quickfix-developers — QuickFIX developers forum

Re: [Quickfix-developers] QuickFix Quote Request Message: Set fields in particular order

[Grant B. <gbi...@co...>]

In FIX, the order of fields within the message body does not matter (outside
of repeating groups).  If you wish for a specific ordering, you are imposing
a restriction than FIX does not mandate.

Thus, I don't believe QF has support for what you are trying to do.  It
always resorts the fields in numerical order (outside of repeating groups)
as a side-effect of the way it stores fields internally.

(Within repeating groups, FIX mandate that ordering must be obeyed in
accordance with that specified in your DataDictionary.)

-Grant

On Mon, Oct 17, 2011 at 5:25 AM, Rasheed Waraich
<ras...@gm...>wrote:

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> Hi Experts,
>
> I want to send fields of quickfix quote request message in particular
> order.
>
> Can you please guide me how can I achieve that?
>
> It doesn't matter in which order do I set the fields in my code, the
> quickfix engine some how re-arranges them to some different order...
>
> Thanks for help and guidance.
>
> --
> //Regards
> Rasheed
>
>
> ------------------------------------------------------------------------------
> All the data continuously generated in your IT infrastructure contains a
> definitive record of customers, application performance, security
> threats, fraudulent activity and more. Splunk takes this data and makes
> sense of it. Business sense. IT sense. Common sense.
> http://p.sf.net/sfu/splunk-d2d-oct
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>

Re: [Quickfix-developers] QuickFix Quote Request Message: Set fields in particular order

[Rasheed W. <ras...@gm...>]

Thanks Grant,

The thing is the acceptor application of my broker is rejecting my messages
only due to improper order of the fields in the messages...

So, I am kind of stuck now... as QF doesn't support ordering fields and my
broker application doesn't accept out of order fields..

Any other suggestions? Is there any FIX engine which supports it?

On Mon, Oct 17, 2011 at 4:10 PM, Grant Birchmeier <gbi...@co...
> wrote:

> In FIX, the order of fields within the message body does not matter
> (outside of repeating groups).  If you wish for a specific ordering, you are
> imposing a restriction than FIX does not mandate.
>
> Thus, I don't believe QF has support for what you are trying to do.  It
> always resorts the fields in numerical order (outside of repeating groups)
> as a side-effect of the way it stores fields internally.
>
> (Within repeating groups, FIX mandate that ordering must be obeyed in
> accordance with that specified in your DataDictionary.)
>
> -Grant
>
> On Mon, Oct 17, 2011 at 5:25 AM, Rasheed Waraich <ras...@gm...
> > wrote:
>
>> QuickFIX Documentation:
>> http://www.quickfixengine.org/quickfix/doc/html/index.html
>> QuickFIX Support: http://www.quickfixengine.org/services.html
>>
>>
>>
>> Hi Experts,
>>
>> I want to send fields of quickfix quote request message in particular
>> order.
>>
>> Can you please guide me how can I achieve that?
>>
>> It doesn't matter in which order do I set the fields in my code, the
>> quickfix engine some how re-arranges them to some different order...
>>
>> Thanks for help and guidance.
>>
>> --
>> //Regards
>> Rasheed
>>
>>
>> ------------------------------------------------------------------------------
>> All the data continuously generated in your IT infrastructure contains a
>> definitive record of customers, application performance, security
>> threats, fraudulent activity and more. Splunk takes this data and makes
>> sense of it. Business sense. IT sense. Common sense.
>> http://p.sf.net/sfu/splunk-d2d-oct
>> _______________________________________________
>> Quickfix-developers mailing list
>> Qui...@li...
>> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>>
>
>


-- 
//Regards
Rasheed

[Quickfix-developers] QuickFix Quote Request Message: Set fields in particular order

[Rasheed W. <ras...@gm...>]

Hi Experts,

I want to send fields of quickfix quote request message in particular order.

Can you please guide me how can I achieve that?

It doesn't matter in which order do I set the fields in my code, the
quickfix engine some how re-arranges them to some different order...

Thanks for help and guidance.

-- 
//Regards
Rasheed

Re: [Quickfix-developers] Enjoy lasting success after loosing some pounds!

[Sameer S. <tog...@ya...>]

...If you visit this shop once you will become our fixed purchaser.  http://dragonucleon.perso.sfr.fr/friends.page.php?atopic=73ed6

Re: [Quickfix-developers] Conditional Required Tag?

[Hei C. <str...@ya...>]

Nevermind.

I found the issue.

QuickFIX actually doesn't enforce anything so called "conditionally required".

It is my code that tried to access tag 44 in Application::fromApp() callback, which is called inside Session::next().  Any part inside Application::fromApp() triggers a FieldNotFound exception will be considered "conditionally required tag is missing".


Thanks.



Cheers,
Hei



________________________________
From: Hei Chan <str...@ya...>
To: James Downs <jc...@co...>
Cc: "qui...@li..." <qui...@li...>
Sent: Thursday, October 6, 2011 6:25 PM
Subject: Re: [Quickfix-developers] Conditional Required Tag?


Hi,

Thanks for your quick reply.

How do I make QuickFIX not condititonally require tag 44 in an Execution Report message in response to a limit order?  I already set "required" to "N" for tag 44 in Execution Report in the application dictionary.  It doesn't seem working.

Thanks in advance.


Cheers,
Hei


________________________________
From: James Downs <jc...@co...>
To: Hei Chan <str...@ya...>
Cc: "qui...@li..." <qui...@li...>
Sent: Thursday, October 6, 2011 5:17 PM
Subject: Re: [Quickfix-developers] Conditional Required Tag?


Hei,
In FIX, a conditionally required field is a field that is required only when another field in the message is set or set to a specific value. In this case, the BusinessMessageReject message (j) is communicating to you that the conditionally required field Price (44) is missing from the executionReport (RefMsgType (372)=8 with RefSeqNum(45) = 1077). The reject reason is given in tags 380=5 and 58=Conditionally Required Field Missing (44).

 Price (44) is CONDITIONALLY required when OrdType (40) is set to Limit (2) or any other order type that requires a price (stoplimit, limitOnClose...). 

I would suggest spending some quality time with the FIX Protocol Specifications. FIX 4.2 is a quick and fun read and will give you a basic understanding of the Protocol, order states and message recovery.

Jim


On Thu, Oct 6, 2011 at 6:38 PM, Hei Chan <str...@ya...> wrote:

QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
>QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
>
>Hi,
>
>
>I wonder what's the difference between "conditional required tag" and "required tag".
>
>
>I am using the latest QuickFIX C++, and QuickFIX generated the following in response to an execution report from my vendor:
>20111006-23:17:37.049 : 8=FIXT.1.1^A9=171^A35=j^A34=1081^A49=[ccc]^A50=[bbb]^A52=20111006-23:17:37.049^A56=[xxx]^A57=[yyy]^A142=[aaa]^A45=1077^A58=Conditionally Required Field Missing (44)^A372=8^A380=5^A10=078^A
>
>
>However, in the application dictionary file, I do set "required" to "N" for Price (tag 44).
>
>
>Any idea?
>
>
>Thanks in advance.
>
>
>
>
>Cheers,
>Hei
>------------------------------------------------------------------------------
>All the data continuously generated in your IT infrastructure contains a
>definitive record of customers, application performance, security
>threats, fraudulent activity and more. Splunk takes this data and makes
>sense of it. Business sense. IT sense. Common sense.
>http://p.sf.net/sfu/splunk-d2dcopy1
>_______________________________________________
>Quickfix-developers mailing list
>Qui...@li...
>https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>

Re: [Quickfix-developers] Conditional Required Tag?

[Hei C. <str...@ya...>]

Hi,

Thanks for your quick reply.

How do I make QuickFIX not condititonally require tag 44 in an Execution Report message in response to a limit order?  I already set "required" to "N" for tag 44 in Execution Report in the application dictionary.  It doesn't seem working.

Thanks in advance.


Cheers,
Hei



________________________________
From: James Downs <jc...@co...>
To: Hei Chan <str...@ya...>
Cc: "qui...@li..." <qui...@li...>
Sent: Thursday, October 6, 2011 5:17 PM
Subject: Re: [Quickfix-developers] Conditional Required Tag?


Hei,
In FIX, a conditionally required field is a field that is required only when another field in the message is set or set to a specific value. In this case, the BusinessMessageReject message (j) is communicating to you that the conditionally required field Price (44) is missing from the executionReport (RefMsgType (372)=8 with RefSeqNum(45) = 1077). The reject reason is given in tags 380=5 and 58=Conditionally Required Field Missing (44).

 Price (44) is CONDITIONALLY required when OrdType (40) is set to Limit (2) or any other order type that requires a price (stoplimit, limitOnClose...). 

I would suggest spending some quality time with the FIX Protocol Specifications. FIX 4.2 is a quick and fun read and will give you a basic understanding of the Protocol, order states and message recovery.

Jim


On Thu, Oct 6, 2011 at 6:38 PM, Hei Chan <str...@ya...> wrote:

QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
>QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
>
>Hi,
>
>
>I wonder what's the difference between "conditional required tag" and "required tag".
>
>
>I am using the latest QuickFIX C++, and QuickFIX generated the following in response to an execution report from my vendor:
>20111006-23:17:37.049 : 8=FIXT.1.1^A9=171^A35=j^A34=1081^A49=[ccc]^A50=[bbb]^A52=20111006-23:17:37.049^A56=[xxx]^A57=[yyy]^A142=[aaa]^A45=1077^A58=Conditionally Required Field Missing (44)^A372=8^A380=5^A10=078^A
>
>
>However, in the application dictionary file, I do set "required" to "N" for Price (tag 44).
>
>
>Any idea?
>
>
>Thanks in advance.
>
>
>
>
>Cheers,
>Hei
>------------------------------------------------------------------------------
>All the data continuously generated in your IT infrastructure contains a
>definitive record of customers, application performance, security
>threats, fraudulent activity and more. Splunk takes this data and makes
>sense of it. Business sense. IT sense. Common sense.
>http://p.sf.net/sfu/splunk-d2dcopy1
>_______________________________________________
>Quickfix-developers mailing list
>Qui...@li...
>https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>

Re: [Quickfix-developers] Conditional Required Tag?

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

Hei,
In FIX, a conditionally required field is a field that is required only when
another field in the message is set or set to a specific value. In this
case, the BusinessMessageReject message (j) is communicating to you that the
conditionally required field Price (44) is missing from the executionReport
(RefMsgType (372)=8 with RefSeqNum(45) = 1077). The reject reason is given
in tags 380=5 and 58=Conditionally Required Field Missing (44).

 Price (44) is *CONDITIONALLY *required when OrdType (40) is set to Limit
(2) or any other order type that requires a price (stoplimit,
limitOnClose...).

I would suggest spending some quality time with the FIX Protocol
Specifications. FIX 4.2 is a quick and fun read and will give you a basic
understanding of the Protocol, order states and message recovery.

Jim

On Thu, Oct 6, 2011 at 6:38 PM, Hei Chan <str...@ya...> wrote:

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> Hi,
>
> I wonder what's the difference between "conditional required tag" and
> "required tag".
>
> I am using the latest QuickFIX C++, and QuickFIX generated the following in
> response to an execution report from my vendor:
> 20111006-23:17:37.049 :
> 8=FIXT.1.1^A9=171^A35=j^A34=1081^A49=[ccc]^A50=[bbb]^A52=20111006-23:17:37.049^A56=[xxx]^A57=[yyy]^A142=[aaa]^A45=1077^A58=Conditionally
> Required Field Missing (44)^A372=8^A380=5^A10=078^A
>
> However, in the application dictionary file, I do set "required" to "N" for
> Price (tag 44).
>
> Any idea?
>
> Thanks in advance.
>
>
> Cheers,
> Hei
>
>
> ------------------------------------------------------------------------------
> All the data continuously generated in your IT infrastructure contains a
> definitive record of customers, application performance, security
> threats, fraudulent activity and more. Splunk takes this data and makes
> sense of it. Business sense. IT sense. Common sense.
> http://p.sf.net/sfu/splunk-d2dcopy1
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>

[Quickfix-developers] Conditional Required Tag?

[Hei C. <str...@ya...>]

Hi,

I wonder what's the difference between "conditional required tag" and "required tag".

