[Quickfix-developers] TradeCapture Report - Require Tag Missing

[WayneGraham <wrg...@gm...>]

Hi 

I am generating a TradeCaptureReportRequest, which seems to be accepted as I
receive a TradeCaptureReportReqAck with flags 749 and 750 confirming
success. I then receive a TradeCaptureRequestReport, which seems ok, but
this is immediately followed by a string of error messages where Tag 571 is
missing for the TradeCaptureRequestReport ? 

Should I be clearing the TradeCaptureRequestReport in the On Message Sub
before I can receive the next TradeCaptureRequestReport ?

Thanks very much.

Wayne


Here is my message log:

20140909-12:28:37.281 :
8=FIX.4.4
9=138
35=AD
34=2
49=SASBuat1
52=20140909-12:28:37.277
56=LMXBD
263=0
568=14:28:37
569=1
580=2
60=20140909-00:00:00.000
60=20140909-14:28:37.000
10=209

20140909-12:28:37.496 :
8=FIX.4.4
9=94
35=AQ
49=LMXBD
56=SASBuat1
34=2
52=20140909-12:28:38.788
568=14:28:37
569=1
263=0
749=0
750=0
10=053

20140909-12:28:37.514 :
8=FIX.4.4
9=250
35=AE
49=LMXBD
56=SASBuat1
34=3
52=20140909-12:28:38.788
568=14:28:37
912=N
17=O87lagAAAAJwrgDo
527=QGFGOAAAAAXWY00C
48=100547
22=8
32=9.2
31=10.82382
75=20140909
60=20140909-06:04:33.154
552=1
54=2
37=AAGKZwAAAAJVH00M
11=1.1-08:04:31-1
1=1003414890
10=133

20140909-12:28:37.647 :
8=FIX.4.4
9=106
35=3
34=3
49=SASBuat1
52=20140909-12:28:37.646
56=LMXBD
45=3
58=Required
tag missing
371=571
372=AE
373=1
10=081


and my code:


Public Sub GetTradeHistory()
        GTHCounter = GTHCounter + 1
        Dim TradeRequestID As TradeRequestID = New
TradeRequestID(Format(Now(), "HH:mm:ss") & "." & GTHCounter)
        Dim TradeRequestType As TradeRequestType = New
TradeRequestType(TradeRequestType.MATCHED_TRADES_MATCHING_CRITERIA_PROVIDED_ON_REQUEST)
    
        Dim m1 As QuickFix.FIX44.TradeCaptureReportRequest = New
QuickFix.FIX44.TradeCaptureReportRequest(TradeRequestID, TradeRequestType)

        Try
            m1.Header.SetField(New TargetCompID("LMXBD"))
            m1.Header.SetField(New SenderCompID("SASBuat1"))
            m1.Header.SetField(New SendingTime(Now()))

            m1.SetField(New
SubscriptionRequestType(SubscriptionRequestType.SNAPSHOT))

            Dim TransactTime1 As
QuickFix.FIX44.TradeCaptureReportRequest.NoDatesGroup = New
QuickFix.FIX44.TradeCaptureReportRequest.NoDatesGroup
            TransactTime1.Set(New TransactTime(Now().Date.ToString))
            Dim TransactTime2 As
QuickFix.FIX44.TradeCaptureReportRequest.NoDatesGroup = New
QuickFix.FIX44.TradeCaptureReportRequest.NoDatesGroup
            TransactTime2.Set(New TransactTime(Now().ToString))
            m1.AddGroup(TransactTime1)
            m1.AddGroup(TransactTime2)

            m1.Header.SetField(New BodyLength(135))
            m1.Trailer.SetField(New CheckSum(m1.CheckSum.ToString))

            m1.Validate()
            _sessionTrd.Send(m1)

        Catch ex As Exception
            MsgBox("Trade Capture Report Request: " & ex.Message)
        End Try

    End Sub

 Public Sub OnMessage(TCR As QuickFix.FIX44.TradeCaptureReportRequest,
sessionID As SessionID)
        OutPutMsg("TradeReq: " & sessionID.ToString)
    End Sub

    Public Sub OnMessage(TCR As QuickFix.FIX44.TradeCaptureReportRequestAck,
sessionID As SessionID)
        OutPutMsg("TradeReqAck: " & TCR.TradeRequestStatus.ToString)
    End Sub

    Public Sub OnMessage(TCR As QuickFix.FIX44.TradeCaptureReport, sessionID
As SessionID)
        Dim _on As Integer = 0

        OutPutMsg("TradeCapRpt: " & TCR.TradeRequestID.ToString)
        _on = AddOrder()

    End Sub




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