Re: [Quickfix-developers] MarketDataRequest

[Joerg T. <Joe...@we...>]

> When I send a MarketDataRequest message using QuickFix 1.6 i get a reject
> saying missing filed 55 (Symbol) but when I look at the msg it actually is
> in there. However it is before Tag # 146 which is the NoRelatedSym field.
> Can someone help please?

In the MarketDataRequest, you can specify a list of securities using a 
repeating group. The structure of a repeating group is as follows:

	NoRelatedSym=N
	1.	Symbol=A
		...other optional fields
	2.	Symbol=B
		...
		...
	N.	Symbol=XX
	...

As you can see there are two requirements: The repeating group *always* 
starts with the field which tells the number (No...) of entries (here: 
NoRelatedSym). Then follow the N entries, which *always* start with the 
required field Symbol, followed by other optional fields which are 
needed to identify the specific security. In this way, no special start 
or end tags for the group and its entries are required.

If tag 55=Symbol is before the tag 146=NoRelatedSym then it is simply 
outside the repeating group which is not defined for the MarketDataRequest.

Cheers, Jörg