Re: [Quickfix-developers] (no subject)

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UHV is not a standard message type.  I'm guessing it's something that CQG
invented for their system.

You need to add this message type and full definition to your
DataDictionary xml file so that your engine will know what it is.

See http://quickfixn.org/tutorial/custom-fields-groups-and-messages.html
(This doc is for a different QF port, but the information is still
applicable to this QF as well)

On Mon, Nov 7, 2016 at 10:29 PM, Alain Daniel <wb....@gm...>
wrote:

> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/
>
>
> Hello CQG team.
>
> I'm trying to send a Historical Market Data Request (UHV) (
> http://help.cqg.com/continuum/default.htm#!Documents/
> historicalmarketdatarequestuhv.htm ) but I'm getting
> UnsupportedMessageType message. Here is my request and the response.
>
> Thanks is advanced, Adrian Chang
>
> <message>
>   <header>
>     <field number="8"><![CDATA[FIX.4.2]]></field>
>     <field number="35"><![CDATA[UHV]]></field>
>     <field number="34"><![CDATA[2]]></field>
>     <field number="49"><![CDATA[RedFinFC]]></field>
>     <field number="50"><![CDATA[TestFIXMarketData]]></field>
>     <field number="52"><![CDATA[20161108-04:15:18.407]]></field>
>     <field number="56"><![CDATA[CQG_Gateway]]></field>
>   </header>
>   <body>
>     <field number="55"><![CDATA[D]]></field>
>     <field number="262"><![CDATA[1478578518.41]]></field>
>     <field number="30003"><![CDATA[ACD]]></field>
>     <field number="30006"><![CDATA[50]]></field>
>   </body>
>   <trailer>
>   </trailer>
> </message>
>
>
> *** fromApp ***
> <message>
>   <header>
>     <field number="8"><![CDATA[FIX.4.2]]></field>
>     <field number="9"><![CDATA[128]]></field>
>     <field number="35"><![CDATA[j]]></field>
>     <field number="34"><![CDATA[2]]></field>
>     <field number="49"><![CDATA[CQG_Gateway]]></field>
>     <field number="52"><![CDATA[20161108-04:15:20.346]]></field>
>     <field number="56"><![CDATA[RedFinFC]]></field>
>     <field number="57"><![CDATA[TestFIXMarketData]]></field>
>   </header>
>   <body>
>     <field number="45"><![CDATA[2]]></field>
>     <field number="58"><![CDATA[UnsupportedMessageType]]></field>
>     <field number="372"><![CDATA[UHV]]></field>
>     <field number="380"><![CDATA[3]]></field>
>   </body>
>   <trailer>
>     <field number="10"><![CDATA[133]]></field>
>   </trailer>
> </message>
>
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