[Quickfix-developers] Repeating groups?

[Rob K. <ro...@ri...>]

I have attached the result of creating a quickfix MassQuote message with =
three quotes for some RBK options.  it is presented in the order in =
which the string was generated, I have added tabs and linebreaks to show =
the repeating groups.  When ever I send a message like this to my =
counterparty it breaks their fix server.  They are telling me that the =
tags are out of order.  tag 302 304 and 311 have to precede 209 and tag =
301 has to precede tag 296.  my question is this: Is this FIX standard?  =
If it is, what is wrong with generation of the message.  I have attached =
psudocode of my message generation after the message.

8=3DFIX.4.2=019=3D433=0135=3Di=0134=3D30=0149=3DSENDER=0150=3DSUB=0152=3D=
20030410-18:09:08=0156=3DTARGET=0157=3DTEST=01
117=3DQUOTEID=01
	296=3D1=01
		295=3D3=01

		55=3DRBK=01
		60=3D20030410-13:09:08=01
		132=3D0=01
		133=3D0.05=01
		134=3D1=01
		135=3D1=01
		167=3DOPT=01
		200=3D200304=01
		201=3D1=01
		202=3D30=01
		299=3D0=01
		336=3DW_AM1=01

		55=3DRBK=01
		60=3D20030410-13:09:08=01
		132=3D10.2=01
		133=3D10.7=01
		134=3D1=01
		135=3D1=01
		167=3DOPT=01
		200=3D200304=01
		201=3D0=01
		202=3D32.5=01
		299=3D1=01
		336=3DW_AM1=01

		55=3DRBK=01
		60=3D20030410-13:09:08=01
		132=3D0=01
		133=3D0.05=01
		134=3D1=01
		135=3D1=01
		167=3DOPT=01
		200=3D200304=01
		201=3D1=01
		202=3D32.5=01
		299=3D2=01
		336=3DW_AM1=01

	302=3D1=01
	304=3D0=01
	311=3DRBK=01
301=3D1=01
10=3D063=01


private void Tick()
{
	QuickFix42.MassQuote m =3D new QuickFix42.MassQuote();
	m.setField(new QuoteID(mClient.mUserID));
	m.setField(new QuoteResponseLevel(1)); //tell me only about bad quotes
	foreach(group of quotes I am quoting known as the variable p)
	{
		Group Qset =3D new Group(296, 0x1);
		Qset.setField(new QuoteSetID(mQuoteSetID.ToString()));
		Qset.setField(new UnderlyingSymbol(p.Series));
		Qset.setField(new TotQuoteEntries(0));
		foreach(quote in my quote group p known as Q)
		{
			Group Quotes =3D new Group(295, 0x1);
			//set all the quote fields
			Quotes.setField(new QuoteEntryID(i.ToString()));
			Quotes.setField(new Symbol(q.Symbol));
			Quotes.setField(new SecurityType(q.SecurityType));
			Quotes.setField(new MaturityMonthYear(q.strMaturityMonthYear));
			Quotes.setField(new SecurityType(q.SecurityType));
			Quotes.setField(new StrikePrice(q.StrikePrice));
			Quotes.setField(new PutOrCall(q.IsCall ? PutOrCall.CALL : =
PutOrCall.PUT ));
			Quotes.setField(new BidPx(q.BidPX));
			Quotes.setField(new OfferPx(q.OfferPX));
			Quotes.setField(new BidSize(q.BidSize));
			Quotes.setField(new OfferSize(q.OfferSize));
			Quotes.setField(new TransactTime(DateTime.Now));
			Quotes.setField(new TradingSessionID(mClient.Parent.Key));
			i++;
			Qset.addGroup(Quotes);
		}
		m.addGroup(Qset);
		mQuoteSetID++;
	}
	send m
}