Re: [Quickfix-users] Quickfix c++ Session level rejection problem.....
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From: Oren M. <or...@qu...> - 2007-08-23 15:16:16
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All you are telling the data dictionary is that the Price field does not have to be there. But when it is there the value still needs to be valid. Are you sure that a price field does not exist. And if it does, what is the value? --oren On Aug 23, 2007, at 8:30 AM, Eranga Samararathna wrote: > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/ > html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > Hi, > > > > I wrote a simple application using quickfix API ( c++). In there I > used FIX 4.2. I change the new order single ( 35=D) fix 4.2 spec > as <field name="Price" required="N"/>. > > Therefore my acceptor has to accept market orders without any > error. (40 =1 ) But when the initiator send the mkt order my > acceptor reject it session level indicating invalid value for > price. But actually that message does not contain a price field. > This works fine for limit orders. Any help highly appreciate. |