Re: [Quickfix-users] [Quickfix-developers] Quickfix c++ Session level rejection problem.....
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From: Caleb E. <cal...@gm...> - 2007-08-23 15:45:46
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On 8/23/07, Eranga Samararathna <pe...@ri...> wrote: > 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"/>. The spec should already have Price as an optional field. It does in my copy. > 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. This should work out of the box. Perhaps you are trying to access the Price field in the order without checking that it exists first? This will throw an exception if there is no Price field. Or perhaps the incoming message has a Price tag but with an invalid or empty value (e.g. "44=") Please include some messages from the log and perhaps the relevant code you've written. -- Caleb Epstein |