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...> - 2011-10-18 20:11:43
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Thanks,
I will try and get back to you...
On Tue, Oct 18, 2011 at 12:38 AM, Gary Grant <gar...@gm...>wrote:
> The way to force an order in a group is as follows:
>
> Create a class that derives from QuickFix.Group as shown below (written in
> C#)
>
> public class NoLegs : QuickFix.Group
> {
> public NoLegs() : base(555, 7940, message_order) { }
> static int[] message_order = new int[] { 7940, 5678, 5235,
> 5191, 9099, 9115, 5844, 9075, 9076, 9077, 6354, 556, 687 };
>
> };
>
> Examining the constructor, it calls the base class constructor with
> some parameters. The first parameter is the group Tag, the second is
> the first tag in the group and the third parameter is the array of
> tags which make up the group.
>
> The message_order array is the list of the tags in the order you would
> like. The first tag is the first tag of the group.
>
> You use the new type as you would any other QuickFix type but it
> forces the tags to be in that order. Give this a try.
>
> Cheers
>
> Gary
>
>
> On 17 October 2011 18:41, 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 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
> :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
> >>>>
> >>>>
> >>>>
> >>>> 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
> >
> >
> ------------------------------------------------------------------------------
> > 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
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