Re: [Quickfix-users] BusinessMessage Reject
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From: Oren M. <or...@qu...> - 2006-03-21 21:46:51
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Did you implement the onMessage method in you cracker which accepts a FIX.4.2 ExecutionReport. --oren John Haldi wrote: > I'm pretty sure that this is a stupid user error (or build error), but > I'm left scratching my head wondering what's happening. Here's the > log output from the run: > > <20060321-20:25:23, FIX.4.2:ALLAGASHRPT->REDI, incoming> > > (8=FIX.4.2=2865=89=REDI6=ALLAGASHRPT28=SILK4=1780=gc3112282=20060321-20:26:587=LLG000031=35709=615132156=LOC7=750810021080060=050=19=1=615132155=AA4=18=15000=19=07=A2=4501=29.1200000=N9=151=4504=1050=29.12000=20060321-15:26:5813=N39=SPN0=160) > > fromApp event: GetType = QuickFix42.ExecutionReport > > fromApp event fired... > > toApp event: GetType = QuickFix42.BusinessMessageReject > > <20060321-20:25:23, FIX.4.2:ALLAGASHRPT->REDI, outgoing> > > (8=FIX.4.2=1065=j4=419=ALLAGASHRPT2=20060321-20:25:23.7816=REDI5=1788=Unsupported > Message Type72=880=30=034) > > <20060321-20:25:23, FIX.4.2:ALLAGASHRPT->REDI, event> > > (Message 178 Rejected: Unsupported Message Type) > > A first chance exception of type 'QuickFix.UnsupportedMessageType' > occurred in quickfix_net_messages.dll > > A first chance exception of type > 'System.Runtime.InteropServices.SEHException' occurred in quickfix_net.dll > > My code is very straightforward: > > > Public Sub fromApp(ByVal message As QuickFix.Message, ByVal sessionID > As QuickFix.SessionID) Implements QuickFix.Application.fromApp > > Console.WriteLine("fromApp event: GetType = " & message.GetType.FullName) > > Console.WriteLine("fromApp event fired... ") > > crack(message, sessionID) > > End Sub > > > > I have code in place to handle an execution report, but it never gets > to the code. In the debugger the code is never reached, and instead > the quickfix engine throws this exception. Best I can tell the > Execution Report I'm getting is properly formed. > > Any suggestions for this newbie? > > Thank you, > > John Haldi > > > > -------------------------------------- > John Haldi > Allagash Trading, LLC > 120 Broadway, 20th Floor > New York, NY 10271 > 212.433.3958 > jo...@al... > |