Re: [Quickfix-developers] Conditional Required Tag?

[Hei C. <str...@ya...>]

Nevermind.

I found the issue.

QuickFIX actually doesn't enforce anything so called "conditionally required".

It is my code that tried to access tag 44 in Application::fromApp() callback, which is called inside Session::next().  Any part inside Application::fromApp() triggers a FieldNotFound exception will be considered "conditionally required tag is missing".


Thanks.



Cheers,
Hei



________________________________
From: Hei Chan <str...@ya...>
To: James Downs <jc...@co...>
Cc: "qui...@li..." <qui...@li...>
Sent: Thursday, October 6, 2011 6:25 PM
Subject: Re: [Quickfix-developers] Conditional Required Tag?


Hi,

Thanks for your quick reply.

How do I make QuickFIX not condititonally require tag 44 in an Execution Report message in response to a limit order?  I already set "required" to "N" for tag 44 in Execution Report in the application dictionary.  It doesn't seem working.

Thanks in advance.


Cheers,
Hei


________________________________
From: James Downs <jc...@co...>
To: Hei Chan <str...@ya...>
Cc: "qui...@li..." <qui...@li...>
Sent: Thursday, October 6, 2011 5:17 PM
Subject: Re: [Quickfix-developers] Conditional Required Tag?


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
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