Re: [Quickfix-developers] Conditional Required Tag?
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From: James D. <jc...@co...> - 2011-10-07 00:42:10
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Hei, In FIX, a conditionally required field is a field that is required only when another field in the message is set or set to a specific value. In this case, the BusinessMessageReject message (j) is communicating to you that the conditionally required field Price (44) is missing from the executionReport (RefMsgType (372)=8 with RefSeqNum(45) = 1077). The reject reason is given in tags 380=5 and 58=Conditionally Required Field Missing (44). Price (44) is *CONDITIONALLY *required when OrdType (40) is set to Limit (2) or any other order type that requires a price (stoplimit, limitOnClose...). I would suggest spending some quality time with the FIX Protocol Specifications. FIX 4.2 is a quick and fun read and will give you a basic understanding of the Protocol, order states and message recovery. Jim On Thu, Oct 6, 2011 at 6:38 PM, Hei Chan <str...@ya...> wrote: > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > > Hi, > > I wonder what's the difference between "conditional required tag" and > "required tag". > > I am using the latest QuickFIX C++, and QuickFIX generated the following in > response to an execution report from my vendor: > 20111006-23:17:37.049 : > 8=FIXT.1.1^A9=171^A35=j^A34=1081^A49=[ccc]^A50=[bbb]^A52=20111006-23:17:37.049^A56=[xxx]^A57=[yyy]^A142=[aaa]^A45=1077^A58=Conditionally > Required Field Missing (44)^A372=8^A380=5^A10=078^A > > However, in the application dictionary file, I do set "required" to "N" for > Price (tag 44). > > Any idea? > > Thanks in advance. > > > Cheers, > Hei > > > ------------------------------------------------------------------------------ > All the data continuously generated in your IT infrastructure contains a > definitive record of customers, application performance, security > threats, fraudulent activity and more. Splunk takes this data and makes > sense of it. Business sense. IT sense. Common sense. > http://p.sf.net/sfu/splunk-d2dcopy1 > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > |