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

[Oren M. <or...@qu...>]

You probably haven't assigned a data dictionary to your session.  This =20=

is required if you intend on using repeating groups.  Without a =20
dictionary, QuickFIX has no way of identifying what tags belong to =20
repeating groups in your message, and must therefore assume any =20
repeated tag is a duplicate which must be rejected.

--oren

On Jan 28, 2005, at 10:08 AM, Edde wrote:

> QuickFIX Documentation: =20
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX FAQ: =20
> http://www.quickfixengine.org/wikifix/index.php?QuickFixFAQ
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Hi all,
>
> My name is Eddie Robertsson and I'm very new to QuickFix (started
> ud=D8=F3sing 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:=20
> 53.164=0156=3DFIP=01146=3D1=0155=3DEric
> =
B=0148=3D101=0122=3D8=01207=3DST=01262=3DFROW=01263=3D0=01264=3D1=01267=3D=
7=01269=3D0=01269=3D1=01269=3D2=01269=3D4=20
> =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=3D20050128-16:0=
0:=20
> =
16.812=0156=3DEDDE_MD=01262=3DFROW=01268=3D2=01269=3D0=01270=3D21.3=01271=3D=
1000=01269=3D1=01270=3D22.2=20
> =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:=20
> 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
>
>
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