[Quickfix-users] Incorrect Data Format aka possDupFlag issue
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[Quickfix-users] Incorrect Data Format aka possDupFlag issue
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From: aupadras <ani...@ya...> - 2013-07-08 01:13:51
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Hi,
I am having following problem.., I sort of figured out where the problem is
and not able to figure of the best solution to it...
My Config Settings:
[DEFAULT]
ConnectionType=initiator
StartTime=00:01:00
EndTime=23:55:00
MsgSeqNum=1
UseLocalTime=Y
ResetOnDisconnect=N
CheckLatency=N
PossDupFlag=N
ResetOnLogon=N
ResetOnLogout=N
SendResetSeqNumFlag=N
RefreshOnLogon=Y
PersistMessages=Y
MillisecondsInTimeStamp=Y
UseDataDictionary=Y
HeartBtInt=30
<field name='PossDupFlag' required='N' />
Problem: I am able to STAGE the order, however the operations of staging is
not smooth i.e.., STAGING the order is followed by following issues (even
though tag 15 is not missing (Currency = 'USD')) the message is getting
rejected) :
20130707-20:34:45.664 : Created session
20130707-20:34:47.227 : Connecting to 63.75.63.250 on port 1838
20130707-20:34:47.274 : Initiated logon request
20130707-20:34:47.289 : Received logon response
20130707-20:34:47.446 : Message 2 Rejected: Required tag missing:15
20130707-20:34:49.164 : Initiated logout request
20130707-20:34:49.164 : Received logout response
20130707-20:34:49.164 : Disconnecting
20130707-20:34:47.258 :
8=FIX.4.29=6435=A34=149=alpha52=20130707-20:34:47.24356=beta98=0108=3010=191
20130707-20:34:47.274 :
8=FIX.4.29=6035=A49=beta56=alpha34=152=20130707-20:34:4798=0108=3010=244
20130707-20:34:47.321 :
8=FIX.4.29=23535=D34=249=alpha52=20130707-20:34:47.27456=beta57=STAGE1=NEUTRAL11=alphaA5187315=USD21=138=1540=144=1624.554=155=/ESU359=060=20130707-20:34:4776=Neutral107=E-mini
S&P500114=Y167=FUT200=201309205=30207=CME231=5010=086
20130707-20:34:47.430 :
8=FIX.4.29=26235=849=beta56=alpha34=250=STAGE52=20130707-20:34:4737=d9351954-d1-07sp11=alphaA5187317=d9351954-d1-07sp-220=0150=039=01=NEUTRAL55=/ESU354=138=1540=159=0167=FUT200=201309205=3047=I32=031=0.000000151=1514=06=0.00000060=20130707-20:34:4710=151
20130707-20:34:47.446 :
8=FIX.4.29=10035=334=349=alpha52=20130707-20:34:47.44656=beta45=258=Required
tag missing371=15372=8373=110=094
20130707-20:34:49.164 :
8=FIX.4.29=5235=534=449=alpha52=20130707-20:34:49.16456=beta10=158
20130707-20:34:49.164 :
8=FIX.4.29=4835=549=beta56=alpha34=352=20130707-20:34:4810=216
The problem is kicking from toAPP:
void Application::toApp( FIX::Message& NewOrderSingle, const FIX::SessionID&
sessionID )
throw( FIX::DoNotSend )
{
std::cout << "\n" << std::endl << "To App" << "\n" << std::endl;
try
{
FIX::PossDupFlag possDupFlag;
std::cout << std::endl << "Currency" << std::endl <<
NewOrderSingle.getField(FIX::Currency()) << "\n" << std::endl;
std::cout << std::endl << "Complete Message to XML" << std::endl <<
NewOrderSingle.toXML() << "\n" << std::endl;
NewOrderSingle.getHeader().getField( possDupFlag );
if ( possDupFlag ) throw FIX::DoNotSend();
