StopPrice);
}

newSingleOrder.setField(SecurityType);
if (SecurityType.ToString() == QuickFix.SecurityType.FUTURE)
newSingleOrder.setField(CurrencyCode);
else
newSingleOrder.setField(CurrencyCode);

newSingleOrder.setField(TransactTime);
newSingleOrder.setField(TimeInForce);
newSingleOrder.setField(6100, StrategyID);

if (AlgoWaveID != null)
newSingleOrder.setField(6101, AlgoWaveID);

newSingleOrder.setField(SenderSubID);
if (ListID != null)
newSingleOrder.setField(ListID);

if (BookingType != null)
newSingleOrder.setField(7750, Convert.ToString(BookingType));

return Session.sendToTarget(newSingleOrder, SENDER_COMP_ID, TARGET_COMP_ID);
}


This is random and tend to happen when trying to process a large volume of orders. 


Thanks
Vips




>________________________________
>From: Kenny Stone <ks...@co...>
>To: Vipula <vi...@ya...>
>Cc: "qui...@li..." <qui...@li...>
>Sent: Friday, August 19, 2011 1:35 PM
>Subject: Re: [Quickfix-developers] Duplicate tag 9 on FIX 4.2 Message
>
>
>Sounds pretty strange to me.  Can you post a log of when this happens?
>
>
>How are you using (reusing) objects?
>
>--
>Kenny Stone
>Connamara Systems, LLC
>
>
>
>On Fri, Aug 19, 2011 at 6:30 AM, Vipula <vi...@ya...> wrote:
>
>QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
>>QuickFIX Support: http://www.quickfixengine.org/services.html
>>
>>
>>
>>Hi,
>>I'm using C# .NET 4.0 FIX 4.2  and sometimes my generated messages have duplicate tag 9 <BodyLength>. There for the CheckSum is invalid and the counterparty is rejecting the messages. This seems to happen when I try to send out a high volume of messages out. Other than that it is very random. Has anyone experienced a similar issue and appreciate any advice.
>>
>>
>>Thanks
>>Vips
>>
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