[Quickfix-users] Problem with MarketDataRequest Message
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From: Shamanth <sha...@in...> - 2004-05-28 13:53:58
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Hi I have a problem while testing QuickFIX Engine. I am trying to send MarketDataRequest message and trying to receive a = response from the QuickFIX Engine. My MarketDataRequest Message is as shown below. 8=3DFIX.4.3?9=3D109?35=3DV?34=3D544?49=3DCLIENT2?52=3D20040528-13:19:59.0= 00?56=3DTW?146=3D1?5 5=3DLNUX?262=3DMARKETDATAID?263=3D0?264=3D0?267=3D1?269=3D0?10=3D160? I keep getting the following response from the server. 8=3DFIX.4.3?9=3D101?35=3Dj?34=3D541?49=3DTW?52=3D20040528-13:19:59.000?56= =3DCLIENT2?45=3D544?58=3D Unsupported Message Type?372=3DV?380=3D3?10=3D184? The code that generates the MarketDataRequest is pasted below MDReqID mdReqID =3D new MDReqID( "MARKETDATAID" ); SubscriptionRequestType subType =3D new SubscriptionRequestType( = SubscriptionRequestType.SNAPSHOT ); MarketDepth marketDepth =3D new MarketDepth( 0 ); quickfix.fix43.MarketDataRequest.NoMDEntryTypes marketDataEntryGroup = =3D new quickfix.fix43.MarketDataRequest.NoMDEntryTypes(); MDEntryType mdEntryType =3D new MDEntryType( MDEntryType.BID ); marketDataEntryGroup.set( mdEntryType ); quickfix.fix43.MarketDataRequest.NoRelatedSym symbolGroup =3D new = quickfix.fix43.MarketDataRequest.NoRelatedSym(); Symbol symbol =3D new Symbol( "LNUX" ); symbolGroup.set( symbol ); quickfix.fix43.MarketDataRequest message =3D new = quickfix.fix43.MarketDataRequest( mdReqID, subType, marketDepth ); message.addGroup( marketDataEntryGroup ); message.addGroup( symbolGroup ); queryHeader( message.getHeader() ); I am using FIX version 4.3, and QuickFIX Engine version 1.7.0 I am not sure what the problem is, any inputs would be very helpful. I = tried with different Symbols, like "USD/EUR", etc also.. thanks R Shamanth > NOTICE > This e-mail message and any attachments, which may contain = confidential information, are to be viewed solely by the intended = recipient of Integral Development Corp. If the reader of this message = is not the intended recipient, you are hereby notified that any use, = dissemination, distribution or copying of this communication is strictly = prohibited. If you have received this message in error, please = immediately notify the sender and delete the mail and all attachments. >=20 |