Re: [Quickfix-users] Problem with MarketDataRequest Message

[Oren M. <or...@qu...>]

Looks like on the server you are passing the message on to a =20
MessageCracker without overriding the onMessage method for =20
MarketDataRequests.

--oren

On May 28, 2004, at 8:56 AM, Shamanth wrote:

> Hi
>
> I have a problem while testing QuickFIX Engine.
>
> I am trying to send MarketDataRequest message and trying to receive a =20=

> response from the QuickFIX Engine.
>
> My MarketDataRequest Message is as shown below.
>
> 8=3DFIX.4.3=E2=98=BA9=3D109=E2=98=BA35=3DV=E2=98=BA34=3D544=E2=98=BA49=3D=
CLIENT2=E2=98=BA52=3D20040528-13:19:=20
> 59.000=E2=98=BA56=3DTW=E2=98=BA146=3D1=E2=98=BA5
> 5=3DLNUX=E2=98=BA262=3DMARKETDATAID=E2=98=BA263=3D0=E2=98=BA264=3D0=E2=98=
=BA267=3D1=E2=98=BA269=3D0=E2=98=BA10=3D160=E2=98=BA
>
> I keep getting the following response from the server.
>
> 8=3DFIX.4.3=E2=98=BA9=3D101=E2=98=BA35=3Dj=E2=98=BA34=3D541=E2=98=BA49=3D=
TW=E2=98=BA52=3D20040528-13:19:=20
> 59.000=E2=98=BA56=3DCLIENT2=E2=98=BA45=3D544=E2=98=BA58=3D
> Unsupported Message Type=E2=98=BA372=3DV=E2=98=BA380=3D3=E2=98=BA10=3D18=
4=E2=98=BA
>
> The code that generates the MarketDataRequest is pasted below
>
> =C2=A0=C2=A0=C2=A0=C2=A0=C2=A0=C2=A0=C2=A0 =C2=A0=C2=A0=C2=A0=C2=A0=C2=A0=
=C2=A0=C2=A0 MDReqID mdReqID =3D new MDReqID( "MARKETDATAID" );
>  =C2=A0=C2=A0=C2=A0=C2=A0=C2=A0=C2=A0=C2=A0 =C2=A0=C2=A0=C2=A0=C2=A0=C2=A0=
=C2=A0=C2=A0 SubscriptionRequestType subType =3D new =20
> SubscriptionRequestType( SubscriptionRequestType.SNAPSHOT );
>  =C2=A0=C2=A0=C2=A0=C2=A0=C2=A0=C2=A0=C2=A0 =C2=A0=C2=A0=C2=A0=C2=A0=C2=A0=
=C2=A0=C2=A0 MarketDepth marketDepth =3D new MarketDepth( 0 );
>
> =C2=A0=C2=A0=C2=A0=C2=A0=C2=A0=C2=A0=C2=A0 =C2=A0=C2=A0=C2=A0=C2=A0=C2=A0=
=C2=A0=C2=A0 quickfix.fix43.MarketDataRequest.NoMDEntryTypes =20
> marketDataEntryGroup =3D new =20
> quickfix.fix43.MarketDataRequest.NoMDEntryTypes();
>
> =C2=A0=C2=A0=C2=A0=C2=A0=C2=A0=C2=A0=C2=A0 =C2=A0=C2=A0=C2=A0=C2=A0=C2=A0=
=C2=A0=C2=A0 MDEntryType mdEntryType =3D new MDEntryType( =20
> MDEntryType.BID );
>  =C2=A0=C2=A0=C2=A0=C2=A0=C2=A0=C2=A0=C2=A0 =C2=A0=C2=A0=C2=A0=C2=A0=C2=A0=
=C2=A0=C2=A0 marketDataEntryGroup.set( mdEntryType );
>
> =C2=A0=C2=A0=C2=A0=C2=A0=C2=A0=C2=A0=C2=A0 =C2=A0=C2=A0=C2=A0=C2=A0=C2=A0=
=C2=A0=C2=A0 quickfix.fix43.MarketDataRequest.NoRelatedSym =20
> symbolGroup =3D new quickfix.fix43.MarketDataRequest.NoRelatedSym();
>
> =C2=A0=C2=A0=C2=A0=C2=A0=C2=A0=C2=A0=C2=A0 =C2=A0=C2=A0=C2=A0=C2=A0=C2=A0=
=C2=A0=C2=A0 Symbol symbol =3D new Symbol( "LNUX" );
>  =C2=A0=C2=A0=C2=A0=C2=A0=C2=A0=C2=A0=C2=A0 =C2=A0=C2=A0=C2=A0=C2=A0=C2=A0=
=C2=A0=C2=A0 symbolGroup.set( symbol );
>
> =C2=A0=C2=A0=C2=A0=C2=A0=C2=A0=C2=A0=C2=A0 =C2=A0=C2=A0=C2=A0=C2=A0=C2=A0=
=C2=A0=C2=A0 quickfix.fix43.MarketDataRequest message =3D new =20
> quickfix.fix43.MarketDataRequest( mdReqID, subType, marketDepth );
>
> =C2=A0=C2=A0=C2=A0=C2=A0=C2=A0=C2=A0=C2=A0 =C2=A0=C2=A0=C2=A0=C2=A0=C2=A0=
=C2=A0=C2=A0 message.addGroup( marketDataEntryGroup );
>  =C2=A0=C2=A0=C2=A0=C2=A0=C2=A0=C2=A0=C2=A0 =C2=A0=C2=A0=C2=A0=C2=A0=C2=A0=
=C2=A0=C2=A0 message.addGroup( symbolGroup );
>
> =C2=A0=C2=A0=C2=A0=C2=A0=C2=A0=C2=A0=C2=A0 =C2=A0=C2=A0=C2=A0=C2=A0=C2=A0=
=C2=A0=C2=A0 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 =
=20
> tried with different Symbols, like "USD/EUR", etc also..
>
>
>
> thanks
>  R Shamanth
>
>
>
> =C2=A0 NOTICE
>
> This e-mail message and any attachments, which may contain =20
> confidential information, are to be viewed solely by the intended =20
> recipient of Integral Development Corp.=C2=A0 If the reader of this =
message =20
> is not the intended recipient, you are hereby notified that any use, =20=

> dissemination, distribution or copying of this communication is =20
> strictly prohibited.=C2=A0 If you have received this message in error, =
=20
> please immediately notify the sender and delete the mail and all =20
> attachments.