[Quickfix-users] Market Data Snapshot Full Refresh: Tag not defined for this message type

[Davide A. <Dav...@qu...>]

Hi all,

I've been experiencing a problem in parsing correctly a Market Data
Snapshot Full Refresh Message (Type = W).

Just below a log of the communication, with the error:

 

<20120424-10:23:33.363, FIX.4.4:UAT.QCM_P.FIX->ABFX, outgoing>

 
(8=FIX.4.4_9=129_35=3_34=624_49=UAT.QCM_P.FIX_52=20120424-10:23:33.363_5
6=ABFX_45=513_58=Tag not defined for this message
type_371=15_372=W_373=2_10=085_)

<20120424-10:23:33.720, FIX.4.4:UAT.QCM_P.FIX->ABFX, incoming>

 
(8=FIX.4.4_9=240_35=W_34=514_49=ABFX_52=20120424-10:23:33.418_56=UAT.QCM
_P.FIX_55=EUR/USD_262=EUR/USD/SPOT/1234_6138=0.00001_268=2_269=0_270=1.3
1528_15=EUR_271=100000_272=20120426_276=A_6215=SP_269=1_270=1.31543_15=E
UR_271=100000_272=20120426_276=A_6215=SP_10=225_)

<20120424-10:23:33.720, FIX.4.4:UAT.QCM_P.FIX->ABFX, event>

  (Message 514 Rejected: Tag not defined for this message type:15)

<20120424-10:23:33.720, FIX.4.4:UAT.QCM_P.FIX->ABFX, outgoing>

 

I cannot understand where the error is: 15 is the "Currency" Tag,
defined in the FIX 4.4 standard (a long before too). The incoming
message looks fine to me, but it gets rejected: does anybody have an
idea of why this happens?

Best regards,

 

Davide Anastasia
Analyst, Research & Development


Quality Capital Management Ltd.
QCM House * Horizon Business Village
No. 1 Brooklands Road
Weybridge * Surrey KT13 0TJ
United Kingdom

Tel: +44 (0) 1932 334 400
Fax: +44 (0) 1932 334 415
Email: Dav...@Qu...
<mailto:Dav...@Qu...> 

www.qualitycapital.com <http://www.qualitycapital.com/> 

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