I am using the latest QuickFIX C++, and QuickFIX generated the following in response to an execution report from my vendor:
20111006-23:17:37.049 : 8=FIXT.1.1^A9=171^A35=j^A34=1081^A49=[ccc]^A50=[bbb]^A52=20111006-23:17:37.049^A56=[xxx]^A57=[yyy]^A142=[aaa]^A45=1077^A58=Conditionally Required Field Missing (44)^A372=8^A380=5^A10=078^A

However, in the application dictionary file, I do set "required" to "N" for Price (tag 44).

Any idea?

Thanks in advance.


Cheers,
Hei

Re: [Quickfix-developers] Tag not defined for this message type !!!

[Kenny S. <ks...@co...>]

For messages that are sent both ways, they may be different.  For the quote
message, they will be the same.

--
Kenny Stone
Connamara Systems, LLC


On Mon, Oct 3, 2011 at 11:42 AM, Rasheed Waraich
<ras...@gm...>wrote:

> But I am bit confused here now...
>
> How can I use same the data dictionary - DD?
>
> Lets take e.g.
>
>       <field name="Username" required="Y" />
>       <field name="Password" required="N" />
>
> The "broker" application needs username in the Logon request but "my"
> application doesn't need those fields. And if I use this DD then my QuickFIX
> engine starts rejecting the Logon response, because broker won't sent
> "Username" field in the message.
>
> Am I missing something here?
>
> Thanks for guidance and help...
>
>
> On Mon, Oct 3, 2011 at 4:44 PM, Kenny Stone <ks...@co...> wrote:
>
>> Without looking at the data dictionaries, they should just be the same.
>>  The goal of the data dictionary is to tell QuickFIX how a counter party has
>> tweaked the protocol.  You want to match it with the person you are
>> connecting with.  If you have their dictionary, just use it.
>>
>> --
>> Kenny Stone
>> Connamara Systems, LLC
>>
>>
>> On Mon, Oct 3, 2011 at 8:59 AM, Rasheed Waraich <ras...@gm...
>> > wrote:
>>
>>> Thanks Kenny for quick response.
>>>
>>> Can there be any issue in my data dictionary in this case?
>>>
>>> I am newbie to this QuickFIX world... so, it would be great if you can
>>> guide me what I should fix in my data dictionary....
>>>
>>> Please find attached with:
>>>
>>> 1) My_DD44.xml
>>> 2) Broker_DD44.xml
>>>
>>>
>>> On Mon, Oct 3, 2011 at 3:48 PM, Kenny Stone <ks...@co...>wrote:
>>>
>>>> If your broker says it should work, sounds like is a problem with them.
>>>>
>>>> The reject is telling you the message is rejects because of field 1.
>>>> (371 is RefTagID).
>>>>
>>>> Do you have the data dictionary setup appropriately?
>>>>
>>>> --
>>>> Kenny Stone
>>>> Connamara Systems, LLC
>>>>
>>>>
>>>> On Mon, Oct 3, 2011 at 8:37 AM, Rasheed Waraich <
>>>> ras...@gm...> wrote:
>>>>
>>>>> QuickFIX Documentation:
>>>>> http://www.quickfixengine.org/quickfix/doc/html/index.html
>>>>> QuickFIX Support: http://www.quickfixengine.org/services.html
>>>>>
>>>>>
>>>>>
>>>>> Hello Experts,
>>>>>
>>>>> I am sending a "QuoteRequest" message to my broker application and it
>>>>> is 100% according to the provided specifications:
>>>>>
>>>>> 8=FIX.4.4_9=111_35=R_34=2_49=ClientStream_52=20111003-13
>>>>> :24:52.462_56=ServerStream_1=21281100001_38=1000_55=EURUSD_131=1_146=1_10=076_
>>>>>
>>>>> But I keep getting "Tag not defined for this message type":
>>>>>
>>>>> 8=FIX.4.4_9=131_35=3_34=2_49=ServerStream_52=20111003-13:24:56.749_56=ClientStream_45=2_58=Tag
>>>>> not defined for this message type_371=1_372=R_373=2_10=029_
>>>>>
>>>>> Now I can't understand where is the issue. When I talk to broker
>>>>> support they say it should work fine and the message shouldn't be rejected
>>>>> as my QuoteRequest message is according to the specifications.
>>>>>
>>>>> I am badly stuck, it looks to me that its something else which is
>>>>> causing this problem...
>>>>>
>>>>> Can someone guide me how should I debug it? How can I find the issue?
>>>>>
>>>>> Thanks in advance...
>>>>>
>>>>> --
>>>>> Regards
>>>>> //R
>>>>>
>>>>>
>>>>> ------------------------------------------------------------------------------
>>>>> All the data continuously generated in your IT infrastructure contains
>>>>> a
>>>>> definitive record of customers, application performance, security
>>>>> threats, fraudulent activity and more. Splunk takes this data and makes
>>>>> sense of it. Business sense. IT sense. Common sense.
>>>>> http://p.sf.net/sfu/splunk-d2dcopy1
>>>>> _______________________________________________
>>>>> Quickfix-developers mailing list
>>>>> Qui...@li...
>>>>> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>>>>>
>>>>
>>>>
>>>
>>>
>>> --
>>> Thanks
>>> //R
>>>
>>
>>
>
>
> --
> //R
>