}
catch ( FIX::FieldNotFound& FieldNotFound) {
std::cout << std::endl << " Field Not Found " << FieldNotFound.what()
<< "\n" << std::endl;
std::cout << std::endl << "Field Not Found: " << FieldNotFound.field <<
"\n" << std::endl;
std::cout << std::endl << "Field Not Found Type: " << FieldNotFound.type
<< "\n" << std::endl;
}
catch ( FIX::IncorrectTagValue& IncorrectTagValue) {
std::cout << std::endl << "Incorrect Tag detail: " <<
IncorrectTagValue.what() << "\n" << std::endl;
std::cout << std::endl << "Incorrect Tag Value: " <<
IncorrectTagValue.field << "\n" << std::endl;
}
catch ( FIX::IncorrectDataFormat& IncorrectDataFormat) {
std::cout << std::endl << "Incorrect Data Format Field: " <<
IncorrectDataFormat.what() << "\n" << std::endl;
std::cout << std::endl << "Incorrect Data Format Type: " <<
IncorrectDataFormat.type << "\n" << std::endl;
}
}
The problem is due to possDupFlag in toAPP and after this reject message I
am getting logged out not able to enter into fromAPP logic (to retrieve
execution report info)
If I delete the possDupFlag from toAPP logic then I am having following
issue.., message sequence resetting or socket initiator error by resetting
possDupFlag to Y (initial setting was "N"):
20130707-23:52:54.518 : Connecting to 63.75.63.250 on port 1838
20130707-23:54:11.411 : Created session
20130707-23:54:17.865 : Connecting to 63.75.63.250 on port 1838
20130707-23:54:17.880 : Initiated logon request
20130707-23:54:17.912 : Received logon response
20130707-23:54:17.912 : MsgSeqNum too high, expecting 30 but received 46
20130707-23:54:38.115 : Sent ResendRequest FROM: 30 TO: 0
20130707-23:54:38.131 : Received ResendRequest FROM: 34 TO: 0
20130707-23:54:48.694 : Resending Message: 34
20130707-23:54:53.491 : Sent SequenceReset TO: 36
20130707-23:54:53.491 : Resending Message: 36
20130707-23:54:55.288 : Sent SequenceReset TO: 39
20130707-23:54:55.288 : Resending Message: 39
20130707-23:54:56.085 : Sent SequenceReset TO: 42
20130707-23:54:56.085 : Resending Message: 42
20130707-23:54:56.100 : Sent SequenceReset TO: 44
20130707-23:54:56.100 : Initiated logout request
20130707-23:54:56.100 : Received ResendRequest FROM: 34 TO: 0
20130707-23:54:56.460 : Resending Message: 34
20130707-23:54:56.819 : Sent SequenceReset TO: 36
20130707-23:54:56.819 : Resending Message: 36
20130707-23:54:57.194 : Sent SequenceReset TO: 39
20130707-23:54:57.194 : Resending Message: 39
20130707-23:54:57.569 : Sent SequenceReset TO: 42
20130707-23:54:57.569 : Resending Message: 42
20130707-23:54:57.585 : Sent SequenceReset TO: 45
20130707-23:54:57.585 : Received SequenceReset FROM: 30 TO: 49
20130707-23:54:57.585 : Received logout response
20130707-23:54:57.585 : Disconnecting
20130707-23:43:41.907 :
8=FIX.4.29=6535=A34=3349=alpha52=20130707-23:43:41.89156=beta98=0108=3010=251
20130707-23:43:41.907 :
8=FIX.4.29=6135=A49=beta56=alpha34=2952=20130707-23:43:4198=0108=3010=044
20130707-23:46:20.193 :
8=FIX.4.29=23635=D34=3449=alpha52=20130707-23:43:41.95456=beta57=STAGE1=NEUTRAL11=alphaA1004315=USD21=138=2540=144=1624.554=155=/ESU359=060=20130707-23:43:4176=Neutral107=E-mini
