Re: [Quickfix-developers] QuickFix Quote Request Message: Set fields in particular order
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Re: [Quickfix-developers] QuickFix Quote Request Message: Set fields in particular order
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From: Grant B. <gbi...@co...> - 2011-10-17 15:55:06
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May I ask which broker this is? It might help also if you post the message and the rejection that they are sending back. On Mon, Oct 17, 2011 at 9:47 AM, Rasheed Waraich <ras...@gm...>wrote: > Yes Andrew - unfortunately it has been imposed by the broker :( I have > spent couple of hours just to figure out why my messages are being rejected > by the broker and the reason which now their support has also confirmed is > "out of order fields"... > > and also the QF QuoteRequest message ctors doesn't accept int[] ... > > QuickFix44.QuoteRequest message = new QuickFix44.QuoteRequest(); > QuickFix44.QuoteRequest message = new QuickFix44.QuoteRequest(QuoteReqId > id); > > thanks for the help and cooperation... any other suggestions? > > > On Mon, Oct 17, 2011 at 4:27 PM, Andrew Culross < > And...@tw...> wrote: > >> Rasheed, >> >> >> >> Are you sure the order imposed by your broker in not in a group? >> >> >> >> I’ve had this imposed by some counterparties (don’t you just love >> STANDARDS?) and remember a way to pass an int[] that held the order of the >> tags. As Grant mentioned this might have just been a group by field however. >> Might want to check out the CTORS for the messages you are trying to create >> and see if any method signature takes this int[] I’m talking about. >> >> >> >> Andrew Culross >> >> Direct +1 (914) 220-8849 >> >> www.TwoFour.com <http://www.twofour.com/> >> >> >> >> *From:* Rasheed Waraich [mailto:ras...@gm...] >> *Sent:* Monday, October 17, 2011 10:16 AM >> *To:* Grant Birchmeier >> *Cc:* qui...@li... >> *Subject:* Re: [Quickfix-developers] QuickFix Quote Request Message: Set >> fields in particular order >> >> >> >> Thanks Grant, >> >> The thing is the acceptor application of my broker is rejecting my >> messages only due to improper order of the fields in the messages... >> >> So, I am kind of stuck now... as QF doesn't support ordering fields and my >> broker application doesn't accept out of order fields.. >> >> Any other suggestions? Is there any FIX engine which supports it? >> >> On Mon, Oct 17, 2011 at 4:10 PM, Grant Birchmeier < >> gbi...@co...> wrote: >> >> In FIX, the order of fields within the message body does not matter >> (outside of repeating groups). If you wish for a specific ordering, you are >> imposing a restriction than FIX does not mandate. >> >> >> >> Thus, I don't believe QF has support for what you are trying to do. It >> always resorts the fields in numerical order (outside of repeating groups) >> as a side-effect of the way it stores fields internally. >> >> >> >> (Within repeating groups, FIX mandate that ordering must be obeyed in >> accordance with that specified in your DataDictionary.) >> >> >> >> -Grant >> >> >> >> On Mon, Oct 17, 2011 at 5:25 AM, Rasheed Waraich < >> ras...@gm...> wrote: >> >> QuickFIX Documentation: >> http://www.quickfixengine.org/quickfix/doc/html/index.html >> QuickFIX Support: http://www.quickfixengine.org/services.html >> >> >> >> >> Hi Experts, >> >> I want to send fields of quickfix quote request message in particular >> order. >> >> Can you please guide me how can I achieve that? >> >> It doesn't matter in which order do I set the fields in my code, the >> quickfix engine some how re-arranges them to some different order... >> >> Thanks for help and guidance. >> >> -- >> //Regards >> Rasheed >> >> >> ------------------------------------------------------------------------------ >> 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-d2d-oct >> _______________________________________________ >> Quickfix-developers mailing list >> Qui...@li... >> https://lists.sourceforge.net/lists/listinfo/quickfix-developers >> >> >> >> >> >> >> -- >> //Regards >> Rasheed >> > > > > -- > //Regards > Rasheed > |
