[Quickfix-users] Nested Group Issue

[RichardWalter <ric...@jp...>]

Hi=20
I have been using QuickFix for some time successfully but  am currently
having some issues getting messages with repeating groups to work properly.

I am creating a MarketDataRequest

Here is the code

                Dim mdsr As QuickFix44.MarketDataRequest =3D New
QuickFix44.MarketDataRequest(reqID, reqType, reqDepth)
                mdsr.setField(reqUpdateType)=20

                ' add MDEntryTypes group requesting bid and offer prices
                Dim mdEntryTypeGroup As New
QuickFix44.MarketDataRequest.NoMDEntryTypes
                mdEntryTypeGroup.set(New
QuickFix.MDEntryType(QuickFix.MDEntryType.BID))
                mdsr.addGroup(mdEntryTypeGroup)
                mdEntryTypeGroup.set(New
QuickFix.MDEntryType(QuickFix.MDEntryType.OFFER))
                mdsr.addGroup(mdEntryTypeGroup)

                ' now add the instrument info we require market data for
                Dim noRelatedSymGroup As New
QuickFix44.MarketDataRequest.NoRelatedSym
                noRelatedSymGroup.set(New QuickFix.Symbol("[N/A]"))
                noRelatedSymGroup.set(New
QuickFix.SecurityID("DE0001135226"))
                noRelatedSymGroup.set(New
QuickFix.SecurityIDSource(QuickFix.SecurityIDSource.ISIN_NUMBER))
                mdsr.addGroup(noRelatedSymGroup)

now this appears to work fine except the message i send is not correctly
representing the noRelatedSym group

Here is what gets sent

8=3DFIX.4.4=019=3D178=0135=3DV=0134=3D59=0143=3DY=0149=3DONSITE_RTFI=0152=
=3D20060912-09:39:03.924=0156=3DBRIDGE_RTFI=01122=3D20060912-09:39:03.874=
=0122=3D4=0148=3DDE0001135226=0155=3D[N/A]=01146=3D1=01262=3Dtest=01263=3D1=
=01264=3D1=01265=3D0=01267=3D2=01269=3D0=01269=3D1=0110=3D059=01

You can see that the RelatedSym group is sent out of order, i.e. the
NoRelatedSym(146) tag is after the SecurityID(48), SecurityIDSource(22) and
Symbol(55) tags

I am configured to use a data dictionary and am using the supplied FIX44.xm=
l
as the DataDictionary

So that is my sender issue

On th receiver i get an error as shown below, I have also seen a out of
order message complaining about the 146 tag being to late in the message

8=3DFIX.4.4=019=3D123=0135=3D3=0134=3D42=0149=3DBRIDGE_RTFI=0152=3D20060912=
-09:39:04.044=0156=3DONSITE_RTFI=0145=3D59=0158=3DTag
appears more than once=01371=3D269=01372=3DV=01373=3D13=0110=3D026=01

The reciver is also using a data dictionary and the same Fix44.xml file as
DataDictionary

Is there something fundamental i am not understanding here with regard to
getting repeating group support working?

Thanks,

Richard




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