S&P500114=Y167=FUT200=201309205=30207=CME231=5010=124
20130707-23:48:28.900 :
8=FIX.4.29=6535=A34=3549=alpha52=20130707-23:48:28.86956=beta98=0108=3010=012
20130707-23:48:28.932 :
8=FIX.4.29=6135=A49=beta56=alpha34=3452=20130707-23:48:2898=0108=3010=050
20130707-23:49:51.028 :
8=FIX.4.29=23635=D34=3649=alpha52=20130707-23:48:28.90056=beta57=STAGE1=NEUTRAL11=alphaA1003315=USD21=138=2540=144=1624.554=155=/ESU359=060=20130707-23:48:2876=Neutral107=E-mini
S&P500114=Y167=FUT200=201309205=30207=CME231=5010=136
20130707-23:49:51.028 :
8=FIX.4.29=6335=234=3749=alpha52=20130707-23:49:51.02856=beta7=3016=010=129
20130707-23:51:22.094 :
8=FIX.4.29=6535=A34=3849=alpha52=20130707-23:51:22.06256=beta98=0108=3010=244
20130707-23:51:22.109 :
8=FIX.4.29=6135=A49=beta56=alpha34=4052=20130707-23:51:2198=0108=3010=034
20130707-23:52:53.518 :
8=FIX.4.29=23635=D34=3949=alpha52=20130707-23:51:22.09456=beta57=STAGE1=NEUTRAL11=alphaA1002315=USD21=138=2540=144=1624.554=155=/ESU359=060=20130707-23:51:2276=Neutral107=E-mini
S&P500114=Y167=FUT200=201309205=30207=CME231=5010=118
20130707-23:52:53.518 :
8=FIX.4.29=6335=234=4049=alpha52=20130707-23:52:53.51856=beta7=3016=010=123
20130707-23:54:17.880 :
8=FIX.4.29=6535=A34=4149=alpha52=20130707-23:54:17.86556=beta98=0108=5010=002
20130707-23:54:17.880 :
8=FIX.4.29=6135=A49=beta56=alpha34=4652=20130707-23:54:1798=0108=5010=050
20130707-23:54:38.115 :
8=FIX.4.29=23635=D34=4249=alpha52=20130707-23:54:17.91256=beta57=STAGE1=NEUTRAL11=alphaA1002315=USD21=138=2540=144=1624.554=155=/ESU359=060=20130707-23:54:1776=Neutral107=E-mini
S&P500114=Y167=FUT200=201309205=30207=CME231=5010=125
20130707-23:54:38.115 :
8=FIX.4.29=6335=234=4349=alpha52=20130707-23:54:38.11556=beta7=3016=010=124
20130707-23:54:38.131 :
8=FIX.4.29=5935=249=beta56=alpha34=4752=20130707-23:54:177=3416=010=193
20130707-23:54:48.694 :
8=FIX.4.29=26735=D34=3443=Y49=alpha52=20130707-23:54:38.13156=beta57=STAGE122=20130707-23:43:41.9541=NEUTRAL11=alphaA1004315=USD21=138=2540=144=1624.554=155=/ESU359=060=20130707-23:43:4176=Neutral107=E-mini
S&P500114=Y167=FUT200=201309205=30207=CME231=5010=130
20130707-23:54:53.491 :
8=FIX.4.29=9635=434=3543=Y49=alpha52=20130707-23:54:53.49156=beta122=20130707-23:54:53.49136=36123=Y10=033
20130707-23:54:53.491 :
8=FIX.4.29=26735=D34=3643=Y49=alpha52=20130707-23:54:48.69456=beta57=STAGE122=20130707-23:48:28.9001=NEUTRAL11=alphaA1003315=USD21=138=2540=144=1624.554=155=/ESU359=060=20130707-23:48:2876=Neutral107=E-mini
S&P500114=Y167=FUT200=201309205=30207=CME231=5010=157
20130707-23:54:55.288 :
8=FIX.4.29=9635=434=3743=Y49=alpha52=20130707-23:54:55.27256=beta122=20130707-23:54:55.27236=39123=Y10=036
20130707-23:54:55.288 :
8=FIX.4.29=26735=D34=3943=Y49=alpha52=20130707-23:54:53.50756=beta57=STAGE122=20130707-23:51:22.0941=NEUTRAL11=alphaA1002315=USD21=138=2540=144=1624.554=155=/ESU359=060=20130707-23:51:2276=Neutral107=E-mini
S&P500114=Y167=FUT200=201309205=30207=CME231=5010=128
20130707-23:54:56.085 :
