quickfix-developers — QuickFIX developers forum

[Quickfix-developers] Data format validation for LOCALMKTDATE type

[Yihu F. <Yih...@re...>]

Hi,

=20

LOCALMKTDATE data type is defined as YYYYMMDD in FIX version 4.2 up.
However, QuickFIX defines LOCALMKTDATE as string in FieldTypes.h

=20

typedef std::string LOCALMKTDATE;

=20

This equivalently turns off data format validation for LOCALMKTDATE as
it is a free format string. This is inconsistent with QuickFIX
validation of other date/time types like UTCDATE, UTCTIMESTAMP. For
example, ExpireDate (Tag 432) should be in YYYYMMDD. QuickFIX allows any
format of string in this tag. Should we have a new type along with its
convertor so that getValue call with do the correct validation of the
field?

=20

Thanks,

=20

-Yihu



To find out more about Reuters visit www.about.reuters.com

Any views expressed in this message are those of the individual sender, exc=
ept where the sender specifically states them to be the views of Reuters Lt=
d.

Re: [Quickfix-developers] unwanted automatic message

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

Hi Scott,

> Thanks a lot for pointing me in the right direction, I'm very new to
> FIX, and I keep getting tripped up by what I'm sure is obvious to the
> rest of the community.

That's perfectly OK. Another good place to ask questions is the on the FP=
L site in the=20
discussion forums:

http://www.fixprotocol.org/discuss/

Just register and you can post questions. This is a very good place to as=
k business=20
related questions, but you can also ask technical questions. On the other=
 hand, QuickFIX=20
related questions belong to this forum.

Have fun with FIX!

Cheers, J=F6rg

--=20
Joerg Thoennes
                                http://macd.com
Tel.: +49 (0)241 44597-24      Macdonald Associates GmbH
Fax : +49 (0)241 44597-10      Lothringer Str. 52, D-52070 Aachen

RE: [Quickfix-developers] unwanted automatic message

[Scott R. <sri...@fo...>]

Their spec apparently differs from that of FIX 4.2 (which they
supposedly use).  They do not include field 6 (AvgPx) on an execution
reject.  I modified toApp to supply a nominal value into this field for
execution rejects, and of course, now, every trade is accepted by their
dev server.

Thanks a lot for pointing me in the right direction, I'm very new to
FIX, and I keep getting tripped up by what I'm sure is obvious to the
rest of the community.
=09
-Scott

-----Original Message-----
From: Oren Miller [mailto:or...@qu...]=20
Sent: Thursday, March 02, 2006 3:52 PM
To: Scott Riopelle
Cc: qui...@li...
Subject: Re: [Quickfix-developers] unwanted automatic message

You just need to determine why you are rejecting the message and fix the

problem.  Simply not sending the reject message will not solve your=20
problem as it still means the message isn't being processed.  You need=20
to find out why it is either not passing validation, or if you are=20
trying to pull out a field that does not exist.  The reject message you=20
are sending them will give you more information about exactly which=20
field you are expecting to find.

--oren

Scott Riopelle wrote:

>All New Orders receive a ExecutionReport message which quickfix filters
>out, generating a Type 3, reject message with reason "Required tag
>missing"
>
>This message causes my counterparty to generate a Type j, Business
>Message Reject message, listed as "Unsupported Message Type".
>
>Reviewing the FIX documentation by the broker, they do not have Type 3
>listed.  I was going to capture my reject and just convert it into a
>business reject (which they do support), but the BusinessRejectReason
>field doesn't have an entry for "Required tag missing"
>
>-----Original Message-----
>From: Oren Miller [mailto:or...@qu...]=20
>Sent: Thursday, March 02, 2006 3:27 PM
>To: Scott Riopelle
>Cc: qui...@li...
>Subject: Re: [Quickfix-developers] unwanted automatic message
>
>What do you mean they don't support it? What do they do? Send you a=20
>reject message? How ironic.
>
>What exactly happens?
>
>--oren
>
>Scott Riopelle wrote:
>
> =20
>
>>The broker I am connecting to doesn't support MSGType =3D 3 messages. =
Is
>>   =20
>>
>
> =20
>
>>there some way in the toAdmin() method to keep it from being sent?
>>
>>   =20
>>
>
>
> =20
>

Re: [Quickfix-developers] unwanted automatic message

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

You just need to determine why you are rejecting the message and fix the 
problem.  Simply not sending the reject message will not solve your 
problem as it still means the message isn't being processed.  You need 
to find out why it is either not passing validation, or if you are 
trying to pull out a field that does not exist.  The reject message you 
are sending them will give you more information about exactly which 
field you are expecting to find.

--oren

Scott Riopelle wrote:

>All New Orders receive a ExecutionReport message which quickfix filters
>out, generating a Type 3, reject message with reason "Required tag
>missing"
>
>This message causes my counterparty to generate a Type j, Business
>Message Reject message, listed as "Unsupported Message Type".
>
>Reviewing the FIX documentation by the broker, they do not have Type 3
>listed.  I was going to capture my reject and just convert it into a
>business reject (which they do support), but the BusinessRejectReason
>field doesn't have an entry for "Required tag missing"
>
>-----Original Message-----
>From: Oren Miller [mailto:or...@qu...] 
>Sent: Thursday, March 02, 2006 3:27 PM
>To: Scott Riopelle
>Cc: qui...@li...
>Subject: Re: [Quickfix-developers] unwanted automatic message
>
>What do you mean they don't support it? What do they do? Send you a 
>reject message? How ironic.
>
>What exactly happens?
>
>--oren
>
>Scott Riopelle wrote:
>
>  
>
>>The broker I am connecting to doesn't support MSGType = 3 messages. Is
>>    
>>
>
>  
>
>>there some way in the toAdmin() method to keep it from being sent?
>>
>>    
>>
>
>
>  
>

RE: [Quickfix-developers] unwanted automatic message

[Scott R. <sri...@fo...>]

All New Orders receive a ExecutionReport message which quickfix filters
out, generating a Type 3, reject message with reason "Required tag
missing"

This message causes my counterparty to generate a Type j, Business
Message Reject message, listed as "Unsupported Message Type".

Reviewing the FIX documentation by the broker, they do not have Type 3
listed.  I was going to capture my reject and just convert it into a
business reject (which they do support), but the BusinessRejectReason
field doesn't have an entry for "Required tag missing"

-----Original Message-----
From: Oren Miller [mailto:or...@qu...]=20
Sent: Thursday, March 02, 2006 3:27 PM
To: Scott Riopelle
Cc: qui...@li...
Subject: Re: [Quickfix-developers] unwanted automatic message

What do you mean they don't support it? What do they do? Send you a=20
reject message? How ironic.

What exactly happens?

--oren

Scott Riopelle wrote:

> The broker I am connecting to doesn't support MSGType =3D 3 messages. =
Is

> there some way in the toAdmin() method to keep it from being sent?
>

Re: [Quickfix-developers] unwanted automatic message

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

What do you mean they don't support it? What do they do? Send you a 
reject message? How ironic.

What exactly happens?

--oren

Scott Riopelle wrote:

> The broker I am connecting to doesn’t support MSGType = 3 messages. Is 
> there some way in the toAdmin() method to keep it from being sent?
>

[Quickfix-developers] unwanted automatic message

[Scott R. <sri...@fo...>]

The broker I am connecting to doesn't support MSGType =3D 3 messages.  =
Is
there some way in the toAdmin() method to keep it from being sent?

RE: [Quickfix-developers] TradeCaptureReport problems

[Shepheard, T. \(London\) <Tob...@ml...>]

Hi Steve,

The error message is saying you're using an invalid tag, 37, in your
message which was of type AE. Looking that up, it's saying that the
OrderID field isn't valid for a TradeCaptureReport. Checking the FIX
spec, the OrderID field only exists within the NoSides repeating group,
and this is the problem - you've added it straight to the message, not
to the group.

So.. you need to use the NoSides *group* and add your Side and OrderID
to the group. At the other Steve mentioned earlier, there's an example
at http://www.quickfixengine.org/quickfix/doc/html/repeating_groups.html
which you really should take a look at. I also suspect that you're using
quickfix.field.NoSides at the moment, rather than
quickfix.fix44.TradeCaptureReport.NoSides. As a minor aside, when
creating the Side field you should specify the actual Side value too
(Buy, Sell etc)

Also, if you're unclear on what fields go in what groups, check the FIX
specfication from http://www.fixprotocol.org/specifications/ or use a
more easily readable data dictionary, such as at
http://b2bits.com/fixopaedia/


You should end up with something like the below (not checked for
errors....)

private Message createDummyFixMessage()
{
	// Create standard fields for TradeCaptureReport
      TradeReportID id =3D new TradeReportID("123");
      PreviouslyReported prevRpt =3D new PreviouslyReported(false);
      LastQty lstQty =3D new LastQty(10000.0d);
      LastPx lstPx =3D new LastPx(12.13d);
      TradeDate tradeDate =3D new TradeDate(new Date().toString());
      TransactTime time =3D new TransactTime(new Date());
	Symbol symbol =3D new Symbol("SYMBOL");

	// create the noSides repeating *group*
      quickfix.fix44.TradeCaptureReport.NoSides sidesGroup =3D=20
			new quickfix.fix44.TradeCaptureReport.NoSides();
=09
	// create the message
	TradeCaptureReport message =3D new TradeCaptureReport(id, prevRpt,
			lstQty, lstPx, tradeDate, time);
=09
	// set the TadeCaptureReport unique fields that aren't in the
constructor
      message.setField(symbol);
	=09
	// set the values for the first noSides *group*
	sidesGroup.set(new Side(Side.BUY));
	sidesGroup.set( new OrderID("12345"));

	// add the noSides group to the message
	message.addGroup(sidesGroup)

	// notice that we never call message.setNoSides, as quickFIX
does this for us.
     =20
	return message;
}

Regards
Toby

-----Original Message-----
From: qui...@li...
[mailto:qui...@li...] On Behalf Of
SPG
Sent: 01 March 2006 07:59
To: qui...@li...
Subject: [Quickfix-developers] TradeCaptureReport problems


QuickFIX Documentation:
http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html


All,

I am new to FIX and the QuickFix api, I am trying to set up a system and
initially attempting to send a sample TradeCaptureReport to a client
connection.

I am currently getting the following error:

8=3DFIX.4.4=019=3D150=0135=3D3=0134=3D3141=0149=3DFIXCLIENT1=0152=3D20060=
228-22:00:29.562=0156=3DF
FASTFILL_LBN_FIX_ADAPTER=0145=3D3142=0158=3DTag
not defined for this message =
type=01371=3D37=01372=3DAE=01373=3D2=0110=3D094=01

This is how I am constructing my message:

private Message createDummyFixMessage()
{
     TradeReportID id =3D new TradeReportID("123");
      PreviouslyReported prevRpt =3D new PreviouslyReported(false);
      LastQty lstQty =3D new LastQty(10000.0d);
      LastPx lstPx =3D new LastPx(12.13d);
      TradeDate tradeDate =3D new TradeDate(new Date().toString());
      TransactTime time =3D new TransactTime(new Date());

      NoSides noSides =3D new NoSides();
      Side s1 =3D new Side();
      OrderID orderID =3D new OrderID("12345");
      Symbol symbol =3D new Symbol("SYMBOL");


      TradeCaptureReport message =3D new TradeCaptureReport(id, prevRpt,
lstQty, lstPx,
                                                          tradeDate,
time);

      message.setField(noSides);
      message.setField(s1);
      message.setField(orderID);
      message.setField(symbol);

      return message;
}

Any ideas what I am doing wrong?
Thanks in advance...
Regards,

Steve
--
View this message in context:
http://www.nabble.com/TradeCaptureReport-problems-t1204255.html#a3179176
Sent from the QuickFIX - Dev forum at Nabble.com.



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RE: [Quickfix-developers] Session Resetting

[Steinberg, J. <Jon...@bo...>]

I am wondering if the problem I am having is caused by the creation date
in my session store. 
It appears that if the current UTC time is greater than one day than the
creation time, it will reset under certain conditions. 

00097 
00098   bool SessionTime::isSameSession( const UtcTimeOnly& start,
00099                                    const UtcTimeOnly& end,
00100                                    const UtcTimeStamp& time1,
00101                                    const UtcTimeStamp& time2 )
00102   { QF_STACK_PUSH(SessionTime::isSameSession)
00103 
00104     if ( !isSessionTime( start, end, time1 ) ) return false;
00105     if ( !isSessionTime( start, end, time2 ) ) return false;
00106 
00107     if ( time1 == time2 ) return true;
00108 
00109     UtcDate time1Date( time1 );
00110     UtcDate time2Date( time2 );
00111 
00112     if ( start < end || start == end )
00113       return time1Date == time2Date;
00114     else if( start > end )
00115       return labs(time1 - time2) < UTC_DAY;
00116     return false;
00117

Now, if my current time is a day later than the creation time, it will
reset. 
I have been using a MS SQLServer store  implementation, copied from the
MySqlStore, and the problem may be there. This is in conjunction with
the fact that my service has gotten bounced at odd hours in the past,
which may have caused the creation times to be wacky.
I will monitor the session creation times, and see if this was indeed
the problem.


Jonathan Steinberg


-----Original Message-----
From: Steinberg, Jonathan 
Sent: Wednesday, March 01, 2006 3:06 PM
To: 'Oren Miller'
Cc: John Hensley; qui...@li...
Subject: RE: [Quickfix-developers] Session Resetting

I have an additional question regarding my problem:

I had the session log itself out yesterday morning, and the logout
request was not acknowledged by the counter party. My sessions are
configured to start at 5 AM. At 5 AM, the logout messages are continuing
to be sent out by the engine. The session is not being recreated, just
the messages are not being sent until that point. 
What is the relation between the session start time and the session
creation logic?
Would it be possible that the logic for determining the start and end
time for the messages has become disconnected from the actual session
reset logic?

Thanks
Jonathan Steinberg



-----Original Message-----
From: Oren Miller [mailto:or...@qu...] 
Sent: Tuesday, February 28, 2006 7:45 PM
To: Steinberg, Jonathan
Cc: John Hensley; qui...@li...
Subject: Re: [Quickfix-developers] Session Resetting

Well it can happen if the counterparty requests a sequence reset on 
logon.  Doesn't seem to be the likely cause in this case.  It happens 
when the session time expires as you know.  There is also a reset method

and methods to set the sequence numbers which can be called by anyone.  
I'll investigate the code to see if there is some other possibility.  
Hopefully your logs can be used to create a test case which might expose

something.

--oren

Steinberg, Jonathan wrote:

>It happens sporadically. I can't reproduce it at will.
>
>It happened on 2/24/06 at 11:58 am for both of the sessions I have set
>up, and again today (2/28) at 9:43 am for one session, and at 2:30 Pm
>for another session
>It could certainly have been some problem in my application, but I
can't
>find out what it is.  I am really looking for ideas as to where to
look;
>It would be helpful to know what else would cause a logout/reset to
>happen, other than the session times defined in the config file.
>
>Thanks again
>
>Jonathan Steinberg
>
>
>-----Original Message-----
>From: Oren Miller [mailto:or...@qu...] 
>Sent: Tuesday, February 28, 2006 12:57 PM
>To: Steinberg, Jonathan
>Cc: John Hensley; qui...@li...
>Subject: Re: [Quickfix-developers] Session Resetting
>
>How often does this happen Jonathan. Is it repeatable? Does it happen 
>everyday?
>
>--oren
>
>Steinberg, Jonathan wrote:
>
>  
>
>>Regarding your comment about the dropping connection being wrong-
>>
>>I was also suspicious of this. After a logout caused by a incorrect 
>>seq num, shouldn't the counter party then accept a logon with the 
>>correct seq num?
>>
>>Thanks again for your help
>>
>>Jonathan Steinberg
>>
>>
>>    
>>
>-----------------------------------------------------------------------
-
>  
>
>>*From:* qui...@li... 
>>[mailto:qui...@li...] *On Behalf Of
>>    
>>
>
>  
>
>>*John Hensley
>>*Sent:* Tuesday, February 28, 2006 7:24 AM
>>*To:* qui...@li...
>>*Subject:* RE: [Quickfix-developers] Session Resetting
>>
>>Right, but things are OK from there until just before noon. Then for 
>>some reason Jonathan's engine is logging out, and it looks like the 
>>counterparty is not acknowledging the logout message and resetting 
>>sequence numbers. From the socket error logged after the 
>>"Disconnecting" message, they're just dropping the connection. I think
>>    
>>
>
>  
>
>>that's wrong, but the more pressing question is Jonathan's: why's 
>>QuickFIX disconnecting and resetting in the first place?
>>
>>
>>    
>>
>-----------------------------------------------------------------------
-
>  
>
>>*From:* Caleb Epstein [mailto:cal...@gm...]
>>*Sent:* Monday, February 27, 2006 11:49 PM
>>*To:* Steinberg, Jonathan
>>*Cc:* John Hensley; qui...@li...
>>*Subject:* Re: [Quickfix-developers] Session Resetting
>>
>>On 2/27/06, *Steinberg, Jonathan* 
>><Jon...@bo... 
>><mailto:Jon...@bo...>> wrote:
>>
>>    There was also a sequence reset at 5:00, but nothing since that
>>    point - here is the complete event log with the sequence reset put
>>    back .
>>
>>    Where else would I look?
>>
>>    What events would cause a logout/session reset?
>>
>>
>>Hitting the Session's configured StartTime. From an earlier mail, you 
>>have:
>>
>>[DEFAULT]
>>
>>HeartBtInt=60
>>
>>StartTime=10:00:00
>>
>>EndTime=01:00:00
>>
>>
>>Which would agree with an 05:00 local time reset of sequence numbers 
>>(StartTime is in GMT).
>>
>>-- 
>>Caleb Epstein
>>caleb dot epstein at gmail dot com
>>
>>    
>>
>
>
>  
>

Re: [Quickfix-developers] How to send a TradSesStatus message

[Dale W. <wil...@oc...>]

Hi, Steve,
SPG wrote:
> Hi,
>
> I want to send a close of day message via a TradSesStatus message to all
> clients connected. But, I notice that TradSesStatus  is not of type Message,
> but IntField instead.
>
> I create the object like so:
> TradSesStatus closeOfDayMessage = new TradSesStatus(TradSesStatus.CLOSED);
>   
This creates a field.  What you want to do is create a 
TradingSessionStatus message and put this field into it.

<shameless plug> Now might be a good time for me to mention OCI's 
"Introduction to FIX and QuickFIX" class that I'll be teaching later 
this month.
(http://www.ociweb.com/education/services/descrip/FINC01-01.html) We'll 
be covering this type of question and a whole lot more.
</shameless plug>

Dale
> How so I send it to the clients?
>   
> Steve
> --
> View this message in context: http://www.nabble.com/How-to-send-a-TradSesStatus-message-t1206165.html#a3185145
> Sent from the QuickFIX - Dev forum at Nabble.com.
>
>
>
> -------------------------------------------------------
> This SF.Net email is sponsored by xPML, a groundbreaking scripting language
> that extends applications into web and mobile media. Attend the live webcast
> and join the prime developer group breaking into this new coding territory!
> http://sel.as-us.falkag.net/sel?cmd=lnk&kid=110944&bid=241720&dat=121642
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>   

RE: [Quickfix-developers] Session Resetting

[Steinberg, J. <Jon...@bo...>]

I have an additional question regarding my problem:

I had the session log itself out yesterday morning, and the logout
request was not acknowledged by the counter party. My sessions are
configured to start at 5 AM. At 5 AM, the logout messages are continuing
to be sent out by the engine. The session is not being recreated, just
the messages are not being sent until that point. 
What is the relation between the session start time and the session
creation logic?
Would it be possible that the logic for determining the start and end
time for the messages has become disconnected from the actual session
reset logic?

Thanks
Jonathan Steinberg



-----Original Message-----
From: Oren Miller [mailto:or...@qu...] 
Sent: Tuesday, February 28, 2006 7:45 PM
To: Steinberg, Jonathan
Cc: John Hensley; qui...@li...
Subject: Re: [Quickfix-developers] Session Resetting

Well it can happen if the counterparty requests a sequence reset on 
logon.  Doesn't seem to be the likely cause in this case.  It happens 
when the session time expires as you know.  There is also a reset method

and methods to set the sequence numbers which can be called by anyone.  
I'll investigate the code to see if there is some other possibility.  
Hopefully your logs can be used to create a test case which might expose

something.

--oren

Steinberg, Jonathan wrote:

>It happens sporadically. I can't reproduce it at will.
>
>It happened on 2/24/06 at 11:58 am for both of the sessions I have set
>up, and again today (2/28) at 9:43 am for one session, and at 2:30 Pm
>for another session
>It could certainly have been some problem in my application, but I
can't
>find out what it is.  I am really looking for ideas as to where to
look;
>It would be helpful to know what else would cause a logout/reset to
>happen, other than the session times defined in the config file.
>
>Thanks again
>
>Jonathan Steinberg
>
>
>-----Original Message-----
>From: Oren Miller [mailto:or...@qu...] 
>Sent: Tuesday, February 28, 2006 12:57 PM
>To: Steinberg, Jonathan
>Cc: John Hensley; qui...@li...
>Subject: Re: [Quickfix-developers] Session Resetting
>
>How often does this happen Jonathan. Is it repeatable? Does it happen 
>everyday?
>
>--oren
>
>Steinberg, Jonathan wrote:
>
>  
>
>>Regarding your comment about the dropping connection being wrong-
>>
>>I was also suspicious of this. After a logout caused by a incorrect 
>>seq num, shouldn't the counter party then accept a logon with the 
>>correct seq num?
>>
>>Thanks again for your help
>>
>>Jonathan Steinberg
>>
>>
>>    
>>
>-----------------------------------------------------------------------
-
>  
>
>>*From:* qui...@li... 
>>[mailto:qui...@li...] *On Behalf Of
>>    
>>
>
>  
>
>>*John Hensley
>>*Sent:* Tuesday, February 28, 2006 7:24 AM
>>*To:* qui...@li...
>>*Subject:* RE: [Quickfix-developers] Session Resetting
>>
>>Right, but things are OK from there until just before noon. Then for 
>>some reason Jonathan's engine is logging out, and it looks like the 
>>counterparty is not acknowledging the logout message and resetting 
>>sequence numbers. From the socket error logged after the 
>>"Disconnecting" message, they're just dropping the connection. I think
>>    
>>
>
>  
>
>>that's wrong, but the more pressing question is Jonathan's: why's 
>>QuickFIX disconnecting and resetting in the first place?
>>
>>
>>    
>>
>-----------------------------------------------------------------------
-
>  
>
>>*From:* Caleb Epstein [mailto:cal...@gm...]
>>*Sent:* Monday, February 27, 2006 11:49 PM
>>*To:* Steinberg, Jonathan
>>*Cc:* John Hensley; qui...@li...
>>*Subject:* Re: [Quickfix-developers] Session Resetting
>>
>>On 2/27/06, *Steinberg, Jonathan* 
>><Jon...@bo... 
>><mailto:Jon...@bo...>> wrote:
>>
>>    There was also a sequence reset at 5:00, but nothing since that
>>    point - here is the complete event log with the sequence reset put
>>    back .
>>
>>    Where else would I look?
>>
>>    What events would cause a logout/session reset?
>>
>>
>>Hitting the Session's configured StartTime. From an earlier mail, you 
>>have:
>>
>>[DEFAULT]
>>
>>HeartBtInt=60
>>
>>StartTime=10:00:00
>>
>>EndTime=01:00:00
>>
>>
>>Which would agree with an 05:00 local time reset of sequence numbers 
>>(StartTime is in GMT).
>>
>>-- 
>>Caleb Epstein
>>caleb dot epstein at gmail dot com
>>
>>    
>>
>
>
>  
>

Re: [Quickfix-developers] How to send a TradSesStatus message

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

Wow.  Someone really needs to change how they name things in the =20
specification.

--oren

On Mar 1, 2006, at 9:42 AM, Shepheard, Toby (London) wrote:

> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/=20
> html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> As you've noticed, TradeSesStatus is the field - what you're =20
> looking for
> is the message, which is called TradingSessionStatus. This then =20
> contains
> the TradeSesStatus field, which you set in the usual manner.
>
> Hope that helps.
> Toby
>
> -----Original Message-----
> From: qui...@li...
> [mailto:qui...@li...] On Behalf Of
> SPG
> Sent: 01 March 2006 15:32
> To: qui...@li...
> Subject: [Quickfix-developers] How to send a TradSesStatus message
>
>
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> Hi,
>
> I want to send a close of day message via a TradSesStatus message =20
> to all
> clients connected. But, I notice that TradSesStatus  is not of type
> Message,
> but IntField instead.
>
> I create the object like so:
> TradSesStatus closeOfDayMessage =3D new
> TradSesStatus(TradSesStatus.CLOSED);
>
> How so I send it to the clients?
>
> Steve
> --
> View this message in context:
> http://www.nabble.com/How-to-send-a-TradSesStatus-message-=20
> t1206165.html#
> a3185145
> Sent from the QuickFIX - Dev forum at Nabble.com.
>
>
>
> -------------------------------------------------------
> This SF.Net email is sponsored by xPML, a groundbreaking scripting
> language
> that extends applications into web and mobile media. Attend the live
> webcast
> and join the prime developer group breaking into this new coding
> territory!
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> cmd=3Dlnk&kid=3D110944&bid=3D241720&dat=3D121642
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
> --------------------------------------------------------
>
> If you are not an intended recipient of this e-mail, please notify =20
> the sender, delete it and do not read, act upon, print, disclose, =20
> copy, retain or redistribute it. Click here for important =20
> additional terms relating to this e-mail.     http://www.ml.com/=20
> email_terms/
> --------------------------------------------------------
>
>
> -------------------------------------------------------
> This SF.Net email is sponsored by xPML, a groundbreaking scripting =20
> language
> that extends applications into web and mobile media. Attend the =20
> live webcast
> and join the prime developer group breaking into this new coding =20
> territory!
> http://sel.as-us.falkag.net/sel?cmd=3Dlnk&kid=110944&bid$1720&dat=121642=

