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: Rasheed W. <ras...@gm...> - 2011-10-17 17:41:11
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Hi Grant, The broker name is ADSS (I am sure no one would have heard it before) Here are the Quote request and response messages. The error I get back is "Tag not defined" but the broker support guys say that the issue is due to incorrect order of the fields: 8=FIX.4.4_9=110_35=R_34=2_49=ClientStream_52=20111012-15 :15:50.129_56=ServerStream_1=212001_38=100_55=EURUSD_131=1_146=1_10=027_ 8=FIX.4.4_9=131_35=3_34=2_49=ServerStream_52=20111012-15:15:50.216_56=ClientStream_45=2_58=Tag not defined for this message type_371=1_372=R_373=2_10=014_ This Quote request message works fine: 8=FIX.4.49=11435=R34=649=ClientStream52=20100723-13 <20090723-13> :08:40.40156=ServerStream131=2146=155=EURUSD38=10000001=1000199999910=019 Any hints... or suggestions? On Mon, Oct 17, 2011 at 5:54 PM, Grant Birchmeier <gbi...@co... > wrote: > 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 >> > > -- //Regards Rasheed |