8=FIX.4.29=9635=434=4043=Y49=alpha52=20130707-23:54:56.08556=beta122=20130707-23:54:56.08536=42123=Y10=030
20130707-23:54:56.085 :
8=FIX.4.29=26735=D34=4243=Y49=alpha52=20130707-23:54:55.28856=beta57=STAGE122=20130707-23:54:17.9121=NEUTRAL11=alphaA1002315=USD21=138=2540=144=1624.554=155=/ESU359=060=20130707-23:54:1776=Neutral107=E-mini
S&P500114=Y167=FUT200=201309205=30207=CME231=5010=143
20130707-23:54:56.100 :
8=FIX.4.29=9635=434=4343=Y49=alpha52=20130707-23:54:56.08556=beta122=20130707-23:54:56.08536=44123=Y10=035
20130707-23:54:56.100 :
8=FIX.4.29=5335=534=4449=alpha52=20130707-23:54:56.10056=beta10=204
20130707-23:54:56.100 :
8=FIX.4.29=5935=249=beta56=alpha34=4852=20130707-23:54:387=3416=010=197
20130707-23:54:56.460 :
8=FIX.4.29=26735=D34=3443=Y49=alpha52=20130707-23:54:56.10056=beta57=STAGE122=20130707-23:43:41.9541=NEUTRAL11=alphaA1004315=USD21=138=2540=144=1624.554=155=/ESU359=060=20130707-23:43:4176=Neutral107=E-mini
S&P500114=Y167=FUT200=201309205=30207=CME231=5010=126
20130707-23:54:56.819 :
8=FIX.4.29=9635=434=3543=Y49=alpha52=20130707-23:54:56.81956=beta122=20130707-23:54:56.81936=36123=Y10=047
20130707-23:54:56.819 :
8=FIX.4.29=26735=D34=3643=Y49=alpha52=20130707-23:54:56.46056=beta57=STAGE122=20130707-23:48:28.9001=NEUTRAL11=alphaA1003315=USD21=138=2540=144=1624.554=155=/ESU359=060=20130707-23:48:2876=Neutral107=E-mini
S&P500114=Y167=FUT200=201309205=30207=CME231=5010=147
20130707-23:54:57.194 :
8=FIX.4.29=9635=434=3743=Y49=alpha52=20130707-23:54:57.19456=beta122=20130707-23:54:57.19436=39123=Y10=046
20130707-23:54:57.194 :
8=FIX.4.29=26735=D34=3943=Y49=alpha52=20130707-23:54:56.83556=beta57=STAGE122=20130707-23:51:22.0941=NEUTRAL11=alphaA1002315=USD21=138=2540=144=1624.554=155=/ESU359=060=20130707-23:51:2276=Neutral107=E-mini
S&P500114=Y167=FUT200=201309205=30207=CME231=5010=135
20130707-23:54:57.569 :
8=FIX.4.29=9635=434=4043=Y49=alpha52=20130707-23:54:57.56956=beta122=20130707-23:54:57.56936=42123=Y10=046
20130707-23:54:57.569 :
8=FIX.4.29=26735=D34=4243=Y49=alpha52=20130707-23:54:57.21056=beta57=STAGE122=20130707-23:54:17.9121=NEUTRAL11=alphaA1002315=USD21=138=2540=144=1624.554=155=/ESU359=060=20130707-23:54:1776=Neutral107=E-mini
S&P500114=Y167=FUT200=201309205=30207=CME231=5010=130
20130707-23:54:57.585 :
8=FIX.4.29=9635=434=4343=Y49=alpha52=20130707-23:54:57.58556=beta122=20130707-23:54:57.58536=45123=Y10=048
20130707-23:54:57.585 :
8=FIX.4.29=6635=449=beta56=alpha34=3043=Y52=20130707-23:54:38123=Y36=4910=074
20130707-23:54:57.585 :
8=FIX.4.29=4935=549=beta56=alpha34=4952=20130707-23:54:5610=023
Also, in the first case the possDupFlag (m_string and m_data values) are ""
and in the later case both are set to "Y" as seen in the message logs.
Please suggest how to fix the message seq issues or reset issues that are
arising ? Am I using the wrong implementation of possDupFlag in toAPP ? What
is the best and safest way of implementing the toAPP ? What are the issues
that are creating the problem ? Can we get rid of the possDupFlag altogather
?
Thanks,
aupadras.
--
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