[Quickfix-users] ExecutionReports rejected for missing SecurityType. Incorrectly?

[Steve T. <sto...@pe...>]

I=92m using QuickFix in a C# application that processes ExecutionReports =
sent to us by another firm. =20

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In testing, ExecutionReports involving stocks are getting rejected by =
QuickFix (on our end) with the message =93Conditionally Required Field =
Missing (167)=94.  The rejected ExecutionReport messages do omit the =
SecurityType field.  (ExecutionReports involving options, which do =
contain SecurityType, get through fine.)

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Omitting SecurityType for stocks does not seem to be an error, since the =
spec says of the SecurityType field in ExecutionReport =93Must be =
specified if a Future or Option=85=94.  In any case, I don=92t have =
control over what the other firm sends us.

=20

An example of a rejected ExecutionReport (some data values changed to =
protect the guilty):

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8=3DFIX.4.29=3D29535=3D849=3DTHEM56=3DUS128=3DXXXX34=3D2850=3Du72653352=3D=
20061110-14:30:01

37=3DABC0000111=3D61109=3D48W9120976=3DXXXX17=3D1234567890

20=3D0150=3D139=3D11=3DXXXX55=3DXXXX54=3D538=3D50040=3D244=3D4.74000059=3D=
047=3DA32=3D10031=3D4.74000030=3DC29=3D1

151=3D40014=3D1006=3D4.740060=3D20061110-09:30:00113=3DN439=3DXXXX10=3D11=
7

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And the corresponding rejection:

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8=3DFIX.4.29=3D12035=3Dj34=3D3549=3DUS52=3D20061110-14:30:01.36756=3DTHEM=
45=3D28

58=3DConditionally Required Field Missing (167)372=3D8380=3D510=3D151

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=20

Have I diagnosed the issue correctly? =20

What do I need to do to persuade QuickFix not to reject this message?

=20

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Thank you for any assistance you can give me.

=20


--=20
No virus found in this outgoing message.
Checked by AVG Free Edition.
Version: 7.1.409 / Virus Database: 268.14.1/527 - Release Date: =
11/9/2006
=20