Re: [Quickfix-developers] Tag not defined for this message type !!!

[Rasheed W. <ras...@gm...>]

But I am bit confused here now...

How can I use same the data dictionary - DD?

Lets take e.g.

      <field name="Username" required="Y" />
      <field name="Password" required="N" />

The "broker" application needs username in the Logon request but "my"
application doesn't need those fields. And if I use this DD then my QuickFIX
engine starts rejecting the Logon response, because broker won't sent
"Username" field in the message.

Am I missing something here?

Thanks for guidance and help...

On Mon, Oct 3, 2011 at 4:44 PM, Kenny Stone <ks...@co...> wrote:

> Without looking at the data dictionaries, they should just be the same.
>  The goal of the data dictionary is to tell QuickFIX how a counter party has
> tweaked the protocol.  You want to match it with the person you are
> connecting with.  If you have their dictionary, just use it.
>
> --
> Kenny Stone
> Connamara Systems, LLC
>
>
> On Mon, Oct 3, 2011 at 8:59 AM, Rasheed Waraich <ras...@gm...>wrote:
>
>> Thanks Kenny for quick response.
>>
>> Can there be any issue in my data dictionary in this case?
>>
>> I am newbie to this QuickFIX world... so, it would be great if you can
>> guide me what I should fix in my data dictionary....
>>
>> Please find attached with:
>>
>> 1) My_DD44.xml
>> 2) Broker_DD44.xml
>>
>>
>> On Mon, Oct 3, 2011 at 3:48 PM, Kenny Stone <ks...@co...> wrote:
>>
>>> If your broker says it should work, sounds like is a problem with them.
>>>
>>> The reject is telling you the message is rejects because of field 1. (371
>>> is RefTagID).
>>>
>>> Do you have the data dictionary setup appropriately?
>>>
>>> --
>>> Kenny Stone
>>> Connamara Systems, LLC
>>>
>>>
>>> On Mon, Oct 3, 2011 at 8:37 AM, Rasheed Waraich <
>>> ras...@gm...> wrote:
>>>
>>>> QuickFIX Documentation:
>>>> http://www.quickfixengine.org/quickfix/doc/html/index.html
>>>> QuickFIX Support: http://www.quickfixengine.org/services.html
>>>>
>>>>
>>>>
>>>> Hello Experts,
>>>>
>>>> I am sending a "QuoteRequest" message to my broker application and it is
>>>> 100% according to the provided specifications:
>>>>
>>>> 8=FIX.4.4_9=111_35=R_34=2_49=ClientStream_52=20111003-13
>>>> :24:52.462_56=ServerStream_1=21281100001_38=1000_55=EURUSD_131=1_146=1_10=076_
>>>>
>>>> But I keep getting "Tag not defined for this message type":
>>>>
>>>> 8=FIX.4.4_9=131_35=3_34=2_49=ServerStream_52=20111003-13:24:56.749_56=ClientStream_45=2_58=Tag
>>>> not defined for this message type_371=1_372=R_373=2_10=029_
>>>>
>>>> Now I can't understand where is the issue. When I talk to broker support
>>>> they say it should work fine and the message shouldn't be rejected as my
>>>> QuoteRequest message is according to the specifications.
>>>>
>>>> I am badly stuck, it looks to me that its something else which is
>>>> causing this problem...
>>>>
>>>> Can someone guide me how should I debug it? How can I find the issue?
>>>>
>>>> Thanks in advance...
>>>>
>>>> --
>>>> Regards
>>>> //R
>>>>
>>>>
>>>> ------------------------------------------------------------------------------
>>>> All the data continuously generated in your IT infrastructure contains a
>>>> definitive record of customers, application performance, security
>>>> threats, fraudulent activity and more. Splunk takes this data and makes
>>>> sense of it. Business sense. IT sense. Common sense.
>>>> http://p.sf.net/sfu/splunk-d2dcopy1
>>>> _______________________________________________
>>>> Quickfix-developers mailing list
>>>> Qui...@li...
>>>> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>>>>
>>>
>>>
>>
>>
>> --
>> Thanks
>> //R
>>
>
>


