[Quickfix-developers] Followed up question about market data request

[Cheng S. <che...@gm...>]

Dear All,

Hello again,

I was modifying my codes, but still get the error of"  Invalid
NoMDEntryTypes ",as shown below.
58=Invalid NoMDEntryTypes262=MARKETDATAID281=810=168

It looks like I can log on successfully, and sent out the message to the
server. But the message format may be wrong. I checked my code of
"NOMDEntryTypes", but don't find any problems, since I was using the sample
code of tradeclient from quickfix, and looks like a lot of other people
used the same codes as well.

Can somebody take a quick look at my corresponding source code below?
Thanks!

Shanbao

The below is the market data request code inside my onlogon Function:

void Application::onLogon( const FIX::SessionID& sessionID )
{
  std::cout << std::endl << "Logon - " << sessionID << std::endl;

  std::cout << "Market Data Request Test" << std::endl;
  FIX::MDReqID mdReqID("MARKETDATAID");
  FIX::SubscriptionRequestType
subType(FIX::SubscriptionRequestType_SNAPSHOT);
  FIX::MarketDepth marketDepth(1);

  FIX44::MarketDataRequest::NoMDEntryTypes marketDataEntryGroup;
  FIX::MDEntryType mdEntryType(FIX::MDEntryType_BID);
  marketDataEntryGroup.set(mdEntryType);

  //marketDataEntryGroup.set(FIX::MDEntryType('1'));
  FIX44::MarketDataRequest::NoRelatedSym symbolGroup;
  FIX::Symbol symbol("EURUSD.spa");
  symbolGroup.set(symbol);

  FIX44::MarketDataRequest message(mdReqID, subType, marketDepth);
  message.addGroup(marketDataEntryGroup);
  message.addGroup(symbolGroup);

  message.getHeader().setField(35, "V");
  message.getHeader().setField(265, "0");

  std::cout << "before sending" << std::endl;
  FIX::Session::sendToTarget(message, sessionID);
  std::cout << "market data request sent out" << std::endl;
}

The complete cmd log is as follows:

<20191019-16:57:55.313000000, FIX.4.4:107225->QUOTES, event>

  (Created session)

<20191019-16:57:55.523000000, FIX.4.4:107225->QUOTES, event>

  (Connecting to 208.68.172.83 on port 7549 (Source :0))

toAdmin called

<20191019-16:57:55.620000000, FIX.4.4:107225->QUOTES, outgoing>


(8=FIX.4.49=9735=A34=149=10722552=20191019-16:57:55.61856=QUOTES553=107225554=yf3y2i4s98=0108=30141=Y10=013)

<20191019-16:57:55.621000000, FIX.4.4:107225->QUOTES, event>

  (Initiated logon request)

<20191019-16:57:55.708000000, FIX.4.4:107225->QUOTES, incoming>


(8=FIX.4.49=6735=A34=149=QUOTES52=20191019-16:57:54.02756=10722598=0108=3010=033)

<20191019-16:57:55.709000000, FIX.4.4:107225->QUOTES, event>

  (Received logon response)



Logon - FIX.4.4:107225->QUOTES

Market Data Request Test

before sending



OUT:
8=FIX.4.49=12235=V34=249=10722552=20191019-16:57:55.71056=QUOTES265=0146=155=EURUSD.spa262=MARKETDATAID263=0264=1267=1269=010=193

<20191019-16:57:55.710000000, FIX.4.4:107225->QUOTES, outgoing>


(8=FIX.4.49=12235=V34=249=10722552=20191019-16:57:55.71056=QUOTES265=0146=155=EURUSD.spa262=MARKETDATAID263=0264=1267=1269=010=193)

market data request sent out

<20191019-16:57:56.893000000, FIX.4.4:107225->QUOTES, incoming>


(8=FIX.4.49=10435=Y34=249=QUOTES52=20191019-16:57:54.56256=10722558=Invalid
NoMDEntryTypes262=MARKETDATAID281=810=168)

<20191019-16:57:56.894000000, FIX.4.4:107225->QUOTES, event>

  (Message 2 Rejected: Unsupported Message Type)



OUT:
8=FIX.4.49=10035=j34=349=10722552=20191019-16:57:56.89456=QUOTES45=258=Unsupported
Message Type372=Y380=310=120

<20191019-16:57:56.895000000, FIX.4.4:107225->QUOTES, outgoing>


(8=FIX.4.49=10035=j34=349=10722552=20191019-16:57:56.89456=QUOTES45=258=Unsupported
Message Type372=Y380=310=120)

<20191019-16:58:26.702000000, FIX.4.4:107225->QUOTES, outgoing>

  (8=FIX.4.49=5535=034=449=10722552=20191019-16:58:26.70256=QUOTES10=247)

-- 
Best regards

Cheng Shanbao