[Quickfix-developers] Message Reject when receiving Repeating Groups in MarketDataSnapshot/Full Refresh

[Edde <edd...@gm...>]

Hi all,

My name is Eddie Robertsson and I'm very new to QuickFix (started
using it about 2 weeks ago...). I'm using version 1.9.4 of the Java
API in QuickFix and this far things have been going really well.
However, I ran into a problem today when I tried to get MarketData
from our broker.

I start off by sending a MarketDataRequest message for full market
data snapshot of one instrument using 7 repeating groups (Bid, Offer,
Trade, Opening Price, Closing Price, Trading Session High Price and
Trading Session Low Price). This is the FIX message being sent:

(8=3DFIX.4.2=019=3D157=0135=3DV=0134=3D2=0149=3DEDDE_MD=0152=3D20050128-16:=
00:53.164=0156=3DFIP=01146=3D1=0155=3DEric
B=0148=3D101=0122=3D8=01207=3DST=01262=3DFROW=01263=3D0=01264=3D1=01267=3D7=
=01269=3D0=01269=3D1=01269=3D2=01269=3D4=01269=3D5=01269=3D8=01269=3D7=0110=
=3D248=01)

The problem occurrs when I receive the answer to this message which is
a MarketData Snapshot/Full Refresh message with repeating groups. The
message looks like this:

(8=3DFIX.4.2=019=3D118=0135=3DW=0134=3D2=0149=3DFIP=0152=3D20050128-16:00:1=
6.812=0156=3DEDDE_MD=01262=3DFROW=01268=3D2=01269=3D0=01270=3D21.3=01271=3D=
1000=01269=3D1=01270=3D22.2=01271=3D144000=0110=3D029=01)

The problem is that my application never receives this message since
it is rejected by QuickFix at an earlier stage with the following
reason:
(Message 2 Rejected: Tag appears more than once:269)

QuickFix then rejects the message by sending the following back to my
counterpart:

(8=3DFIX.4.2=019=3D102=0135=3D3=0134=3D3=0149=3DEDDE_MD=0152=3D20050128-16:=
00:55.427=0156=3DFIP=0145=3D2=0158=3DTag
appears more than once=01371=3D269=01372=3DW=0110=3D157=01)

It seems to me that what I'm receiving is a valid response to my
request but for some reason QuickFix rejects the message. Any ideas?
The only thing I can think of is that the response is missing the
required tag 55 but it seems to be a very strange error message if
this is indeed the problem.

Any help is much appreciated.
Cheers,
/Eddie