> _______________________________________________
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> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>

RE: [Quickfix-developers] How to send a TradSesStatus message

[Shepheard, T. \(London\) <Tob...@ml...>]

As you've noticed, TradeSesStatus is the field - what you're looking for
is the message, which is called TradingSessionStatus. This then contains
the TradeSesStatus field, which you set in the usual manner.

Hope that helps.
Toby

-----Original Message-----
From: qui...@li...
[mailto:qui...@li...] On Behalf Of
SPG
Sent: 01 March 2006 15:32
To: qui...@li...
Subject: [Quickfix-developers] How to send a TradSesStatus message


QuickFIX Documentation:
http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html


Hi,

I want to send a close of day message via a TradSesStatus message to all
clients connected. But, I notice that TradSesStatus  is not of type
Message,
but IntField instead.

I create the object like so:
TradSesStatus closeOfDayMessage =3D new
TradSesStatus(TradSesStatus.CLOSED);

How so I send it to the clients?

Steve
--
View this message in context:
http://www.nabble.com/How-to-send-a-TradSesStatus-message-t1206165.html#
a3185145
Sent from the QuickFIX - Dev forum at Nabble.com.



-------------------------------------------------------
This SF.Net email is sponsored by xPML, a groundbreaking scripting
language
that extends applications into web and mobile media. Attend the live
webcast
and join the prime developer group breaking into this new coding
territory!
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121642
_______________________________________________
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--------------------------------------------------------

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sender, delete it and do not read, act upon, print, disclose, copy, =
retain or redistribute it. Click here for important additional terms =
relating to this e-mail.     http://www.ml.com/email_terms/
--------------------------------------------------------

[Quickfix-developers] How to send a TradSesStatus message

[SPG <ste...@bl...>]

Hi,

I want to send a close of day message via a TradSesStatus message to all
clients connected. But, I notice that TradSesStatus  is not of type Message,
but IntField instead.

I create the object like so:
TradSesStatus closeOfDayMessage = new TradSesStatus(TradSesStatus.CLOSED);

How so I send it to the clients?

Steve
--
View this message in context: http://www.nabble.com/How-to-send-a-TradSesStatus-message-t1206165.html#a3185145
Sent from the QuickFIX - Dev forum at Nabble.com.

RE: [Quickfix-developers] MarketDataIncrementalRefresh message

[Scott R. <sri...@fo...>]

Thanks!  I didn't realize I was using the wrong NoMDEntries class.  It
works fine now.

=20
-Scott

=20

________________________________

From: qui...@li...
[mailto:qui...@li...] On Behalf Of
Steve Bate
Sent: Wednesday, March 01, 2006 8:10 AM
To: qui...@li...
Subject: RE: [Quickfix-developers] MarketDataIncrementalRefresh message

=20

Hi Scott,

=20

The previous message refered to MarketDataIncrementalRefresh rather than
the MarketDataSnapshotFullRefresh message. I've checked both QuickFIX/J
and the QuickFIX JNI versions of the messages and they both have a
definition for MarketDataIncrementalRefresh.NoMDEntries.getMDEntryID.
The MDEntryID field is not valid for the MarketDataSnapshotFullRefresh.

=20

Regards,

=20

Steve Bate
Smart Trade Technologies
Phone: +33 4 42 90 03 97
http://www.smart-trade.net/

	=20

=09
________________________________


	From: Scott Riopelle [mailto:sri...@fo...]=20
	Sent: Wednesday, March 01, 2006 1:53 PM
	To: Steve Bate; qui...@li...
	Subject: RE: [Quickfix-developers] MarketDataIncrementalRefresh
message

	Are you certain this functionality exists for the Java version
of quickfix?  My compiler returns errors on both of those attempted
calls, as well as attempts to call NoMDEntries.get(MDUpdateAction) and
NoMDEntries.get(MDEntryID)

	"cannot find symbol; symbol : method getMDUpdateAction(),
location: class quickfix.fix42.MarketDataSnapshotFullRefresh.NoMDEntries
at line 197 (197:22) "

	"cannot find symbol; symbol : method getEntryID(), location:
class quickfix.fix42.MarketDataSnapshotFullRefresh.NoMDEntries at line
208 (208:30)"

	"cannot find symbol; symbol : method
get(quickfix.field.MDUpdateAction), location: class
quickfix.fix42.MarketDataSnapshotFullRefresh.NoMDEntries at line 196
(196:22)"

	"cannot find symbol; symbol : method
get(quickfix.field.MDEntryID), location: class
quickfix.fix42.MarketDataSnapshotFullRefresh.NoMDEntries at line 209
(209:30)"

	Perhaps I have out of date files?  Or, I'm looking in the wrong
place?

	=20

	Any help would be appreciated, This has been a source of much
frustration for me.

	            -Scott        =20

	=20

	=20

	=20

	(Steve, sorry for the reply just to you before)

=09
________________________________


	From: qui...@li...
[mailto:qui...@li...] On Behalf Of
Steve Bate
	Sent: Wednesday, March 01, 2006 1:35 AM
	To: qui...@li...
	Subject: RE: [Quickfix-developers] MarketDataIncrementalRefresh
message

	=20

	Hi Scott,

	=20

	There are getMDEntryID() and getMDUpdateAction() methods on
NoMDEntries (the group object).=20

	Is that what you want?

	=20

	Steve

	=20

		=20

	=09
________________________________


		From: qui...@li...
[mailto:qui...@li...] On Behalf Of
Scott Riopelle
		Sent: Wednesday, March 01, 2006 4:17 AM
		To: qui...@li...
		Subject: [Quickfix-developers]
MarketDataIncrementalRefresh message

		I am new to FIX, and using the java implementation of
quick fix to write an app to handle market data and order managing.

		=20

		I have a question about the MarketDataIncrmentalRefresh
message class.  I'm extracting groups from this message, and can't seem
to find the appropriate calls to access two of the fields. MDEntryID
(field 278) and MDUpdateAction (field 279) do not seem to have accessors
within the Java implementation.

		=20

		Do this exist under a different name, and if not, is
there a good way to access the information in these fields?

		=20

		Thanks in Advance,

		-Scott                          =20

RE: [Quickfix-developers] MarketDataIncrementalRefresh message

[Steve B. <sb...@sm...>]

Hi Scott,
=20
The previous message refered to MarketDataIncrementalRefresh rather than
the MarketDataSnapshotFullRefresh message. I've checked both QuickFIX/J
and the QuickFIX JNI versions of the messages and they both have a
definition for MarketDataIncrementalRefresh.NoMDEntries.getMDEntryID.
The MDEntryID field is not valid for the MarketDataSnapshotFullRefresh.
=20
Regards,
=20
Steve Bate
Smart Trade Technologies
Phone: +33 4 42 90 03 97
http://www.smart-trade.net/


________________________________

	From: Scott Riopelle [mailto:sri...@fo...]=20
	Sent: Wednesday, March 01, 2006 1:53 PM
	To: Steve Bate; qui...@li...
	Subject: RE: [Quickfix-developers] MarketDataIncrementalRefresh
message
=09
=09

	Are you certain this functionality exists for the Java version
of quickfix?  My compiler returns errors on both of those attempted
calls, as well as attempts to call NoMDEntries.get(MDUpdateAction) and
NoMDEntries.get(MDEntryID)

	"cannot find symbol; symbol : method getMDUpdateAction(),
location: class quickfix.fix42.MarketDataSnapshotFullRefresh.NoMDEntries
at line 197 (197:22) "

	"cannot find symbol; symbol : method getEntryID(), location:
class quickfix.fix42.MarketDataSnapshotFullRefresh.NoMDEntries at line
208 (208:30)"

	"cannot find symbol; symbol : method
get(quickfix.field.MDUpdateAction), location: class
quickfix.fix42.MarketDataSnapshotFullRefresh.NoMDEntries at line 196
(196:22)"

	"cannot find symbol; symbol : method
get(quickfix.field.MDEntryID), location: class
quickfix.fix42.MarketDataSnapshotFullRefresh.NoMDEntries at line 209
(209:30)"

	Perhaps I have out of date files?  Or, I'm looking in the wrong
place?

	=20

	Any help would be appreciated, This has been a source of much
frustration for me.

	            -Scott        =20

	=20

	=20

	=20

	(Steve, sorry for the reply just to you before)

=09
________________________________


	From: qui...@li...
[mailto:qui...@li...] On Behalf Of
Steve Bate
	Sent: Wednesday, March 01, 2006 1:35 AM
	To: qui...@li...
	Subject: RE: [Quickfix-developers] MarketDataIncrementalRefresh
message

	=20

	Hi Scott,

	=20

	There are getMDEntryID() and getMDUpdateAction() methods on
NoMDEntries (the group object).=20

	Is that what you want?

	=20

	Steve

	=20

		=20

	=09
________________________________


		From: qui...@li...
[mailto:qui...@li...] On Behalf Of
Scott Riopelle
		Sent: Wednesday, March 01, 2006 4:17 AM
		To: qui...@li...
		Subject: [Quickfix-developers]
MarketDataIncrementalRefresh message

		I am new to FIX, and using the java implementation of
quick fix to write an app to handle market data and order managing.

		=20

		I have a question about the MarketDataIncrmentalRefresh
message class.  I'm extracting groups from this message, and can't seem
to find the appropriate calls to access two of the fields. MDEntryID
(field 278) and MDUpdateAction (field 279) do not seem to have accessors
within the Java implementation.

		=20

		Do this exist under a different name, and if not, is
there a good way to access the information in these fields?

		=20

		Thanks in Advance,

		-Scott                          =20

RE: [Quickfix-developers] MarketDataIncrementalRefresh message

[Scott R. <sri...@fo...>]

Are you certain this functionality exists for the Java version of
quickfix?  My compiler returns errors on both of those attempted calls,
as well as attempts to call NoMDEntries.get(MDUpdateAction) and
NoMDEntries.get(MDEntryID)

"cannot find symbol; symbol : method getMDUpdateAction(), location:
class quickfix.fix42.MarketDataSnapshotFullRefresh.NoMDEntries at line
197 (197:22) "

"cannot find symbol; symbol : method getEntryID(), location: class
quickfix.fix42.MarketDataSnapshotFullRefresh.NoMDEntries at line 208
(208:30)"

"cannot find symbol; symbol : method get(quickfix.field.MDUpdateAction),
location: class quickfix.fix42.MarketDataSnapshotFullRefresh.NoMDEntries
at line 196 (196:22)"

"cannot find symbol; symbol : method get(quickfix.field.MDEntryID),
location: class quickfix.fix42.MarketDataSnapshotFullRefresh.NoMDEntries
at line 209 (209:30)"

Perhaps I have out of date files?  Or, I'm looking in the wrong place?

=20

Any help would be appreciated, This has been a source of much
frustration for me.

            -Scott        =20

=20

=20

=20

(Steve, sorry for the reply just to you before)

________________________________

From: qui...@li...
[mailto:qui...@li...] On Behalf Of
Steve Bate
Sent: Wednesday, March 01, 2006 1:35 AM
To: qui...@li...
Subject: RE: [Quickfix-developers] MarketDataIncrementalRefresh message

=20

Hi Scott,

=20

There are getMDEntryID() and getMDUpdateAction() methods on NoMDEntries
(the group object).=20

Is that what you want?

=20

Steve

=20

	=20

=09
________________________________


	From: qui...@li...
[mailto:qui...@li...] On Behalf Of
Scott Riopelle
	Sent: Wednesday, March 01, 2006 4:17 AM
	To: qui...@li...
	Subject: [Quickfix-developers] MarketDataIncrementalRefresh
message

	I am new to FIX, and using the java implementation of quick fix
to write an app to handle market data and order managing.

	=20

	I have a question about the MarketDataIncrmentalRefresh message
class.  I'm extracting groups from this message, and can't seem to find
the appropriate calls to access two of the fields. MDEntryID (field 278)
and MDUpdateAction (field 279) do not seem to have accessors within the
Java implementation.

	=20

	Do this exist under a different name, and if not, is there a
good way to access the information in these fields?

	=20

	Thanks in Advance,

	-Scott                          =20

[Quickfix-developers] RE: TradeCaptureReport problems

[SPG <ste...@bl...>]

Hi Steve / Toby

Thanks for the pointer... 
As I said, I am new to the api and feeling my way around.
I used the NoSides class instead of the group and hey presto!

Thanks for your help!
--
View this message in context: http://www.nabble.com/TradeCaptureReport-problems-t1204255.html#a3181987
Sent from the QuickFIX - Dev forum at Nabble.com.

RE: [Quickfix-developers] TradeCaptureReport problems

[Steve B. <sb...@sm...>]

=20
Hello,

It doesn't look like you're creating the group correctly. I see
Toby already replied, so I'll just add that there is an
example of using repeating groups at...

http://www.quickfixengine.org/quickfix/doc/html/java/repeating_groups_1.
html

Regards,

Steve Bate
Smart Trade Technologies
Phone: +33 4 42 90 03 97
http://www.smart-trade.net/

> -----Original Message-----
> From: qui...@li...=20
> [mailto:qui...@li...] On=20
> Behalf Of SPG
> Sent: Wednesday, March 01, 2006 12:25 PM
> To: qui...@li...
> Subject: Re: [Quickfix-developers] TradeCaptureReport problems
>=20
> QuickFIX Documentation:=20
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>=20
>=20
> OK, Here is an update.. But still getting errors:
>=20
> Code:=20
> private Message createDummyFixMessage()
>     {
>           TradeReportID id =3D new TradeReportID("123");
>           PreviouslyReported prevRpt =3D new =
PreviouslyReported(false);
>           LastQty lstQty =3D new LastQty(10000.0d);
>           LastPx lstPx =3D new LastPx(12.13d);
>           TradeDate tradeDate =3D new TradeDate(new =
Date().toString());
>           TransactTime time =3D new TransactTime(new Date());
>           ExecType execType =3D new ExecType('F');
>           Symbol symbol =3D new Symbol("FI.REUTERS");
>=20
>           TradeCaptureReport message =3D new=20
> TradeCaptureReport(id, prevRpt, lstQty, lstPx,
>                                                              =20
> tradeDate, time);
>          =20
>           message.setField(new NoSides(NoSides.ONE_SIDE));
>           Group group =3D new Group(NoSides.FIELD,1);
>           group.setField(new Side(Side.BUY));
>           group.setField(new OrderID("12345"));
>           message.addGroup(group);
>=20
>           message.setField(execType);
>           message.setField(symbol);         =20
>          =20
>           String xml =3D message.toXML();
>           System.out.println(xml);
>           return message;
>     }
>=20
> Now getting:
>=20
> =
8=3DFIX.4.4=019=3D129=0135=3D3=0134=3D21=0149=3DXXX1=0152=3D20060301-11:0=
6:28.859=0156
> =3DXXXX_ADAPTER=0145=3D21=0158=3DRequired
> tag missing=01371=3D54=01372=3DAE=01373=3D1=0110=3D174=01
>=20
> Which suggests that the "Side" field is missing, but I have=20
> added it to the group??
>=20
>=20
> --
> View this message in context:=20
> http://www.nabble.com/TradeCaptureReport-problems-t1204255.htm
> l#a3181460
> Sent from the QuickFIX - Dev forum at Nabble.com.
>=20
>=20
>=20
> -------------------------------------------------------
> This SF.Net email is sponsored by xPML, a groundbreaking=20
> scripting language that extends applications into web and=20
> mobile media. Attend the live webcast and join the prime=20
> developer group breaking into this new coding territory!
> http://sel.as-us.falkag.net/sel?cmd=3Dk&kid=110944&bid$1720&dat=121642
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>=20

RE: [Quickfix-developers] TradeCaptureReport problems

[Shepheard, T. \(London\) <Tob...@ml...>]

You're using a generic Group object to set the NoSides group. Use the
NoSides group explicitly instead.

quickfix.fix44.TradeCaptureReport.NoSides group =3D new
quickfix.fix44.TradeCaptureReport.NoSides();

QuickFIX will automatically set the right number of sides in the message
for you, so there's no need to call=20
message.setField(new NoSides(NoSides.ONE_SIDE));

Regards
Toby

-----Original Message-----
From: qui...@li...
[mailto:qui...@li...] On Behalf Of
SPG
Sent: 01 March 2006 11:25
To: qui...@li...
Subject: Re: [Quickfix-developers] TradeCaptureReport problems


QuickFIX Documentation:
http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html


OK, Here is an update.. But still getting errors:

Code:=20
private Message createDummyFixMessage()
    {
          TradeReportID id =3D new TradeReportID("123");
          PreviouslyReported prevRpt =3D new PreviouslyReported(false);
          LastQty lstQty =3D new LastQty(10000.0d);
          LastPx lstPx =3D new LastPx(12.13d);
          TradeDate tradeDate =3D new TradeDate(new Date().toString());
          TransactTime time =3D new TransactTime(new Date());
          ExecType execType =3D new ExecType('F');
          Symbol symbol =3D new Symbol("FI.REUTERS");

          TradeCaptureReport message =3D new TradeCaptureReport(id,
prevRpt,
lstQty, lstPx,
                                                              tradeDate,
time);
         =20
          message.setField(new NoSides(NoSides.ONE_SIDE));
          Group group =3D new Group(NoSides.FIELD,1);
          group.setField(new Side(Side.BUY));
          group.setField(new OrderID("12345"));
          message.addGroup(group);

          message.setField(execType);
          message.setField(symbol);         =20
         =20
          String xml =3D message.toXML();
          System.out.println(xml);
          return message;
    }

Now getting:

8=3DFIX.4.4=019=3D129=0135=3D3=0134=3D21=0149=3DXXX1=0152=3D20060301-11:0=
6:28.859=0156=3DXXXX_ADAP
TER=0145=3D21=0158=3DRequired
tag missing=01371=3D54=01372=3DAE=01373=3D1=0110=3D174=01

Which suggests that the "Side" field is missing, but I have added it to
the
group??


--
View this message in context:
http://www.nabble.com/TradeCaptureReport-problems-t1204255.html#a3181460
Sent from the QuickFIX - Dev forum at Nabble.com.



-------------------------------------------------------
This SF.Net email is sponsored by xPML, a groundbreaking scripting
language
that extends applications into web and mobile media. Attend the live
webcast
and join the prime developer group breaking into this new coding
territory!
http://sel.as-us.falkag.net/sel?cmd=3Dk&kid=110944&bid$1720&dat=121642
_______________________________________________
Quickfix-developers mailing list
Qui...@li...
https://lists.sourceforge.net/lists/listinfo/quickfix-developers
--------------------------------------------------------

If you are not an intended recipient of this e-mail, please notify the =
sender, delete it and do not read, act upon, print, disclose, copy, =
retain or redistribute it. Click here for important additional terms =
relating to this e-mail.     http://www.ml.com/email_terms/
--------------------------------------------------------

Re: [Quickfix-developers] TradeCaptureReport problems

[SPG <ste...@bl...>]

OK, Here is an update.. But still getting errors:

Code:=20
private Message createDummyFixMessage()
    {
          TradeReportID id =3D new TradeReportID("123");
          PreviouslyReported prevRpt =3D new PreviouslyReported(false);
          LastQty lstQty =3D new LastQty(10000.0d);
          LastPx lstPx =3D new LastPx(12.13d);
          TradeDate tradeDate =3D new TradeDate(new Date().toString());
          TransactTime time =3D new TransactTime(new Date());
          ExecType execType =3D new ExecType('F');
          Symbol symbol =3D new Symbol("FI.REUTERS");

          TradeCaptureReport message =3D new TradeCaptureReport(id, prevRpt=
,
lstQty, lstPx,
                                                              tradeDate,
time);
         =20
          message.setField(new NoSides(NoSides.ONE_SIDE));
          Group group =3D new Group(NoSides.FIELD,1);
          group.setField(new Side(Side.BUY));
          group.setField(new OrderID("12345"));
          message.addGroup(group);

          message.setField(execType);
          message.setField(symbol);         =20
         =20
          String xml =3D message.toXML();
          System.out.println(xml);
          return message;
    }

Now getting:

8=3DFIX.4.4=019=3D129=0135=3D3=0134=3D21=0149=3DXXX1=0152=3D20060301-11:06:=
28.859=0156=3DXXXX_ADAPTER=0145=3D21=0158=3DRequired
tag missing=01371=3D54=01372=3DAE=01373=3D1=0110=3D174=01

Which suggests that the "Side" field is missing, but I have added it to the
group??


--
View this message in context: http://www.nabble.com/TradeCaptureReport-prob=
lems-t1204255.html#a3181460
Sent from the QuickFIX - Dev forum at Nabble.com.

RE: [Quickfix-developers] I can't find the source code of the quickfix.fix42 package

[Steve B. <sb...@sm...>]

Hello Alexander,
=20
That code is generated during the build.
=20
Regards,
=20
Steve Bate
Smart Trade Technologies
Phone: +33 4 42 90 03 97
http://www.smart-trade.net/


________________________________

	From: qui...@li...
[mailto:qui...@li...] On Behalf Of
Alexander Gorbachev
	Sent: Wednesday, March 01, 2006 10:24 AM
	To: qui...@li...
	Subject: [Quickfix-developers] I can't find the source code of
the quickfix.fix42 package
=09
=09
	Hello, quickfix developers!
	=20
	I am using the Quickfix/J v. 1.0.0. beta 3. My problem is that I
cannot find the source code of the quickfix.fix42 package inside the
quickfix-1.0.0-beta3-src.zip archive. Is it supposed to be there? Can I
find it elsewhere?
	=20
	Thanks a lot for your help.
	=20
	Kind regards,
	Alexander.
	=20

RE: [Quickfix-developers] I can't find the source code of the quickfix.fix42 package

[Shepheard, T. \(London\) <Tob...@ml...>]

Are you looking under quickfixj/src-generated/quickfix/fix42? It's a
generated package rather than part of the core quickfix code, so is
under src-generated rather than src.
=20
If it really is missing from the zip, you can get it directly from CVS
on sourceforge:  http://sourceforge.net/cvs/?group_id=3D37535

	-----Original Message-----
	From: qui...@li...
[mailto:qui...@li...] On Behalf Of
Alexander Gorbachev
	Sent: 01 March 2006 09:24
	To: qui...@li...
	Subject: [Quickfix-developers] I can't find the source code of
the quickfix.fix42 package
=09
=09
	Hello, quickfix developers!
	=20
	I am using the Quickfix/J v. 1.0.0. beta 3. My problem is that I
cannot find the source code of the quickfix.fix42 package inside the
quickfix-1.0.0-beta3-src.zip archive. Is it supposed to be there? Can I
find it elsewhere?
	=20
	Thanks a lot for your help.
	=20
	Kind regards,
	Alexander.
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[Quickfix-developers] I can't find the source code of the quickfix.fix42 package

[Alexander G. <ago...@ac...>]

Hello, quickfix developers!

I am using the Quickfix/J v. 1.0.0. beta 3. My problem is that I cannot =
find the source code of the quickfix.fix42 package inside the =
quickfix-1.0.0-beta3-src.zip archive. Is it supposed to be there? Can I =
find it elsewhere?

Thanks a lot for your help.

Kind regards,
Alexander.

[Quickfix-developers] TradeCaptureReport problems

[SPG <ste...@bl...>]

All,

I am new to FIX and the QuickFix api, I am trying to set up a system and
initially attempting to send a sample TradeCaptureReport to a client
connection.

I am currently getting the following error:

8=3DFIX.4.4=019=3D150=0135=3D3=0134=3D3141=0149=3DFIXCLIENT1=0152=3D2006022=
8-22:00:29.562=0156=3DFFASTFILL_LBN_FIX_ADAPTER=0145=3D3142=0158=3DTag
not defined for this message type=01371=3D37=01372=3DAE=01373=3D2=0110=3D09=
4=01

This is how I am constructing my message:

private Message createDummyFixMessage()
{
     TradeReportID id =3D new TradeReportID("123");
      PreviouslyReported prevRpt =3D new PreviouslyReported(false);
      LastQty lstQty =3D new LastQty(10000.0d);
      LastPx lstPx =3D new LastPx(12.13d);
      TradeDate tradeDate =3D new TradeDate(new Date().toString());
      TransactTime time =3D new TransactTime(new Date());

      NoSides noSides =3D new NoSides();
      Side s1 =3D new Side();
      OrderID orderID =3D new OrderID("12345");
      Symbol symbol =3D new Symbol("SYMBOL");


      TradeCaptureReport message =3D new TradeCaptureReport(id, prevRpt,
lstQty, lstPx,
                                                          tradeDate, time);

      message.setField(noSides);
      message.setField(s1);
      message.setField(orderID);
      message.setField(symbol);

      return message;
}

Any ideas what I am doing wrong?
Thanks in advance...
Regards,

Steve
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lems-t1204255.html#a3179176
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