RE: [Quickfix-users] Problem with MarketDataRequest Message

[Andrew M. <an...@nm...>]

The executor only responds to NewOrderSingle.  It does not respond to =
MarketDataRequest so that is why you get Unsupported Message Type back.

-Andrew


________________________________________
From: qui...@li... =
[mailto:qui...@li...] On Behalf Of =
Shamanth
Sent: Friday, May 28, 2004 9:55 AM
Cc: qui...@li...
Subject: RE: [Quickfix-users] Problem with MarketDataRequest Message

Hi Oren
=20
I am using the example "executor" application as my server, I did not =
make any changes to the server code.
=20
I just wrote a java client and am trying to send a request.
=20
So I feel there is some problem with my code. Is the message correct?
=20
with regards
R Shamanth
-----Original Message-----
From: Oren Miller [mailto:or...@qu...]
Sent: Friday, May 28, 2004 7:57 PM
To: Shamanth
Cc: qui...@li...
Subject: Re: [Quickfix-users] Problem with MarketDataRequest Message
Looks like on the server you are passing the message on to a =
MessageCracker without overriding the onMessage method for =
MarketDataRequests.=20

--oren=20

On May 28, 2004, at 8:56 AM, Shamanth wrote:=20

Hi=20

I have a problem while testing QuickFIX Engine.=20

I am trying to send MarketDataRequest message and trying to receive a =
response from the QuickFIX Engine.=20

My MarketDataRequest Message is as shown below.=20

8=3DFIX.4.3=E2=98=BA9=3D109=E2=98=BA35=3DV=E2=98=BA34=3D544=E2=98=BA49=3D=
CLIENT2=E2=98=BA52=3D20040528-13:19:59.000=E2=98=BA56=3DTW=E2=98=BA146=3D=
1=E2=98=BA5=20
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=20

I keep getting the following response from the server.=20

8=3DFIX.4.3=E2=98=BA9=3D101=E2=98=BA35=3Dj=E2=98=BA34=3D541=E2=98=BA49=3D=
TW=E2=98=BA52=3D20040528-13:19:59.000=E2=98=BA56=3DCLIENT2=E2=98=BA45=3D5=
44=E2=98=BA58=3D=20
Unsupported Message =
Type=E2=98=BA372=3DV=E2=98=BA380=3D3=E2=98=BA10=3D184=E2=98=BA=20

The code that generates the MarketDataRequest is pasted below=20

                MDReqID mdReqID =3D new MDReqID( "MARKETDATAID" );=20
                SubscriptionRequestType subType =3D new =
SubscriptionRequestType( SubscriptionRequestType.SNAPSHOT );=20
                MarketDepth marketDepth =3D new MarketDepth( 0 );=20

                quickfix.fix43.MarketDataRequest.NoMDEntryTypes =
marketDataEntryGroup =3D new =
quickfix.fix43.MarketDataRequest.NoMDEntryTypes();=20

                MDEntryType mdEntryType =3D new MDEntryType( =
MDEntryType.BID );=20
                marketDataEntryGroup.set( mdEntryType );=20

                quickfix.fix43.MarketDataRequest.NoRelatedSym =
symbolGroup =3D new quickfix.fix43.MarketDataRequest.NoRelatedSym();=20

                Symbol symbol =3D new Symbol( "LNUX" );=20
                symbolGroup.set( symbol );=20

                quickfix.fix43.MarketDataRequest message =3D new =
quickfix.fix43.MarketDataRequest( mdReqID, subType, marketDepth );=20

                message.addGroup( marketDataEntryGroup );=20
                message.addGroup( symbolGroup );=20

                queryHeader( message.getHeader() );=20

I am using FIX version 4.3, and QuickFIX Engine version 1.7.0=20

I am not sure what the problem is, any inputs would be very helpful. I =
tried with different Symbols, like "USD/EUR", etc also..=20


thanks=20
R Shamanth=20


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