Re: [Quickfix-developers] (no subject)
Brought to you by:
orenmnero
Menu
▾
▴
Re: [Quickfix-developers] (no subject)
|
From: Mike G. <mg...@co...> - 2016-11-08 16:14:02
|
That is a CQG-specific user-defined message type. I don't recall whether they have one online, but ask CQG to send you a quickfix DataDictionary with their custom messages in it. I'm pretty sure they will. -- Mike Gatny Connamara Systems, LLC On Mon, Nov 7, 2016 at 11:29 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> > > ------------------------------------------------------------ > ------------------ > Developer Access Program for Intel Xeon Phi Processors > Access to Intel Xeon Phi processor-based developer platforms. > With one year of Intel Parallel Studio XE. > Training and support from Colfax. > Order your platform today. http://sdm.link/xeonphi > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > |
