quickfix-developers — QuickFIX developers forum

RE: [Quickfix-developers] ToApp : 58=Unsupported Message Type mes sages

[Shankar K. <skr...@jw...>]

 

Thanks, 

 

Done, apologies.  Fixed most of my issues by following what you mentioned.
The only issue I have is with the an Admin level message

That my app is sending out -  Required Tag missing for tag 37 which is order
Id, I can see tag 37 in the trade capture report,  I do have

My own  onMessage for TradeCaptureReport msgType = AD, why should this
happen.

 

Thanks

 

 

  _____  

From: Shepheard, Toby (London) [mailto:Tob...@ml...] 
Sent: Tuesday, February 07, 2006 9:59 AM
To: Shankar Krishnan; qui...@li...
Subject: RE: [Quickfix-developers] ToApp : 58=Unsupported Message Type
messages

 

1) If you haven't already, make sure you read this:
http://www.quickfixengine.org/quickfix/doc/html/receiving_messages.html
<http://www.quickfixengine.org/quickfix/doc/html/receiving_messages.html%20>


2) Follow the instructions under "Most Type Safe... DO THIS!"

3) Implement your version of onMessage which takes the
TradeCaptureReportRequestAck message and acts on it in whatever manner you
want to.

4) Implement your version of onMessage which takes the TradeCaptureReport
message and acts on that appropriately.

 

The following is from
http://www.quickfixengine.org/quickfix/doc/html/application.html
<http://www.quickfixengine.org/quickfix/doc/html/application.html> 

fromApp is one of the core entry points for your FIX application. Every
application level request will come through here. If, for example, your
application is a sell-side OMS, this is where you will get your new order
requests. If you were a buy side, you would get your execution reports here.
If a FieldNotFound exception is thrown, the counterparty will receive a
reject indicating a conditionally required field is missing. The Message
class will throw this exception when trying to retrieve a missing field, so
you will rarely need the throw this explicitly. You can also throw an
UnsupportedMessageType exception. This will result in the counterparty
getting a reject informing them your application cannot process those types
of messages. An IncorrectTagValue can also be thrown if a field contains a
value that is out of range or you do not support.

 

The default implementation will always result in the behaviour I've
highlighted in bold. This is what is happening in your case. You need to
override this default behaviour by implementing the onMessage calls for the
application message types you are expecting (note that admin messages are
handled for you)

 

-----Original Message-----
From: qui...@li...
[mailto:qui...@li...] On Behalf Of
Shankar Krishnan
Sent: 07 February 2006 14:51
To: Shankar Krishnan; qui...@li...
Subject: RE: [Quickfix-developers] ToApp : 58=Unsupported Message Type
messages

 

Hi,

 

 

My counterparty has sent me his logs, he does receive my
TradeCaptureReportRequest ,

Followed by  TradeCaptureReportRequestAck = AQ. This is followed by 3
TradeCaptureReports

At this point my App is sending out a BusinessMessageReject,

 

Why would the app send out a Business Message Reject on the AQ ?

 

Any help appreciated.

 

Thanks

 


  _____  


From: Shankar Krishnan 
Sent: Tuesday, February 07, 2006 9:12 AM
To: qui...@li...
Subject: [Quickfix-developers] ToApp : 58=Unsupported Message Type messages

 

 

Hi,

 

ToApp is sending out the following message: The message type is Business
Message Reject, 

 

58=Unsupported Message Type

372=AQ

380=3

10=075

 

35 = j, Where j = Business Message Reject

 

I donot see a reason why this reject should happen .

Tks

 

 

 

  _____  

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  <http://www.ml.com/email_terms/> for
important additional terms relating to this e-mail.
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  _____  

RE: [Quickfix-developers] ToApp : 58=Unsupported Message Type messages

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

1) If you haven't already, make sure you read this:
http://www.quickfixengine.org/quickfix/doc/html/receiving_messages.html=20
2) Follow the instructions under "Most Type Safe... DO THIS!"
3) Implement your version of onMessage which takes the
TradeCaptureReportRequestAck message and acts on it in whatever manner
you want to.
4) Implement your version of onMessage which takes the
TradeCaptureReport message and acts on that appropriately.
=20
The following is from
http://www.quickfixengine.org/quickfix/doc/html/application.html
fromApp is one of the core entry points for your FIX application. Every
application level request will come through here. If, for example, your
application is a sell-side OMS, this is where you will get your new
order requests. If you were a buy side, you would get your execution
reports here. If a FieldNotFound exception is thrown, the counterparty
will receive a reject indicating a conditionally required field is
missing. The Message class will throw this exception when trying to
retrieve a missing field, so you will rarely need the throw this
explicitly. You can also throw an UnsupportedMessageType exception. This
will result in the counterparty getting a reject informing them your
application cannot process those types of messages. An IncorrectTagValue
can also be thrown if a field contains a value that is out of range or
you do not support.
=20
The default implementation will always result in the behaviour I've
highlighted in bold. This is what is happening in your case. You need to
override this default behaviour by implementing the onMessage calls for
the application message types you are expecting (note that admin
messages are handled for you)
=20

	-----Original Message-----
	From: qui...@li...
[mailto:qui...@li...] On Behalf Of
Shankar Krishnan
	Sent: 07 February 2006 14:51
	To: Shankar Krishnan; qui...@li...
	Subject: RE: [Quickfix-developers] ToApp : 58=3DUnsupported
Message Type messages
=09
=09

	=20

	Hi,

	=20

	=20

	My counterparty has sent me his logs, he does receive my
TradeCaptureReportRequest ,

	Followed by  TradeCaptureReportRequestAck =3D AQ. This is followed
by 3 TradeCaptureReports

	At this point my App is sending out a BusinessMessageReject,

	=20

	Why would the app send out a Business Message Reject on the AQ ?

	=20

	Any help appreciated.

	=20

	Thanks

	=20

=09
  _____ =20


	From: Shankar Krishnan=20
	Sent: Tuesday, February 07, 2006 9:12 AM
	To: qui...@li...
	Subject: [Quickfix-developers] ToApp : 58=3DUnsupported Message
Type messages

	=20

	=20

	Hi,

	=20

	ToApp is sending out the following message: The message type is
Business Message Reject,=20

	=20

	58=3DUnsupported Message Type

	372=3DAQ

	380=3D3

	10=3D075

	=20

	35 =3D j, Where j =3D Business Message Reject

	=20

	I donot see a reason why this reject should happen .

	Tks
--------------------------------------------------------

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 =
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--------------------------------------------------------

RE: [Quickfix-developers] ToApp : 58=Unsupported Message Type mes sages

[Shankar K. <skr...@jw...>]

 

Hi,

 

 

My counterparty has sent me his logs, he does receive my
TradeCaptureReportRequest ,

Followed by  TradeCaptureReportRequestAck = AQ. This is followed by 3
TradeCaptureReports

At this point my App is sending out a BusinessMessageReject,

 

Why would the app send out a Business Message Reject on the AQ ?

 

Any help appreciated.

 

Thanks

 

  _____  

From: Shankar Krishnan 
Sent: Tuesday, February 07, 2006 9:12 AM
To: qui...@li...
Subject: [Quickfix-developers] ToApp : 58=Unsupported Message Type messages

 

 

Hi,

 

ToApp is sending out the following message: The message type is Business
Message Reject, 

 

58=Unsupported Message Type

372=AQ

380=3

10=075

 

35 = j, Where j = Business Message Reject

 

I donot see a reason why this reject should happen .

Tks

 

 

 

[Quickfix-developers] ToApp : 58=Unsupported Message Type messages

[Shankar K. <skr...@jw...>]

 

Hi,

 

ToApp is sending out the following message: The message type is Business
Message Reject, 

 

58=Unsupported Message Type

372=AQ

380=3

10=075

 

35 = j, Where j = Business Message Reject

 

I donot see a reason why this reject should happen .

Tks

 

 

 

RE: [Quickfix-developers] Required Tag missing - 58

[Shankar K. <skr...@jw...>]

 

Apologies, my cfg file had the incorrect path set in the datadictionary tag.
Resolved this, problem does not exist anymore.

 

Regards

 

 

  _____  

From: Shankar Krishnan 
Sent: Tuesday, February 07, 2006 8:41 AM
To: 'Shepheard, Toby (London)'
Cc: qui...@li...
Subject: RE: [Quickfix-developers] Required Tag missing - 58

 

 

Hi,

 

The AQ msgType has been changed to reflect that Instrument block is not
needed. I also built 

QuickFix again.  My Engine is sending out the same message, Appreciate any
helping resolving this

Issue.

 

 

58=Required tag missing

371=55

372=AQ

373=1

10=187

 

35=3

 

---------------------------------------------------------from
FIX44xml----------------------------spec modified----------------

 

<message name="TradeCaptureReportRequestAck" msgtype="AQ" msgcat="app">

    <field name="TradeRequestID" required="Y" />

    <field name="TradeRequestType" required="Y" />

    <field name="SubscriptionRequestType" required="N" />

    <field name="TotNumTradeReports" required="N" />

    <field name="TradeRequestResult" required="Y" />

    <field name="TradeRequestStatus" required="Y" />

  <component name="Instrument" required="N" />

    <group name="NoUnderlyings" required="N">

      <component name="UnderlyingInstrument" required="N" />

    </group>

    <group name="NoLegs" required="N">

      <component name="InstrumentLeg" required="N" />

    </group>

    <field name="MultiLegReportingType" required="N" />

    <field name="ResponseTransportType" required="N" />

    <field name="ResponseDestination" required="N" />

    <field name="Text" required="N" />

    <field name="EncodedTextLen" required="N" />

    <field name="EncodedText" required="N" />

  </message>

 

 

 

  _____  

From: Shepheard, Toby (London) [mailto:Tob...@ml...] 
Sent: Tuesday, February 07, 2006 2:00 AM
To: Shankar Krishnan
Cc: qui...@li...
Subject: RE: [Quickfix-developers] Required Tag missing - 58

 

Looks like an error in the DataDictionary for the Trade Capture Report
Request Ack (AQ)

 

In FIX44.xml Instrument is given as a required component - it should be
optional as per the Trade Capture Report Request (AD)

 

Shankar, you'll have to edit this yourself and recompile QuickFIX - or wait
for one of the developers to do an update.

 

-----Original Message-----
From: Shankar Krishnan [mailto:skr...@jw...] 
Sent: 06 February 2006 21:27
To: Shepheard, Toby (London)
Subject: RE: [Quickfix-developers] Required Tag missing - 58

 

Toby,

 

> Either get the counterparty to send, or change your code to not require an
Instrument block.

 

How do you make the code not require an instrument block ? thanks, I looked
around, anyhelp appreciated.

 

Thanks

 

 

 


  _____  


From: Shepheard, Toby (London) [mailto:Tob...@ml...] 
Sent: Monday, February 06, 2006 12:33 PM
To: Shankar Krishnan
Cc: qui...@li...
Subject: RE: [Quickfix-developers] Required Tag missing - 58

 

Sorry yes, I got to and from confused. Although, it very much looks like the
sort of message I would expect you to be receiving given your code. 

 

You're still using setField, just use set instead to keep things as type
safe as possible. 

 

The Instrument block of a TCRR Ack (Msg AQ) is not a required part for that
message, although if you are getting an instrument block then the symbol is
a required part of it. Looks like you're expecting to receive one, and the
counterparty isn't sending it. Either get the counterparty to send, or
change your code to not require an Instrument block.

 

If you are receiving a TCRR Ack (AQ) then the counterparty must be seeing
your request or they wouldn't have replied. 

 

Maybe you should run a network trace to see exactly what's being sent in and
out, and then double check that all required fields are being sent each way.
Also, if you have further problems please post a copy of your logs.

-----Original Message-----
From: Shankar Krishnan [mailto:skr...@jw...] 
Sent: 06 February 2006 16:45
To: Shepheard, Toby (London)
Cc: qui...@li...
Subject: RE: [Quickfix-developers] Required Tag missing - 58

 

 

Thanks, I had no intention of  creating a Generic message object, sorry
about that, hence the code should have looked like

 

private void application_Logon(object sender, FIXSessionIDEventArgs e)

            {

                  QuickFix44.TradeCaptureReportRequest myTCRreport = new
QuickFix44.TradeCaptureReportRequest();

                   myTCRreport.setField(new
QuickFix.SubscriptionRequestType('1'));

                   myTCRreport.setField(new QuickFix.TradeRequestType(1));

                   myTCRreport.setField(new
QuickFix.TradeRequestID("abc101"));

                   myTCRreport.setField(new QuickFix.Text("TCR"));

                  

                  

                   Session.sendToTarget(myTCRreport,e.SessionID);

 

            }

Also, looking up the quick doc, toAdmin - is actually what my server is
sending out to the counterparty., it is 55 which is SYMBOL.

Also the counterparty says he hasn't seen any report request come in from
me.

 

 

58=Required tag missing

371=55

372=AQ

373=1

10=182

 


  _____  


From: Shepheard, Toby (London) [mailto:Tob...@ml...] 
Sent: Monday, February 06, 2006 11:10 AM
To: Shankar Krishnan; qui...@li...
Subject: RE: [Quickfix-developers] Required Tag missing - 58

 

First of all, you are misinterpreting the toAdmin message. This is a
response to you, from the other server, with a MsgType (tag 35) of 3 - a
reject message. The field 58 is a text field telling you why your message
was rejected - it was missing a required tag. Field 371, RefTagId, is saying
that the missing tag was tag 35. This isn't good, because tag 35 is the
message type! So, you were sending a message without setting the
msgType...now to look at why...

 

If you look at your code, you're actually sending a QuickFix.Message object.
This is a generic message object, and you're never telling it what type of
FIX message it is meant to be.  You're creating the report-type message and
then not doing anything with it at the moment. You should really use the
typesafe set methods  as described in the docs I pointed at earlier, not the
setField method.
(http://www.quickfixengine.org/quickfix/doc/html/sending_messages.html
<http://www.quickfixengine.org/quickfix/doc/html/sending_messages.html> ).
Whilst both work, the recommended method is recommended for good reasons -
including the fact that it sets the msgType and other header fields for you
:)

 

Thus:

 

QuickFix44.TradeCaptureReportRequest myTCRreport = new
QuickFix44.TradeCaptureReportRequest();

                  myTCRreport.set(new
QuickFix.SubscriptionRequestType('1'));

                  myTCRreport.set(new QuickFix.TradeRequestType(1));

                  myTCRreport.set(new QuickFix.TradeRequestID("abc101"));

                  myTCRreport.set(new QuickFix.Text("TCR"));

                  

                  Session.sendToTarget(msg,e.SessionID);

 

 

As a minor aside, perhaps its worth adding a check in the QuickFIX code to
catch people trying to send messages formed from the base class and with no
specific type.

 

Regards

Toby

-----Original Message-----
From: qui...@li...
[mailto:qui...@li...] On Behalf Of
Shankar Krishnan
Sent: 06 February 2006 15:49
To: qui...@li...
Subject: [Quickfix-developers] Required Tag missing - 58

 

When sending a Session.sendToTarget request for a trade capture report
request coded as

 

QuickFix44.TradeCaptureReportRequest myTCRreport = new
QuickFix44.TradeCaptureReportRequest();

                  QuickFix.Message msg = new QuickFix.Message();

                  msg.setField(new QuickFix.SubscriptionRequestType('1'));

                  msg.setField(new QuickFix.TradeRequestType(1));

                  msg.setField(new QuickFix.TradeRequestID("abc101"));

                  msg.setField(new QuickFix.Text("TCR"));

                  

                  Session.sendToTarget(msg,e.SessionID);

--

 

My ToAdmin message string looks like

 

To Admin:::::8=FIX.4.4_

9=117

35=3

34=2

49= XXXXX

52=20060206-15:44:09.729

56=xxxxxxxx

45=1

58=Required tag missing

371=35

372=A_

373=1

10=009

 

I am using FIX 4.4, the TCR request does not mention any tag 58, which seems
to be a text field, I tried inserting

A text field that did not work too.

 

Thanks

 


  _____  


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  <http://www.ml.com/email_terms/> for
important additional terms relating to this e-mail.
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  _____  

RE: [Quickfix-developers] Required Tag missing - 58

[Shankar K. <skr...@jw...>]

 

Hi,

 

The AQ msgType has been changed to reflect that Instrument block is not
needed. I also built 

QuickFix again.  My Engine is sending out the same message, Appreciate any
helping resolving this

Issue.

 

 

58=Required tag missing

371=55

372=AQ

373=1

10=187

 

35=3

 

---------------------------------------------------------from
FIX44xml----------------------------spec modified----------------

 

<message name="TradeCaptureReportRequestAck" msgtype="AQ" msgcat="app">

    <field name="TradeRequestID" required="Y" />

    <field name="TradeRequestType" required="Y" />

    <field name="SubscriptionRequestType" required="N" />

    <field name="TotNumTradeReports" required="N" />

    <field name="TradeRequestResult" required="Y" />

    <field name="TradeRequestStatus" required="Y" />

  <component name="Instrument" required="N" />

    <group name="NoUnderlyings" required="N">

      <component name="UnderlyingInstrument" required="N" />

    </group>

    <group name="NoLegs" required="N">

      <component name="InstrumentLeg" required="N" />

    </group>

    <field name="MultiLegReportingType" required="N" />

    <field name="ResponseTransportType" required="N" />

    <field name="ResponseDestination" required="N" />

    <field name="Text" required="N" />

    <field name="EncodedTextLen" required="N" />

    <field name="EncodedText" required="N" />

  </message>

 

 

 

  _____  

From: Shepheard, Toby (London) [mailto:Tob...@ml...] 
Sent: Tuesday, February 07, 2006 2:00 AM
To: Shankar Krishnan
Cc: qui...@li...
Subject: RE: [Quickfix-developers] Required Tag missing - 58

 

Looks like an error in the DataDictionary for the Trade Capture Report
Request Ack (AQ)

 

In FIX44.xml Instrument is given as a required component - it should be
optional as per the Trade Capture Report Request (AD)

 

Shankar, you'll have to edit this yourself and recompile QuickFIX - or wait
for one of the developers to do an update.

 

-----Original Message-----
From: Shankar Krishnan [mailto:skr...@jw...] 
Sent: 06 February 2006 21:27
To: Shepheard, Toby (London)
Subject: RE: [Quickfix-developers] Required Tag missing - 58

 

Toby,

 

> Either get the counterparty to send, or change your code to not require an
Instrument block.

 

How do you make the code not require an instrument block ? thanks, I looked
around, anyhelp appreciated.

 

Thanks

 

 

 


  _____  


From: Shepheard, Toby (London) [mailto:Tob...@ml...] 
Sent: Monday, February 06, 2006 12:33 PM
To: Shankar Krishnan
Cc: qui...@li...
Subject: RE: [Quickfix-developers] Required Tag missing - 58

 

Sorry yes, I got to and from confused. Although, it very much looks like the
sort of message I would expect you to be receiving given your code. 

 

You're still using setField, just use set instead to keep things as type
safe as possible. 

 

The Instrument block of a TCRR Ack (Msg AQ) is not a required part for that
message, although if you are getting an instrument block then the symbol is
a required part of it. Looks like you're expecting to receive one, and the
counterparty isn't sending it. Either get the counterparty to send, or
change your code to not require an Instrument block.

 

If you are receiving a TCRR Ack (AQ) then the counterparty must be seeing
your request or they wouldn't have replied. 

 

Maybe you should run a network trace to see exactly what's being sent in and
out, and then double check that all required fields are being sent each way.
Also, if you have further problems please post a copy of your logs.

-----Original Message-----
From: Shankar Krishnan [mailto:skr...@jw...] 
Sent: 06 February 2006 16:45
To: Shepheard, Toby (London)
Cc: qui...@li...
Subject: RE: [Quickfix-developers] Required Tag missing - 58

 

 

Thanks, I had no intention of  creating a Generic message object, sorry
about that, hence the code should have looked like

 

private void application_Logon(object sender, FIXSessionIDEventArgs e)

            {

                  QuickFix44.TradeCaptureReportRequest myTCRreport = new
QuickFix44.TradeCaptureReportRequest();

                   myTCRreport.setField(new
QuickFix.SubscriptionRequestType('1'));

                   myTCRreport.setField(new QuickFix.TradeRequestType(1));

                   myTCRreport.setField(new
QuickFix.TradeRequestID("abc101"));

                   myTCRreport.setField(new QuickFix.Text("TCR"));

                  

                  

                   Session.sendToTarget(myTCRreport,e.SessionID);

 

            }

Also, looking up the quick doc, toAdmin - is actually what my server is
sending out to the counterparty., it is 55 which is SYMBOL.

Also the counterparty says he hasn't seen any report request come in from
me.

 

 

58=Required tag missing

371=55

372=AQ

373=1

10=182

 


  _____  


From: Shepheard, Toby (London) [mailto:Tob...@ml...] 
Sent: Monday, February 06, 2006 11:10 AM
To: Shankar Krishnan; qui...@li...
Subject: RE: [Quickfix-developers] Required Tag missing - 58

 

First of all, you are misinterpreting the toAdmin message. This is a
response to you, from the other server, with a MsgType (tag 35) of 3 - a
reject message. The field 58 is a text field telling you why your message
was rejected - it was missing a required tag. Field 371, RefTagId, is saying
that the missing tag was tag 35. This isn't good, because tag 35 is the
message type! So, you were sending a message without setting the
msgType...now to look at why...

 

If you look at your code, you're actually sending a QuickFix.Message object.
This is a generic message object, and you're never telling it what type of
FIX message it is meant to be.  You're creating the report-type message and
then not doing anything with it at the moment. You should really use the
typesafe set methods  as described in the docs I pointed at earlier, not the
setField method.
(http://www.quickfixengine.org/quickfix/doc/html/sending_messages.html
<http://www.quickfixengine.org/quickfix/doc/html/sending_messages.html> ).
Whilst both work, the recommended method is recommended for good reasons -
including the fact that it sets the msgType and other header fields for you
:)

 

Thus:

 

QuickFix44.TradeCaptureReportRequest myTCRreport = new
QuickFix44.TradeCaptureReportRequest();

                  myTCRreport.set(new
QuickFix.SubscriptionRequestType('1'));

                  myTCRreport.set(new QuickFix.TradeRequestType(1));

                  myTCRreport.set(new QuickFix.TradeRequestID("abc101"));

                  myTCRreport.set(new QuickFix.Text("TCR"));

                  

                  Session.sendToTarget(msg,e.SessionID);

 

 

As a minor aside, perhaps its worth adding a check in the QuickFIX code to
catch people trying to send messages formed from the base class and with no
specific type.

 

Regards

Toby

-----Original Message-----
From: qui...@li...
[mailto:qui...@li...] On Behalf Of
Shankar Krishnan
Sent: 06 February 2006 15:49
To: qui...@li...
Subject: [Quickfix-developers] Required Tag missing - 58

 

When sending a Session.sendToTarget request for a trade capture report
request coded as

 

QuickFix44.TradeCaptureReportRequest myTCRreport = new
QuickFix44.TradeCaptureReportRequest();

                  QuickFix.Message msg = new QuickFix.Message();

                  msg.setField(new QuickFix.SubscriptionRequestType('1'));

                  msg.setField(new QuickFix.TradeRequestType(1));

                  msg.setField(new QuickFix.TradeRequestID("abc101"));

                  msg.setField(new QuickFix.Text("TCR"));

                  

                  Session.sendToTarget(msg,e.SessionID);

--

 

My ToAdmin message string looks like

 

To Admin:::::8=FIX.4.4_

9=117

35=3

34=2

49= XXXXX

52=20060206-15:44:09.729

56=xxxxxxxx

45=1

58=Required tag missing

371=35

372=A_

373=1

10=009

 

I am using FIX 4.4, the TCR request does not mention any tag 58, which seems
to be a text field, I tried inserting

A text field that did not work too.

 

Thanks

 


  _____  


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  <http://www.ml.com/email_terms/> for
important additional terms relating to this e-mail.
http://www.ml.com/email_terms/ <http://www.ml.com/email_terms/> 


  _____  

RE: [Quickfix-developers] Required Tag missing - 58

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

Looks like an error in the DataDictionary for the Trade Capture Report
Request Ack (AQ)
=20
In FIX44.xml Instrument is given as a required component - it should be
optional as per the Trade Capture Report Request (AD)
=20
Shankar, you'll have to edit this yourself and recompile QuickFIX - or
wait for one of the developers to do an update.
=20

	-----Original Message-----
	From: Shankar Krishnan [mailto:skr...@jw...]=20
	Sent: 06 February 2006 21:27
	To: Shepheard, Toby (London)
	Subject: RE: [Quickfix-developers] Required Tag missing - 58
=09
=09

	=20

	Toby,

	=20

	> Either get the counterparty to send, or change your code to
not require an Instrument block.

	=20

	How do you make the code not require an instrument block ?
thanks, I looked around, anyhelp appreciated.

	=20

	Thanks

	=20

	=20

	=20

=09
  _____ =20


	From: Shepheard, Toby (London) [mailto:Tob...@ml...]=20
	Sent: Monday, February 06, 2006 12:33 PM
	To: Shankar Krishnan
	Cc: qui...@li...
	Subject: RE: [Quickfix-developers] Required Tag missing - 58

	=20

	Sorry yes, I got to and from confused. Although, it very much
looks like the sort of message I would expect you to be receiving given
your code.=20

	=20

	You're still using setField, just use set instead to keep things
as type safe as possible.=20

	=20

	The Instrument block of a TCRR Ack (Msg AQ) is not a required
part for that message, although if you are getting an instrument block
then the symbol is a required part of it. Looks like you're expecting to
receive one, and the counterparty isn't sending it. Either get the
counterparty to send, or change your code to not require an Instrument
block.

	=20

	If you are receiving a TCRR Ack (AQ) then the counterparty must
be seeing your request or they wouldn't have replied.=20

	=20

	Maybe you should run a network trace to see exactly what's being
sent in and out, and then double check that all required fields are
being sent each way. Also, if you have further problems please post a
copy of your logs.

		-----Original Message-----
		From: Shankar Krishnan [mailto:skr...@jw...]=20
		Sent: 06 February 2006 16:45
		To: Shepheard, Toby (London)
		Cc: qui...@li...
		Subject: RE: [Quickfix-developers] Required Tag missing
- 58

		=20

		=20

		Thanks, I had no intention of  creating a Generic
message object, sorry about that, hence the code should have looked like

		=20

		private void application_Logon(object sender,
FIXSessionIDEventArgs e)

		            {

		                  QuickFix44.TradeCaptureReportRequest
myTCRreport =3D new  QuickFix44.TradeCaptureReportRequest();

		                   myTCRreport.setField(new
QuickFix.SubscriptionRequestType('1'));

		                   myTCRreport.setField(new
QuickFix.TradeRequestType(1));

		                   myTCRreport.setField(new
QuickFix.TradeRequestID("abc101"));

		                   myTCRreport.setField(new
QuickFix.Text("TCR"));

		                 =20

		                 =20

=09
Session.sendToTarget(myTCRreport,e.SessionID);

		=20

		            }

		Also, looking up the quick doc, toAdmin - is actually
what my server is sending out to the counterparty., it is 55 which is
SYMBOL.

		Also the counterparty says he hasn't seen any report
request come in from me.

		=20

		=20

		58=3DRequired tag missing

		371=3D55

		372=3DAQ

		373=3D1

		10=3D182

		=20

	=09
  _____ =20


		From: Shepheard, Toby (London)
[mailto:Tob...@ml...]=20
		Sent: Monday, February 06, 2006 11:10 AM
		To: Shankar Krishnan;
qui...@li...
		Subject: RE: [Quickfix-developers] Required Tag missing
- 58

		=20

		First of all, you are misinterpreting the toAdmin
message. This is a response to you, from the other server, with a
MsgType (tag 35) of 3 - a reject message. The field 58 is a text field
telling you why your message was rejected - it was missing a required
tag. Field 371, RefTagId, is saying that the missing tag was tag 35.
This isn't good, because tag 35 is the message type! So, you were
sending a message without setting the msgType...now to look at why...

		=20

		If you look at your code, you're actually sending a
QuickFix.Message object. This is a generic message object, and you're
never telling it what type of FIX message it is meant to be.  You're
creating the report-type message and then not doing anything with it at
the moment. You should really use the typesafe set methods  as described
in the docs I pointed at earlier, not the setField method.
(http://www.quickfixengine.org/quickfix/doc/html/sending_messages.html).
Whilst both work, the recommended method is recommended for good reasons
- including the fact that it sets the msgType and other header fields
for you :)

		=20

		Thus:

		=20

		QuickFix44.TradeCaptureReportRequest myTCRreport =3D new
QuickFix44.TradeCaptureReportRequest();

		                  myTCRreport.set(new
QuickFix.SubscriptionRequestType('1'));

		                  myTCRreport.set(new
QuickFix.TradeRequestType(1));

		                  myTCRreport.set(new
QuickFix.TradeRequestID("abc101"));

		                  myTCRreport.set(new
QuickFix.Text("TCR"));

		                 =20

		                  Session.sendToTarget(msg,e.SessionID);

		=20

		=20

		As a minor aside, perhaps its worth adding a check in
the QuickFIX code to catch people trying to send messages formed from
the base class and with no specific type.

		=20

		Regards

		Toby

			-----Original Message-----
			From:
qui...@li...
[mailto:qui...@li...] On Behalf Of
Shankar Krishnan
			Sent: 06 February 2006 15:49
			To: qui...@li...
			Subject: [Quickfix-developers] Required Tag
missing - 58

			=20

			When sending a Session.sendToTarget request for
a trade capture report request coded as

			=20

			QuickFix44.TradeCaptureReportRequest myTCRreport
=3D new  QuickFix44.TradeCaptureReportRequest();

			                  QuickFix.Message msg =3D new
QuickFix.Message();

			                  msg.setField(new
QuickFix.SubscriptionRequestType('1'));

			                  msg.setField(new
QuickFix.TradeRequestType(1));

			                  msg.setField(new
QuickFix.TradeRequestID("abc101"));

			                  msg.setField(new
QuickFix.Text("TCR"));

			                 =20

=09
Session.sendToTarget(msg,e.SessionID);

			--

			=20

			My ToAdmin message string looks like

			=20

			To Admin:::::8=3DFIX.4.4_

			9=3D117

			35=3D3

			34=3D2

			49=3D XXXXX

			52=3D20060206-15:44:09.729

			56=3Dxxxxxxxx

			45=3D1

			58=3DRequired tag missing

			371=3D35

			372=3DA_

			373=3D1

			10=3D009

			=20

			I am using FIX 4.4, the TCR request does not
mention any tag 58, which seems to be a text field, I tried inserting

			A text field that did not work too.

			=20

			Thanks

			=20

	=09
  _____ =20


		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
<http://www.ml.com/email_terms/> for important additional terms relating
to this e-mail.     http://www.ml.com/email_terms/

	=09
  _____ =20

Re: [Quickfix-developers] quickfix-1.10.2.zip\TAGLINE.JPG Exploit-QtPICT (Trojan)

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

Exploit-QtPICT is apparently some sort of trojan that takes advantage of 
a buffer overflow in QuickTime:

http://vil.nai.com//vil/content/v_137972.htm
http://cve.mitre.org/cgi-bin/cvename.cgi?name=2005-2340

My feeling is that this is a false alarm.  The exploit was discovered 
last month, while tagline.jpg is over 3 1/2 years old.  The potential 
for exploit has probably always been there, but I don't this the 
awareness of it (by good guys or bad guys) has.  My guess is that there 
is something about the file that makes it suspicious as a potential 
abuser of the exploit.  If the alarm is ligitimate, it can only do 
anything if viewed through the QuickTime picture viewer.  So don't do 
that.  The file itself is not used anywhere so it can and should be 
deleted regardless.

There have been no reports of any virus infections from any of the 
QuickFIX release packages.  That particular package has been available 
for over 6 months and has been downloaded over 3,000 times.

--oren

Subert Mladen wrote:

>QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
>QuickFIX Support: http://www.quickfixengine.org/services.html
>
>Our virus scanner has reported the following. It this a real problem ?
>Thanks
>
>06.02.2006	05:01:49	No Action Taken 	EX\rpa
>xcopy.exe	C:\develop\rpa_s_TNS_TSDP016\TnsCopy\TestTools\FIX
>Client Simulator\quickfix-1.10.2.zip\TAGLINE.JPG	Exploit-QtPICT
>(Trojan)
>06.02.2006	05:01:49	Deleted (Clean failed because the file
>isn't cleanable) 	EX\rpa	xcopy.exe
>C:\develop\rpa_s_TNS_TSDP016\TnsCopy\TestTools\FIX Client
>Simulator\quickfix-1.10.2.zip\TAGLINE.JPG	Exploit-QtPICT (Trojan)
>06.02.2006	05:01:49	Delete failed (Clean failed because the
>file isn't cleanable) 	EX\rpa	xcopy.exe
>C:\develop\rpa_s_TNS_TSDP016\TnsCopy\TestTools\FIX Client
>Simulator\quickfix-1.10.2.zip\QUICKFIX-1.10.2.ZIP	Exploit-QtPICT
>(Trojan)
>06.02.2006	05:07:26	No Action Taken 	EX\rpa	ct.exe
>C:\develop\rpa_s_TNS_TSDP016\tns\TestTools\FIX Client
>Simulator\quickfix-1.10.2.zip.loading\TAGLINE.JPG	Exploit-QtPICT
>(Trojan)
>06.02.2006	05:07:26	Deleted (Clean failed because the file
>isn't cleanable) 	EX\rpa	ct.exe
>C:\develop\rpa_s_TNS_TSDP016\tns\TestTools\FIX Client
>Simulator\quickfix-1.10.2.zip.loading\TAGLINE.JPG	Exploit-QtPICT
>(Trojan)
>06.02.2006	05:07:26	Delete failed (Clean failed because the
>file isn't cleanable) 	EX\rpa	ct.exe
>C:\develop\rpa_s_TNS_TSDP016\tns\TestTools\FIX Client
>Simulator\quickfix-1.10.2.zip.loading\QUICKFIX-1.10.2.ZIP.LOADING
>Exploit-QtPICT (Trojan)
> 
> 
>This message is for the named person's use only. It may contain confidential, proprietary or legally privileged information. No confidentiality or privilege is waived or lost by any mistransmission. If you receive this message in error, please notify the sender urgently and then immediately delete the message and any copies of it from your system. Please also immediately destroy any hardcopies of the message. You must not, directly or indirectly, use, disclose, distribute, print, or copy any part of this message if you are not the intended recipient. The sender's company reserves the right to monitor all e-mail communications through their networks. Any views expressed in this message are those of the individual sender, except where the message states otherwise and the sender is authorised to state them to be the views of the sender's company.
>
>
>-------------------------------------------------------
>This SF.net email is sponsored by: Splunk Inc. Do you grep through log files
>for problems?  Stop!  Download the new AJAX search engine that makes
>searching your log files as easy as surfing the  web.  DOWNLOAD SPLUNK!
>http://sel.as-us.falkag.net/sel?cmd=k&kid3432&bid#0486&dat1642
>_______________________________________________
>Quickfix-developers mailing list
>Qui...@li...
>https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>
>
>  
>

RE: [Quickfix-developers] Required Tag missing - 58

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

Sorry yes, I got to and from confused. Although, it very much looks like
the sort of message I would expect you to be receiving given your code.=20
=20
You're still using setField, just use set instead to keep things as type
safe as possible.=20
=20
The Instrument block of a TCRR Ack (Msg AQ) is not a required part for
that message, although if you are getting an instrument block then the
symbol is a required part of it. Looks like you're expecting to receive
one, and the counterparty isn't sending it. Either get the counterparty
to send, or change your code to not require an Instrument block.
=20
If you are receiving a TCRR Ack (AQ) then the counterparty must be
seeing your request or they wouldn't have replied.=20
=20
Maybe you should run a network trace to see exactly what's being sent in
and out, and then double check that all required fields are being sent
each way. Also, if you have further problems please post a copy of your
logs.

	-----Original Message-----
	From: Shankar Krishnan [mailto:skr...@jw...]=20
	Sent: 06 February 2006 16:45
	To: Shepheard, Toby (London)
	Cc: qui...@li...
	Subject: RE: [Quickfix-developers] Required Tag missing - 58
=09
=09

	=20

	=20

	Thanks, I had no intention of  creating a Generic message
object, sorry about that, hence the code should have looked like

	=20

	private void application_Logon(object sender,
FIXSessionIDEventArgs e)

	            {

	                  QuickFix44.TradeCaptureReportRequest
myTCRreport =3D new  QuickFix44.TradeCaptureReportRequest();

	                   myTCRreport.setField(new
QuickFix.SubscriptionRequestType('1'));

	                   myTCRreport.setField(new
QuickFix.TradeRequestType(1));

	                   myTCRreport.setField(new
QuickFix.TradeRequestID("abc101"));

	                   myTCRreport.setField(new
QuickFix.Text("TCR"));

	                 =20

	                 =20

=09
Session.sendToTarget(myTCRreport,e.SessionID);

	=20

	            }

	Also, looking up the quick doc, toAdmin - is actually what my
server is sending out to the counterparty., it is 55 which is SYMBOL.

	Also the counterparty says he hasn't seen any report request
come in from me.

	=20

	=20

	58=3DRequired tag missing

	371=3D55

	372=3DAQ

	373=3D1

	10=3D182

	=20

=09
  _____ =20


	From: Shepheard, Toby (London) [mailto:Tob...@ml...]=20
	Sent: Monday, February 06, 2006 11:10 AM
	To: Shankar Krishnan; qui...@li...
	Subject: RE: [Quickfix-developers] Required Tag missing - 58

	=20

	First of all, you are misinterpreting the toAdmin message. This
is a response to you, from the other server, with a MsgType (tag 35) of
3 - a reject message. The field 58 is a text field telling you why your
message was rejected - it was missing a required tag. Field 371,
RefTagId, is saying that the missing tag was tag 35. This isn't good,
because tag 35 is the message type! So, you were sending a message
without setting the msgType...now to look at why...

	=20

	If you look at your code, you're actually sending a
QuickFix.Message object. This is a generic message object, and you're
never telling it what type of FIX message it is meant to be.  You're
creating the report-type message and then not doing anything with it at
the moment. You should really use the typesafe set methods  as described
in the docs I pointed at earlier, not the setField method.
(http://www.quickfixengine.org/quickfix/doc/html/sending_messages.html).
Whilst both work, the recommended method is recommended for good reasons
- including the fact that it sets the msgType and other header fields
for you :)

	=20

	Thus:

	=20

	QuickFix44.TradeCaptureReportRequest myTCRreport =3D new
QuickFix44.TradeCaptureReportRequest();

	                  myTCRreport.set(new
QuickFix.SubscriptionRequestType('1'));

	                  myTCRreport.set(new
QuickFix.TradeRequestType(1));

	                  myTCRreport.set(new
QuickFix.TradeRequestID("abc101"));

	                  myTCRreport.set(new QuickFix.Text("TCR"));

	                 =20

	                  Session.sendToTarget(msg,e.SessionID);

	=20

	=20

	As a minor aside, perhaps its worth adding a check in the
QuickFIX code to catch people trying to send messages formed from the
base class and with no specific type.

	=20

	Regards

	Toby

		-----Original Message-----
		From: qui...@li...
[mailto:qui...@li...] On Behalf Of
Shankar Krishnan
		Sent: 06 February 2006 15:49
		To: qui...@li...
		Subject: [Quickfix-developers] Required Tag missing - 58

		=20

		When sending a Session.sendToTarget request for a trade
capture report request coded as

		=20

		QuickFix44.TradeCaptureReportRequest myTCRreport =3D new
QuickFix44.TradeCaptureReportRequest();

		                  QuickFix.Message msg =3D new
QuickFix.Message();

		                  msg.setField(new
QuickFix.SubscriptionRequestType('1'));

		                  msg.setField(new
QuickFix.TradeRequestType(1));

		                  msg.setField(new
QuickFix.TradeRequestID("abc101"));

		                  msg.setField(new
QuickFix.Text("TCR"));

		                 =20

		                  Session.sendToTarget(msg,e.SessionID);

		--

		=20

		My ToAdmin message string looks like

		=20

		To Admin:::::8=3DFIX.4.4_

		9=3D117

		35=3D3

		34=3D2

		49=3D XXXXX

		52=3D20060206-15:44:09.729

		56=3Dxxxxxxxx

		45=3D1

		58=3DRequired tag missing

		371=3D35

		372=3DA_

		373=3D1

		10=3D009

		=20

		I am using FIX 4.4, the TCR request does not mention any
tag 58, which seems to be a text field, I tried inserting

		A text field that did not work too.

		=20

		Thanks

		=20

=09
  _____ =20


	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
<http://www.ml.com/email_terms/> for important additional terms relating
to this e-mail.     http://www.ml.com/email_terms/

=09
  _____ =20

[Quickfix-developers] quickfix-1.10.2.zip\TAGLINE.JPG Exploit-QtPICT (Trojan)

[Subert M. <Mla...@sw...>]

Our virus scanner has reported the following. It this a real problem ?
Thanks

06.02.2006	05:01:49	No Action Taken 	EX\rpa
xcopy.exe	C:\develop\rpa_s_TNS_TSDP016\TnsCopy\TestTools\FIX
Client Simulator\quickfix-1.10.2.zip\TAGLINE.JPG	Exploit-QtPICT
(Trojan)
06.02.2006	05:01:49	Deleted (Clean failed because the file
isn't cleanable) 	EX\rpa	xcopy.exe
C:\develop\rpa_s_TNS_TSDP016\TnsCopy\TestTools\FIX Client
Simulator\quickfix-1.10.2.zip\TAGLINE.JPG	Exploit-QtPICT (Trojan)
06.02.2006	05:01:49	Delete failed (Clean failed because the
file isn't cleanable) 	EX\rpa	xcopy.exe
C:\develop\rpa_s_TNS_TSDP016\TnsCopy\TestTools\FIX Client
Simulator\quickfix-1.10.2.zip\QUICKFIX-1.10.2.ZIP	Exploit-QtPICT
(Trojan)
06.02.2006	05:07:26	No Action Taken 	EX\rpa	ct.exe
C:\develop\rpa_s_TNS_TSDP016\tns\TestTools\FIX Client
Simulator\quickfix-1.10.2.zip.loading\TAGLINE.JPG	Exploit-QtPICT
(Trojan)
06.02.2006	05:07:26	Deleted (Clean failed because the file
isn't cleanable) 	EX\rpa	ct.exe
C:\develop\rpa_s_TNS_TSDP016\tns\TestTools\FIX Client
Simulator\quickfix-1.10.2.zip.loading\TAGLINE.JPG	Exploit-QtPICT
(Trojan)
06.02.2006	05:07:26	Delete failed (Clean failed because the
file isn't cleanable) 	EX\rpa	ct.exe
C:\develop\rpa_s_TNS_TSDP016\tns\TestTools\FIX Client
Simulator\quickfix-1.10.2.zip.loading\QUICKFIX-1.10.2.ZIP.LOADING
Exploit-QtPICT (Trojan)
=20
=20
This message is for the named person's use only. It may contain =
confidential, proprietary or legally privileged information. No =
confidentiality or privilege is waived or lost by any mistransmission. =
If you receive this message in error, please notify the sender urgently =
and then immediately delete the message and any copies of it from your =
system. Please also immediately destroy any hardcopies of the message. =
You must not, directly or indirectly, use, disclose, distribute, print, =
or copy any part of this message if you are not the intended recipient. =
The sender's company reserves the right to monitor all e-mail =
communications through their networks. Any views expressed in this =
message are those of the individual sender, except where the message =
states otherwise and the sender is authorised to state them to be the =
views of the sender's company.

RE: [Quickfix-developers] Required Tag missing - 58

[Shankar K. <skr...@jw...>]

 

 

Thanks, I had no intention of  creating a Generic message object, sorry
about that, hence the code should have looked like

 

private void application_Logon(object sender, FIXSessionIDEventArgs e)

            {

                  QuickFix44.TradeCaptureReportRequest myTCRreport = new
QuickFix44.TradeCaptureReportRequest();

                   myTCRreport.setField(new
QuickFix.SubscriptionRequestType('1'));

                   myTCRreport.setField(new QuickFix.TradeRequestType(1));

                   myTCRreport.setField(new
QuickFix.TradeRequestID("abc101"));

                   myTCRreport.setField(new QuickFix.Text("TCR"));

                  

                  

                   Session.sendToTarget(myTCRreport,e.SessionID);

 

            }

Also, looking up the quick doc, toAdmin - is actually what my server is
sending out to the counterparty., it is 55 which is SYMBOL.

Also the counterparty says he hasn't seen any report request come in from
me.

 

 

58=Required tag missing

371=55

372=AQ

373=1

10=182

 

  _____  

From: Shepheard, Toby (London) [mailto:Tob...@ml...] 
Sent: Monday, February 06, 2006 11:10 AM
To: Shankar Krishnan; qui...@li...
Subject: RE: [Quickfix-developers] Required Tag missing - 58

 

First of all, you are misinterpreting the toAdmin message. This is a
response to you, from the other server, with a MsgType (tag 35) of 3 - a
reject message. The field 58 is a text field telling you why your message
was rejected - it was missing a required tag. Field 371, RefTagId, is saying
that the missing tag was tag 35. This isn't good, because tag 35 is the
message type! So, you were sending a message without setting the
msgType...now to look at why...

 

If you look at your code, you're actually sending a QuickFix.Message object.
This is a generic message object, and you're never telling it what type of
FIX message it is meant to be.  You're creating the report-type message and
then not doing anything with it at the moment. You should really use the
typesafe set methods  as described in the docs I pointed at earlier, not the
setField method.
(http://www.quickfixengine.org/quickfix/doc/html/sending_messages.html
<http://www.quickfixengine.org/quickfix/doc/html/sending_messages.html> ).
Whilst both work, the recommended method is recommended for good reasons -
including the fact that it sets the msgType and other header fields for you
:)

 

Thus:

 

QuickFix44.TradeCaptureReportRequest myTCRreport = new
QuickFix44.TradeCaptureReportRequest();

                  myTCRreport.set(new
QuickFix.SubscriptionRequestType('1'));

                  myTCRreport.set(new QuickFix.TradeRequestType(1));

                  myTCRreport.set(new QuickFix.TradeRequestID("abc101"));

                  myTCRreport.set(new QuickFix.Text("TCR"));

                  

                  Session.sendToTarget(msg,e.SessionID);

 

 

As a minor aside, perhaps its worth adding a check in the QuickFIX code to
catch people trying to send messages formed from the base class and with no
specific type.

 

Regards

Toby

-----Original Message-----
From: qui...@li...
[mailto:qui...@li...] On Behalf Of
Shankar Krishnan
Sent: 06 February 2006 15:49
To: qui...@li...
Subject: [Quickfix-developers] Required Tag missing - 58

 

When sending a Session.sendToTarget request for a trade capture report
request coded as

 

QuickFix44.TradeCaptureReportRequest myTCRreport = new
QuickFix44.TradeCaptureReportRequest();

                  QuickFix.Message msg = new QuickFix.Message();

                  msg.setField(new QuickFix.SubscriptionRequestType('1'));

                  msg.setField(new QuickFix.TradeRequestType(1));

                  msg.setField(new QuickFix.TradeRequestID("abc101"));

                  msg.setField(new QuickFix.Text("TCR"));

                  

                  Session.sendToTarget(msg,e.SessionID);

--

 

My ToAdmin message string looks like

 

To Admin:::::8=FIX.4.4_

9=117

35=3

34=2

49= XXXXX

52=20060206-15:44:09.729

56=xxxxxxxx

45=1

58=Required tag missing

371=35

372=A_

373=1

10=009

 

I am using FIX 4.4, the TCR request does not mention any tag 58, which seems
to be a text field, I tried inserting

A text field that did not work too.

 

Thanks

 

  _____  

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  <http://www.ml.com/email_terms/> for
important additional terms relating to this e-mail.
http://www.ml.com/email_terms/ <http://www.ml.com/email_terms/> 

  _____  

RE: [Quickfix-developers] Required Tag missing - 58

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

First of all, you are misinterpreting the toAdmin message. This is a
response to you, from the other server, with a MsgType (tag 35) of 3 - a
reject message. The field 58 is a text field telling you why your
message was rejected - it was missing a required tag. Field 371,
RefTagId, is saying that the missing tag was tag 35. This isn't good,
because tag 35 is the message type! So, you were sending a message
without setting the msgType...now to look at why...
=20
If you look at your code, you're actually sending a QuickFix.Message
object. This is a generic message object, and you're never telling it
what type of FIX message it is meant to be.  You're creating the
report-type message and then not doing anything with it at the moment.
You should really use the typesafe set methods  as described in the docs
I pointed at earlier, not the setField method.
(http://www.quickfixengine.org/quickfix/doc/html/sending_messages.html).
Whilst both work, the recommended method is recommended for good reasons
- including the fact that it sets the msgType and other header fields
for you :)
=20
Thus:
=20
QuickFix44.TradeCaptureReportRequest myTCRreport =3D new
QuickFix44.TradeCaptureReportRequest();

                  myTCRreport.set(new
QuickFix.SubscriptionRequestType('1'));

                  myTCRreport.set(new QuickFix.TradeRequestType(1));

                  myTCRreport.set(new
QuickFix.TradeRequestID("abc101"));

                  myTCRreport.set(new QuickFix.Text("TCR"));

                 =20

                  Session.sendToTarget(msg,e.SessionID);

=20
=20
As a minor aside, perhaps its worth adding a check in the QuickFIX code
to catch people trying to send messages formed from the base class and
with no specific type.
=20
Regards
Toby

	-----Original Message-----
	From: qui...@li...
[mailto:qui...@li...] On Behalf Of
Shankar Krishnan
	Sent: 06 February 2006 15:49
	To: qui...@li...
	Subject: [Quickfix-developers] Required Tag missing - 58
=09
=09

	=20

	When sending a Session.sendToTarget request for a trade capture
report request coded as

	=20

	QuickFix44.TradeCaptureReportRequest myTCRreport =3D new
QuickFix44.TradeCaptureReportRequest();

	                  QuickFix.Message msg =3D new QuickFix.Message();

	                  msg.setField(new
QuickFix.SubscriptionRequestType('1'));

	                  msg.setField(new
QuickFix.TradeRequestType(1));

	                  msg.setField(new
QuickFix.TradeRequestID("abc101"));

	                  msg.setField(new QuickFix.Text("TCR"));

	                 =20

	                  Session.sendToTarget(msg,e.SessionID);

	--

	=20

	My ToAdmin message string looks like

	=20

	To Admin:::::8=3DFIX.4.4_

	9=3D117

	35=3D3

	34=3D2

	49=3D XXXXX

	52=3D20060206-15:44:09.729

	56=3Dxxxxxxxx

	45=3D1

	58=3DRequired tag missing

	371=3D35

	372=3DA_

	373=3D1

	10=3D009

	=20

	I am using FIX 4.4, the TCR request does not mention any tag 58,
which seems to be a text field, I tried inserting

	A text field that did not work too.

	=20

	Thanks
--------------------------------------------------------

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, =
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relating to this e-mail.     http://www.ml.com/email_terms/
--------------------------------------------------------

[Quickfix-developers] Required Tag missing - 58

[Shankar K. <skr...@jw...>]

 

When sending a Session.sendToTarget request for a trade capture report
request coded as

 

QuickFix44.TradeCaptureReportRequest myTCRreport = new
QuickFix44.TradeCaptureReportRequest();

                  QuickFix.Message msg = new QuickFix.Message();

                  msg.setField(new QuickFix.SubscriptionRequestType('1'));

                  msg.setField(new QuickFix.TradeRequestType(1));

                  msg.setField(new QuickFix.TradeRequestID("abc101"));

                  msg.setField(new QuickFix.Text("TCR"));

                  

                  Session.sendToTarget(msg,e.SessionID);

--

 

My ToAdmin message string looks like

 

To Admin:::::8=FIX.4.4_

9=117

35=3

34=2

49= XXXXX

52=20060206-15:44:09.729

56=xxxxxxxx

45=1

58=Required tag missing

371=35

372=A_

373=1

10=009

 

I am using FIX 4.4, the TCR request does not mention any tag 58, which seems
to be a text field, I tried inserting

A text field that did not work too.

 

Thanks

 

RE: [Quickfix-developers] Where to make the trade capture request .

[Shankar K. <skr...@jw...>]

 

Thanks Toby, 

 

I was missing the obvious, yes the way to do this would be setup a listener.
In .NET I would ideally do something lile

 

MyApplication application = new MyApplication();

application.onLogon += new  LogonEventHandler(onLogon);

 

But I am unable to find the method to hook to, on arrival of the onLogon
message, ideally VS. NET would fill in the event handler for you.

 

Am I doing something wrong or what method should I use for the
logoneventhandler.

 

(I just noticed that my outlook mail put's the first character as uppercase
hence one of my prev messages showed as upper case

For message.getField().

 

Tks

 

 

 

 

  _____  

From: Shepheard, Toby (London) [mailto:Tob...@ml...] 
Sent: Friday, February 03, 2006 11:27 AM
To: Shankar Krishnan; qui...@li...
Subject: RE: [Quickfix-developers] Where to make the trade capture request.

 

I'm not sure I'm following you exactly. Just to be clear: You want your
application to logon, and then immediately send a trade capture report?

 

The onLogon handler should only be called when both sides are logged in so
that should be ok. However, you probably don't want to send the report
directly from there. A better way is to setup a listener, and notify the
listener from the onLogon method. See the Banzai example for how to do this.

 

I'm not familiar with the C# code but maybe you're blocking the onLogon
method from returning and it needs to do some more work after calling
onLogon, to fully initialise. That's just a hunch though, Oren can probably
clarify whether or not this might be an issue.

 

Other than that.... it would probably help if you show us your code and the
errors you're getting, the config file might help too.

 

 

 

 

-----Original Message-----
From: qui...@li...
[mailto:qui...@li...] On Behalf Of
Shankar Krishnan
Sent: 03 February 2006 16:04
To: qui...@li...
Subject: RE: [Quickfix-developers] Where to make the trade capture request.

 

Jim & Toby,

 

Really appreciate your time, Maybe my question is little too simple, I know
I am stuck with the obvious.

 

Where is the sendtotarget method to be coded.   I put that in the  onLogon
handler, I breaks at

 

bool Session::sendToTarget( Message* message )

throw( SessionNotFound* )

{ QF_STACK_TRY

 

  try

  {

    Message __pin * pMessage = message;

    return FIX::Session::sendToTarget( pMessage->unmanaged() );

  }

  catch ( FIX::SessionNotFound& ) { throw new SessionNotFound(); };

 

  QF_STACK_CATCH

}

 

 

Probably SessionNotFound. What am I doing wrong, has the session not been
created at this point ? Any help appreciated.

 

Tks

 

 


  _____  


From: James C. Downs [mailto:jc...@co...] 
Sent: Friday, February 03, 2006 9:45 AM
To: Shankar Krishnan; qui...@li...
Subject: RE: [Quickfix-developers] Where to make the trade capture request.

 

Shankar,

If you are using FIX 4.4 or 4.3 there are four messages around trade
capture; TradeCaptureReportRequest, TradeCaptureReportRequestAck,
TradeCaptureReport, TradeCaptureReportACK. Your counterparty should be able
to clear up the use of these messages. The request messages would be sent
from your application using the SendToTarget method.

 

If you are using a version prior to 4.3 the typical trade capture mechanism
is the "Drop Copy" which is an ExecutionReport Message. These messages
typically do not require a request from the initiator.

 

Jim

 


  _____  


From: qui...@li...
[mailto:qui...@li...] On Behalf Of
Shankar Krishnan
Sent: Friday, February 03, 2006 8:26 AM
To: qui...@li...
Subject: [Quickfix-developers] Where to make the trade capture request.

 

A little help on the structure please..

 

For a buy side, I have an application that will connect to the target and
request for a trade capture report.

 

I presume somewhere I need to make this request, I looked up the example
codes, I donot see any place where

An execution report is requested, however I see that on onMessages we are
processing them. How does this

Work ? I am under the impression that a trade capture report has to be
requested. Where should this be done.

 

Any directions appreciated.

 

Thanks

 

 

  _____  

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  <http://www.ml.com/email_terms/> for
important additional terms relating to this e-mail.
http://www.ml.com/email_terms/ <http://www.ml.com/email_terms/> 

  _____  

RE: [Quickfix-developers] Where to make the trade capture request.

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

I'm not sure I'm following you exactly. Just to be clear: You want your
application to logon, and then immediately send a trade capture report?
=20
The onLogon handler should only be called when both sides are logged in
so that should be ok. However, you probably don't want to send the
report directly from there. A better way is to setup a listener, and
notify the listener from the onLogon method. See the Banzai example for
how to do this.
=20
I'm not familiar with the C# code but maybe you're blocking the onLogon
method from returning and it needs to do some more work after calling
onLogon, to fully initialise. That's just a hunch though, Oren can
probably clarify whether or not this might be an issue.
=20
Other than that.... it would probably help if you show us your code and
the errors you're getting, the config file might help too.
=20
=20
=20
=20
-----Original Message-----
From: qui...@li...
[mailto:qui...@li...] On Behalf Of
Shankar Krishnan
Sent: 03 February 2006 16:04
To: qui...@li...
Subject: RE: [Quickfix-developers] Where to make the trade capture
request.



	=20

	Jim & Toby,

	=20

	Really appreciate your time, Maybe my question is little too
simple, I know I am stuck with the obvious.

	=20

	Where is the sendtotarget method to be coded.   I put that in
the  onLogon handler, I breaks at

	=20

	bool Session::sendToTarget( Message* message )

	throw( SessionNotFound* )

	{ QF_STACK_TRY

	=20

	  try

	  {

	    Message __pin * pMessage =3D message;

	    return FIX::Session::sendToTarget( pMessage->unmanaged() );

	  }

	  catch ( FIX::SessionNotFound& ) { throw new SessionNotFound();
};

	=20

	  QF_STACK_CATCH

	}

	=20

	=20

	Probably SessionNotFound. What am I doing wrong, has the session
not been created at this point ? Any help appreciated.

	=20

	Tks

	=20

	=20

=09
  _____ =20


	From: James C. Downs [mailto:jc...@co...]=20
	Sent: Friday, February 03, 2006 9:45 AM
	To: Shankar Krishnan; qui...@li...
	Subject: RE: [Quickfix-developers] Where to make the trade
capture request.

	=20

	Shankar,

	If you are using FIX 4.4 or 4.3 there are four messages around
trade capture; TradeCaptureReportRequest, TradeCaptureReportRequestAck,
TradeCaptureReport, TradeCaptureReportACK. Your counterparty should be
able to clear up the use of these messages. The request messages would
be sent from your application using the SendToTarget method.

	=20

	If you are using a version prior to 4.3 the typical trade
capture mechanism is the "Drop Copy" which is an ExecutionReport
Message. These messages typically do not require a request from the
initiator.

	=20

	Jim

	=20

=09
  _____ =20


	From: qui...@li...
[mailto:qui...@li...] On Behalf Of
Shankar Krishnan
	Sent: Friday, February 03, 2006 8:26 AM
	To: qui...@li...
	Subject: [Quickfix-developers] Where to make the trade capture
request.

	=20

	A little help on the structure please..

	=20

	For a buy side, I have an application that will connect to the
target and request for a trade capture report.

	=20

	I presume somewhere I need to make this request, I looked up the
example codes, I donot see any place where

	An execution report is requested, however I see that on
onMessages we are processing them. How does this

	Work ? I am under the impression that a trade capture report has
to be requested. Where should this be done.

	=20

	Any directions appreciated.

	=20

	Thanks
--------------------------------------------------------

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] Message.getHeader

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

'Message.getHeader()' should be 'message.getHeader()'

Shankar Krishnan wrote:

>  
>
>  
>
> Hate to ask you this.
>
>  
>
> I am trying to extract out the message Type value in the header to 
> check if I am receiving a execution report.
>
> The following seems to fail on compiling. I did this by looking at the 
> java example.
>
> Which goes like :
>
>  
>
>   public void run() {
>
>             try {
>
>                 MsgType msgType = new MsgType();
>
>                 if(message.getHeader().getField(msgType).valueEquals("8"))
>
>                     executionReport(message, sessionID);
>
>                 if(message.getHeader().getField(msgType).valueEquals("9"))
>
>                     cancelReject(message, sessionID);
>
>             } catch(FieldNotFound e) {
>
>                 System.out.println(e);
>
>             }
>
>         }
>
>  
>
> -        _I am trying to do this in C sharp._
>
> _ _
>
> I have
>
>  
>
>       public void fromApp(Message message,SessionID sessionID)
>
>       {
>
>  
>
>     MsgType msgType = new MsgType();
>
>           If(Message.getHeader().getField(msgType) == 
> MsgType.EXECUTION_REPORT) {
>
>  
>
>           }
>
>       }
>
>  
>
>  
>
> Should not this work.
>
>  
>
> Tks
>
>  
>
> * *
>
> * *
>
> * *
>
>  
>
>  
>

RE: [Quickfix-developers] Where to make the trade capture request .

[Shankar K. <skr...@jw...>]

 

Jim & Toby,

 

Really appreciate your time, Maybe my question is little too simple, I know
I am stuck with the obvious.

 

Where is the sendtotarget method to be coded.   I put that in the  onLogon
handler, I breaks at

 

bool Session::sendToTarget( Message* message )

throw( SessionNotFound* )

{ QF_STACK_TRY

 

  try

  {

    Message __pin * pMessage = message;

    return FIX::Session::sendToTarget( pMessage->unmanaged() );

  }

  catch ( FIX::SessionNotFound& ) { throw new SessionNotFound(); };

 

  QF_STACK_CATCH

}

 

 

Probably SessionNotFound. What am I doing wrong, has the session not been
created at this point ? Any help appreciated.

 

Tks

 

 

  _____  

From: James C. Downs [mailto:jc...@co...] 
Sent: Friday, February 03, 2006 9:45 AM
To: Shankar Krishnan; qui...@li...
Subject: RE: [Quickfix-developers] Where to make the trade capture request.

 

Shankar,

If you are using FIX 4.4 or 4.3 there are four messages around trade
capture; TradeCaptureReportRequest, TradeCaptureReportRequestAck,
TradeCaptureReport, TradeCaptureReportACK. Your counterparty should be able
to clear up the use of these messages. The request messages would be sent
from your application using the SendToTarget method.

 

If you are using a version prior to 4.3 the typical trade capture mechanism
is the "Drop Copy" which is an ExecutionReport Message. These messages
typically do not require a request from the initiator.

 

Jim

 

  _____  

From: qui...@li...
[mailto:qui...@li...] On Behalf Of
Shankar Krishnan
Sent: Friday, February 03, 2006 8:26 AM
To: qui...@li...
Subject: [Quickfix-developers] Where to make the trade capture request.

 

A little help on the structure please..

 

For a buy side, I have an application that will connect to the target and
request for a trade capture report.

 

I presume somewhere I need to make this request, I looked up the example
codes, I donot see any place where

An execution report is requested, however I see that on onMessages we are
processing them. How does this

Work ? I am under the impression that a trade capture report has to be
requested. Where should this be done.

 

Any directions appreciated.

 

Thanks

 

 

RE: [Quickfix-developers] Where to make the trade capture request.

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

I don't really know the answer, but does this help at all?=20
The Trade Capture Report (AE)
<http://b2bits.com/fixopaedia/fixdic44/md0e27482.html>  message can be:=20

*	Used to report trades between counterparties.
*	Used to report trades to a trade matching system
*	Can be sent unsolicited between counterparties.
*	Sent as a reply to a Trade Capture Report Request (AD)
<http://b2bits.com/fixopaedia/fixdic44/md0e27027.html>  .=20
*	Can be used to report unmatched and matched trades.

Sorry if  I'm stating the obvious here. The unsolicited bit suggests
that you could receive such a report without explicitly requesting one.
=20
You might find more details in the FIX docs at
http://www.fixprotocol.org/specifications/ . Also try the FIX forums
perhaps.

	-----Original Message-----
	From: qui...@li...
[mailto:qui...@li...] On Behalf Of
Shankar Krishnan
	Sent: 03 February 2006 14:26
	To: qui...@li...
	Subject: [Quickfix-developers] Where to make the trade capture
request.
=09
=09

	=20

	A little help on the structure please..

	=20

	For a buy side, I have an application that will connect to the
target and request for a trade capture report.

	=20

	I presume somewhere I need to make this request, I looked up the
example codes, I donot see any place where

	An execution report is requested, however I see that on
onMessages we are processing them. How does this

	Work ? I am under the impression that a trade capture report has
to be requested. Where should this be done.

	=20

	Any directions appreciated.

	=20

	Thanks
--------------------------------------------------------

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] Where to make the trade capture request.

[James C. D. <jc...@co...>]

Shankar,
If you are using FIX 4.4 or 4.3 there are four messages around trade
capture; TradeCaptureReportRequest, TradeCaptureReportRequestAck,
TradeCaptureReport, TradeCaptureReportACK. Your counterparty should be able
to clear up the use of these messages. The request messages would be sent
from your application using the SendToTarget method.
 
If you are using a version prior to 4.3 the typical trade capture mechanism
is the "Drop Copy" which is an ExecutionReport Message. These messages
typically do not require a request from the initiator.
 
Jim

  _____  

From: qui...@li...
[mailto:qui...@li...] On Behalf Of
Shankar Krishnan
Sent: Friday, February 03, 2006 8:26 AM
To: qui...@li...
Subject: [Quickfix-developers] Where to make the trade capture request.



 

A little help on the structure please..

 

For a buy side, I have an application that will connect to the target and
request for a trade capture report.

 

I presume somewhere I need to make this request, I looked up the example
codes, I donot see any place where

An execution report is requested, however I see that on onMessages we are
processing them. How does this

Work ? I am under the impression that a trade capture report has to be
requested. Where should this be done.

 

Any directions appreciated.

 

Thanks

 

 

[Quickfix-developers] Where to make the trade capture request.

[Shankar K. <skr...@jw...>]

 

A little help on the structure please..

 

For a buy side, I have an application that will connect to the target and
request for a trade capture report.

 

I presume somewhere I need to make this request, I looked up the example
codes, I donot see any place where

An execution report is requested, however I see that on onMessages we are
processing them. How does this

Work ? I am under the impression that a trade capture report has to be
requested. Where should this be done.

 

Any directions appreciated.

 

Thanks

 

 

RE: [Quickfix-developers] Message.getHeader

[Shankar K. <skr...@jw...>]

 

Thanks, it wasn't the typo that was the issue, However, I should have
implemented it the way you suggested(type safe way)

Have changed it, thanks for your time.

 

Tks

 

 

  _____  

From: Shepheard, Toby (London) [mailto:Tob...@ml...] 
Sent: Friday, February 03, 2006 4:56 AM
To: Shankar Krishnan; qui...@li...
Subject: RE: [Quickfix-developers] Message.getHeader

 

Shankar,

 

I'd suggest you use the more type-safe method recommended in the
documentation
(http://www.quickfixengine.org/quickfix/doc/html/receiving_messages.html
<http://www.quickfixengine.org/quickfix/doc/html/receiving_messages.html> )

 

This takes the following form:

using QuickFix;
 
public void fromApp(Message message, SessionID sessionID)
{
  crack(message, sessionID);
}
 
public override void onMessage(QuickFix42.NewOrderSingle message,
QuickFix.SessionID sessionID)
{
  ClOrdID clOrdID = new ClOrdID;
  message.get(clOrdID);
 
  ClearingAccount clearingAccount = new ClearingAccount();
  message.get(clearingAccount);
}
 
public override void onMessage(QuickFix42.OrderCancelRequest message,
QuickFix.SessionID sessionID)
{
  ClOrdID clOrdID = new ClOrdID;
  message.get(clOrdID);
 
  // compile time error!! field not defined for OrderCancelRequest
  ClearingAccount clearingAccount = new ClearingAccount();
  message.get(clearingAccount);
}
 
All you need to do is add your own onMessage method that takes an execution
report message type and the sessionId, and then handle it from there. 
I guess its a case of do as they say, not as they do :)
 
However, to address the original question - looks like you've got a capital
M here in Message that you need to make lowercase to get the message
instance:
If(Message.getHeader().getField(msgType) == MsgType.EXECUTION_REPORT) {
 
As a general note, if you get compile errors it is often helpful to include
them in any mails along with your code snippets (ditto with logs for runtime
issues).
 
Hope that helps you.
Toby
 
 

-----Original Message-----
From: qui...@li...
[mailto:qui...@li...] On Behalf Of
Shankar Krishnan
Sent: 02 February 2006 22:50
To: qui...@li...
Subject: [Quickfix-developers] Message.getHeader

 

 

Hate to ask you this.

 

I am trying to extract out the message Type value in the header to check if
I am receiving a execution report.

The following seems to fail on compiling. I did this by looking at the java
example.

Which goes like :

 

  public void run() {

            try {

                MsgType msgType = new MsgType();

                if(message.getHeader().getField(msgType).valueEquals("8"))

                    executionReport(message, sessionID);

                if(message.getHeader().getField(msgType).valueEquals("9"))

                    cancelReject(message, sessionID);

            } catch(FieldNotFound e) {

                System.out.println(e);

            }

        }

 

-        I am trying to do this in C sharp.

 

I have

 

      public void fromApp(Message message,SessionID sessionID) 

      {

 

    MsgType msgType = new MsgType();

          If(Message.getHeader().getField(msgType) ==
MsgType.EXECUTION_REPORT) {

 

          }

      }

 

 

Should not this work.

 

Tks

 

 

 

 

 

 

  _____  

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  <http://www.ml.com/email_terms/> for
important additional terms relating to this e-mail.
http://www.ml.com/email_terms/ <http://www.ml.com/email_terms/> 

  _____  

RE: [Quickfix-developers] Message.getHeader

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

Shankar,
=20
I'd suggest you use the more type-safe method recommended in the
documentation
(http://www.quickfixengine.org/quickfix/doc/html/receiving_messages.html
)
=20
This takes the following form:
using QuickFix;

public void fromApp(Message message, SessionID sessionID)
{
  crack(message, sessionID);
}

public override void onMessage(QuickFix42.NewOrderSingle message,
QuickFix.SessionID sessionID)
{
  ClOrdID clOrdID =3D new ClOrdID;
  message.get(clOrdID);

  ClearingAccount clearingAccount =3D new ClearingAccount();
  message.get(clearingAccount);
}

public override void onMessage(QuickFix42.OrderCancelRequest message,
QuickFix.SessionID sessionID)
{
  ClOrdID clOrdID =3D new ClOrdID;
  message.get(clOrdID);

  // compile time error!! field not defined for OrderCancelRequest
  ClearingAccount clearingAccount =3D new ClearingAccount();
  message.get(clearingAccount);
}
=20
All you need to do is add your own onMessage method that takes an
execution report message type and the sessionId, and then handle it from
there.=20
I guess its a case of do as they say, not as they do :)
=20
However, to address the original question - looks like you've got a
capital M here in Message that you need to make lowercase to get the
message instance:
If(Message.getHeader().getField(msgType) =3D=3D =
MsgType.EXECUTION_REPORT) {
=20
As a general note, if you get compile errors it is often helpful to
include them in any mails along with your code snippets (ditto with logs
for runtime issues).
=20
Hope that helps you.
Toby
=20
=20

	-----Original Message-----
	From: qui...@li...
[mailto:qui...@li...] On Behalf Of
Shankar Krishnan
	Sent: 02 February 2006 22:50
	To: qui...@li...
	Subject: [Quickfix-developers] Message.getHeader
=09
=09

	=20

	=20

	Hate to ask you this.

	=20

	I am trying to extract out the message Type value in the header
to check if I am receiving a execution report.

	The following seems to fail on compiling. I did this by looking
at the java example.

	Which goes like :

	=20

	  public void run() {

	            try {

	                MsgType msgType =3D new MsgType();

=09
if(message.getHeader().getField(msgType).valueEquals("8"))

	                    executionReport(message, sessionID);

=09
if(message.getHeader().getField(msgType).valueEquals("9"))

	                    cancelReject(message, sessionID);

	            } catch(FieldNotFound e) {

	                System.out.println(e);

	            }

	        }

	=20

	-        I am trying to do this in C sharp.

	=20

	I have

	=20

	      public void fromApp(Message message,SessionID sessionID)=20

	      {

	=20

	    MsgType msgType =3D new MsgType();

	          If(Message.getHeader().getField(msgType) =3D=3D
MsgType.EXECUTION_REPORT) {

	=20

	          }

	      }

	=20

	=20

	Should not this work.

	=20

	Tks
--------------------------------------------------------

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sender, delete it and do not read, act upon, print, disclose, copy, =
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--------------------------------------------------------

RE: [Quickfix-developers] QFJ: Test message => Heartbeat response => Disconnect

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

CheckLatency=3DN and I've no other latency settings configured.
=20
Wrt sequence numbers, the sequence numbers over the network were fine.
I'm not sure if any were "missed" by QFJ or if that was just me
extracting limited snippets though and I stupidly lost the log file when
I went home last night and closed down eclipse. Certainly the network
trace shows consecutive numbers, though there was a preceding
sequenceReset which may be relevant, it looks to have acted as expected.
=20
If there's nothing obvious I'd suggest we leave it for now and I'll keep
it in the back of my mind. If it happens again I will take care to
capture complete logs on both the network and application side. Once the
problem started happening the sequence was fully repeatable (logon,
sequence of messages =3D> Test message =3D> Disconnect =3D> back to =
Logon
again etc) so hopefully I can get a bit more info if it does recur.
=20
Regards
Toby
         =20

	-----Original Message-----
	From: qui...@li...
[mailto:qui...@li...] On Behalf Of
Steve Bate
	Sent: 02 February 2006 20:36
	To: qui...@li...
	Subject: RE: [Quickfix-developers] QFJ: Test message =3D>
Heartbeat response =3D> Disconnect
=09
=09
	Hi Toby,
	=20
	This definitely seems strange. I don't have any good theories
about what's happening. I wrote a unit test to verify the heartbeat
message parses and validates with the FIX 4.4 data dictionary. The
timing would only cause a problem if there was an offset greater than or
equal to +/- two minutes (by default). Even if the message were rejected
for a bad sending time, there should a reject message and a log record
of the incoming heartbeat and outgoing reject.
	=20
	There's a acceptance test case (6_SendTestRequest.def) that
tests this scenario and although it tests the functionality using an
acceptor rather than an initiator, the same session logic and message
parsing code is used for both of them. The <time> placeholder in the AT
can specify a relative offset in seconds so I simulated sending a
heartbeat with a sending time 10 seconds before the test request. The
test passed with no problems.=20
	=20
	However, just in case there's a bug there, are you using the
latency check settings (the check flag and/or the maximum latency
setting)?
	=20
	I know you probably weren't showing the whole log, but there's a
gap in the sequence numbers between the last incoming message before the
heartbeat and the heartbeat itself. Could that be significant? I'm just
brainstorming here.
	=20
	Steve Bate
	Smart Trade Technologies
	Phone: +33 4 42 90 03 97
	http://www.smart-trade.net/


  _____ =20

		From: qui...@li...
[mailto:qui...@li...] On Behalf Of
Shepheard, Toby (London)
		Sent: Thursday, February 02, 2006 8:13 PM
		To: qui...@li...
		Subject: [Quickfix-developers] QFJ: Test message =3D>
Heartbeat response =3D> Disconnect
	=09
	=09
		I'm seeing some unexpected behaviour after sending a
Test message and getting a Heartbeat response back. This is with the
QFJ, taken from CVS head ~1 week ago.
		=20
		Here's what I see in the logs at my end (XXX to replace
3rd party)
		[2006-02-02 18:34:19,445][INFO ] msg.incoming:
FIX.4.4:ML_RTFI_DEV1->XXXXFIXTEST1:
8=3DFIX.4.4=019=3D121=0135=3DH=0134=3D1107=0149=3DXXXXFIXTEST1=0150=3DTob=
y_Shepheard@MLRX=0152=3D2
0060202-18:34:19.336=0156=3DML_RTFI_DEV1=0111=3D5.1.152297=0154=3D1=0155=3D=
[N/A]=0110=3D047

		......

		protocol.XXXXXXXQFApplication: Sending FIX admin message
(1)8=3DFIX.4.4=019=3D78=0135=3D1=0134=3D954=0149=3DML_RTFI_DEV1=0152=3D20=
060202-18:35:05.383=015
6=3DXXXXFIXTEST1=01112=3DTEST=0110=3D147=01

		[2006-02-02 18:35:05,383][INFO ] msg.outgoing:
FIX.4.4:ML_RTFI_DEV1->XXXXFIXTEST1:
8=3DFIX.4.4=019=3D78=0135=3D1=0134=3D954=0149=3DML_RTFI_DEV1=0152=3D20060=
202-18:35:05.383=0156=3DX
XXXFIXTEST1=01112=3DTEST=0110=3D147=01

		[2006-02-02 18:35:05,430][INFO ] quickfixj.event:
FIX.4.4:ML_RTFI_DEV1->XXXXFIXTEST1: Sent test request TEST

		[2006-02-02 18:35:32,399][INFO ] quickfixj.event:
FIX.4.4:ML_RTFI_DEV1->XXXXFIXTEST1: Timed out waiting for heartbeat

		[2006-02-02 18:35:32,399][INFO ] quickfixj.event:
FIX.4.4:ML_RTFI_DEV1->XXXXFIXTEST1: Disconnecting

		=20
		From the logs, no great shakes - we sent a Test request,
got no response, timed out due to receiving no messages and
disconnected. However..... a network snoop reveals the following:
		=20
		=20
=09
8=3DFIX.4.4.9=3D78.35=3D1.34=3D954.49=3DML_RTFI_DEV1.52=3D20060202-18:35:=
05.383.56=3DR
EUTFIXTEST1.112=3DTEST.10=3D147.   =3D>>>>> this is my Test message
		=20
=09
8=3DFIX.4.4.9=3D79.35=3D0.34=3D1115.49=3DREUTFIXTEST1.52=3D20060202-18:35=
:05.374.56=3D
ML_RTFI_DEV1.112=3DTEST.10=3D185.   <<<<<<=3D This is a heartbeat =
message
response
		=20
		=20
		The heartbeat message was received ~20ms after the Test
message, but due to some slight difference in clock times, the Sending
Time (52) makes it look like it came a fraction earlier. I'm not sure if
this is perhaps part of the problem? There doesn't seem to be any sign
of this heartbeat being received on my side, which leads me to believe
there's something fishy here, but I'm not sure if its related to the
TEST message or the SendingTime being prior to my SystemTime when I'm
processing it, or something else altogether.
		=20
		The time between the last recorded message I received
(the resend request at the top, which I ignored) and the disconnect is
~73 seconds, matching the 2.4*heartbeat interval in the code. So
everything points to he heartbeat message from the 3rd party, send
almost immediately after the Test message request, being totally
ignored.... any ideas why?
		=20
		MTIA,
		Toby
		=20
  _____ =20

		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
<http://www.ml.com/email_terms/> for important additional terms relating
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  _____ =20

[Quickfix-developers] Message.getHeader

[Shankar K. <skr...@jw...>]

 

 

Hate to ask you this.

 

I am trying to extract out the message Type value in the header to check if
I am receiving a execution report.

The following seems to fail on compiling. I did this by looking at the java
example.

Which goes like :

 

  public void run() {

            try {

                MsgType msgType = new MsgType();

                if(message.getHeader().getField(msgType).valueEquals("8"))

                    executionReport(message, sessionID);

                if(message.getHeader().getField(msgType).valueEquals("9"))

                    cancelReject(message, sessionID);

            } catch(FieldNotFound e) {

                System.out.println(e);

            }

        }

 

-        I am trying to do this in C sharp.

 

I have

 

      public void fromApp(Message message,SessionID sessionID) 

      {

 

    MsgType msgType = new MsgType();

          If(Message.getHeader().getField(msgType) ==
MsgType.EXECUTION_REPORT) {

 

          }

      }

 

 

Should not this work.

 

Tks

 

 

 

 

 

 

RE: [Quickfix-developers] QFJ: Test message => Heartbeat response => Disconnect

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

Hi Toby,
=20
This definitely seems strange. I don't have any good theories about
what's happening. I wrote a unit test to verify the heartbeat message
parses and validates with the FIX 4.4 data dictionary. The timing would
only cause a problem if there was an offset greater than or equal to +/-
two minutes (by default). Even if the message were rejected for a bad
sending time, there should a reject message and a log record of the
incoming heartbeat and outgoing reject.
=20
There's a acceptance test case (6_SendTestRequest.def) that tests this
scenario and although it tests the functionality using an acceptor
rather than an initiator, the same session logic and message parsing
code is used for both of them. The <time> placeholder in the AT can
specify a relative offset in seconds so I simulated sending a heartbeat
with a sending time 10 seconds before the test request. The test passed
with no problems.=20
=20
However, just in case there's a bug there, are you using the latency
check settings (the check flag and/or the maximum latency setting)?
=20
I know you probably weren't showing the whole log, but there's a gap in
the sequence numbers between the last incoming message before the
heartbeat and the heartbeat itself. Could that be significant? I'm just
brainstorming here.
=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
Shepheard, Toby (London)
	Sent: Thursday, February 02, 2006 8:13 PM
	To: qui...@li...
	Subject: [Quickfix-developers] QFJ: Test message =3D> Heartbeat
response =3D> Disconnect
=09
=09
	I'm seeing some unexpected behaviour after sending a Test
message and getting a Heartbeat response back. This is with the QFJ,
taken from CVS head ~1 week ago.
	=20
	Here's what I see in the logs at my end (XXX to replace 3rd
party)
	[2006-02-02 18:34:19,445][INFO ] msg.incoming:
FIX.4.4:ML_RTFI_DEV1->XXXXFIXTEST1:
8=3DFIX.4.4=019=3D121=0135=3DH=0134=3D1107=0149=3DXXXXFIXTEST1=0150=3DTob=
y_Shepheard@MLRX=0152=3D2
0060202-18:34:19.336=0156=3DML_RTFI_DEV1=0111=3D5.1.152297=0154=3D1=0155=3D=
[N/A]=0110=3D047

	......

	protocol.XXXXXXXQFApplication: Sending FIX admin message
(1)8=3DFIX.4.4=019=3D78=0135=3D1=0134=3D954=0149=3DML_RTFI_DEV1=0152=3D20=
060202-18:35:05.383=015
6=3DXXXXFIXTEST1=01112=3DTEST=0110=3D147=01

	[2006-02-02 18:35:05,383][INFO ] msg.outgoing:
FIX.4.4:ML_RTFI_DEV1->XXXXFIXTEST1:
8=3DFIX.4.4=019=3D78=0135=3D1=0134=3D954=0149=3DML_RTFI_DEV1=0152=3D20060=
202-18:35:05.383=0156=3DX
XXXFIXTEST1=01112=3DTEST=0110=3D147=01

	[2006-02-02 18:35:05,430][INFO ] quickfixj.event:
FIX.4.4:ML_RTFI_DEV1->XXXXFIXTEST1: Sent test request TEST

	[2006-02-02 18:35:32,399][INFO ] quickfixj.event:
FIX.4.4:ML_RTFI_DEV1->XXXXFIXTEST1: Timed out waiting for heartbeat

	[2006-02-02 18:35:32,399][INFO ] quickfixj.event:
FIX.4.4:ML_RTFI_DEV1->XXXXFIXTEST1: Disconnecting

	=20
	From the logs, no great shakes - we sent a Test request, got no
response, timed out due to receiving no messages and disconnected.
However..... a network snoop reveals the following:
	=20
	=20
=09
8=3DFIX.4.4.9=3D78.35=3D1.34=3D954.49=3DML_RTFI_DEV1.52=3D20060202-18:35:=
05.383.56=3DR
EUTFIXTEST1.112=3DTEST.10=3D147.   =3D>>>>> this is my Test message
	=20
=09
8=3DFIX.4.4.9=3D79.35=3D0.34=3D1115.49=3DREUTFIXTEST1.52=3D20060202-18:35=
:05.374.56=3D
ML_RTFI_DEV1.112=3DTEST.10=3D185.   <<<<<<=3D This is a heartbeat =
message
response
	=20
	=20
	The heartbeat message was received ~20ms after the Test message,
but due to some slight difference in clock times, the Sending Time (52)
makes it look like it came a fraction earlier. I'm not sure if this is
perhaps part of the problem? There doesn't seem to be any sign of this
heartbeat being received on my side, which leads me to believe there's
something fishy here, but I'm not sure if its related to the TEST
message or the SendingTime being prior to my SystemTime when I'm
processing it, or something else altogether.
	=20
	The time between the last recorded message I received (the
resend request at the top, which I ignored) and the disconnect is ~73
seconds, matching the 2.4*heartbeat interval in the code. So everything
points to he heartbeat message from the 3rd party, send almost
immediately after the Test message request, being totally ignored....
any ideas why?
	=20
	MTIA,
	Toby
	=20
________________________________

	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
<http://www.ml.com/email_terms/> for important additional terms relating
to this e-mail.     http://www.ml.com/email_terms/
________________________________