[Quickfix-developers] Field order in repeating groups?
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From: Edde <edd...@gm...> - 2005-01-31 16:55:41
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Hi, I'm trying to build a trading application using repeating groups and I'm running into some trouble with field order (at least that's what I think is wrong). I start off by sending a MarketDataRequest as follows: (8=3DFIX.4.2=019=3D170=0135=3DV=0134=3D2=0149=3DEDDE_MD=0152=3D20050131-16:= 07:41.425=0156=3DFIP=01146=3D1=0155=3DEric B=0148=3D101=0122=3D8=01207=3DST=01262=3DFR-SE0000108656-0=01263=3D0=01264= =3D1=01267=3D7=01269=3D0=01269=3D1=01269=3D2=01269=3D4=01269=3D5=01269=3D8= =01269=3D7=0110=3D103=01) My counterpart application is answering this message by sending two separate MarketDataSnapshotFullRefresh messages back. The first one looks like this and I have no problems parsing this message containing the first two entries in the repeating group: (8=3DFIX.4.2=019=3D131=0135=3DW=0134=3D2=0149=3DFIP=0152=3D20050131-16:06:5= 7.510=0156=3DEDDE_MD=01262=3DFR-SE0000108656-0=01268=3D2=01269=3D0=01270=3D= 20.8=01271=3D10000=01269=3D1=01270=3D20.9=01271=3D13000=0110=3D146=01) The problem occurrs when I try to parse the second message which contains the last five entries in the repeating group. This message look like this: (8=3DFIX.4.2=019=3D196=0135=3DW=0134=3D3=0149=3DFIP=0152=3D20050131-16:06:5= 7.512=0156=3DEDDE_MD=01262=3DFR-SE0000108656-0=01268=3D5=01381=3D28185455.4= =01387=3D1354717=01561=3D1000=01269=3D2=01270=3D20.9=01271=3D1000=01269=3D4= =01270=3D0=01269=3D5=01270=3D22.2=01269=3D7=01270=3D20.9=01269=3D8=01270=3D= 20=0110=3D146=01) I never get a chance to parse this message since the QuickFix engine traps the message and sends the following message back. (8=3DFIX.4.2=019=3D122=0135=3D3=0134=3D3=0149=3DEDDE_MD=0152=3D20050131-16:= 07:43.928=0156=3DFIP=0145=3D3=0158=3DIncorrect NumInGroup count for repeating group=01371=3D268=01372=3DW=0110=3D177=01) Now, based on the reject message this seems to be a problem with the number of entries in the group but that seems ok to me (268=3D5 and there are five 269 tags in the message). However, when I double checked the FIX spec for the MDEntryType field it says "Must be the first field in the repeating group". In the message I receive the 268=3D5 tag isn't immediately followed by the first 269 tag so I suspect this is the problem but I want to make sure this is the case before I go to my counterparty and tells them there is a bug in their application. Is this indeed the reason why QuickFix is rejecting the message? If this is the reason then is there a way to make QuickFix ignore this error so I can test the application before my counterparty fixes the bug? Thanks, /Eddie |