-- 
//R

Re: [Quickfix-developers] Tag not defined for this message type !!!

[Gunnar H. <gh...@hi...>]

Volgens mij is het nog niet duidelijk wie technische dienst heeft :S

On Oct 3, 2011, at 4:44 PM, Kenny Stone wrote:

> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
> 
> Without looking at the data dictionaries, they should just be the same.  The goal of the data dictionary is to tell QuickFIX how a counter party has tweaked the protocol.  You want to match it with the person you are connecting with.  If you have their dictionary, just use it.
> 
> --
> Kenny Stone
> Connamara Systems, LLC
> 
> 
> On Mon, Oct 3, 2011 at 8:59 AM, Rasheed Waraich <ras...@gm...> wrote:
> Thanks Kenny for quick response.
> 
> Can there be any issue in my data dictionary in this case?
> 
> I am newbie to this QuickFIX world... so, it would be great if you can guide me what I should fix in my data dictionary....
> 
> Please find attached with:
> 
> 1) My_DD44.xml
> 2) Broker_DD44.xml
> 
> 
> On Mon, Oct 3, 2011 at 3:48 PM, Kenny Stone <ks...@co...> wrote:
> If your broker says it should work, sounds like is a problem with them.
> 
> The reject is telling you the message is rejects because of field 1. (371 is RefTagID).
> 
> Do you have the data dictionary setup appropriately? 
> 
> --
> Kenny Stone
> Connamara Systems, LLC
> 
> 
> On Mon, Oct 3, 2011 at 8:37 AM, Rasheed Waraich <ras...@gm...> wrote:
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
> 
> 
> 
> Hello Experts,
> 
> I am sending a "QuoteRequest" message to my broker application and it is 100% according to the provided specifications:
> 
> 8=FIX.4.4_9=111_35=R_34=2_49=ClientStream_52=20111003-13:24:52.462_56=ServerStream_1=21281100001_38=1000_55=EURUSD_131=1_146=1_10=076_
> 
> But I keep getting "Tag not defined for this message type":
> 
> 8=FIX.4.4_9=131_35=3_34=2_49=ServerStream_52=20111003-13:24:56.749_56=ClientStream_45=2_58=Tag not defined for this message type_371=1_372=R_373=2_10=029_
> 
> Now I can't understand where is the issue. When I talk to broker support they say it should work fine and the message shouldn't be rejected as my QuoteRequest message is according to the specifications.
> 
> I am badly stuck, it looks to me that its something else which is causing this problem...
> 
> Can someone guide me how should I debug it? How can I find the issue?
> 
> Thanks in advance...
> 
> -- 
> Regards
> //R
> 
> ------------------------------------------------------------------------------
> All the data continuously generated in your IT infrastructure contains a
> definitive record of customers, application performance, security
> threats, fraudulent activity and more. Splunk takes this data and makes
> sense of it. Business sense. IT sense. Common sense.
> http://p.sf.net/sfu/splunk-d2dcopy1
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
> 
> 
> 
> 
> -- 
> Thanks
> //R
> 
> ------------------------------------------------------------------------------
> All the data continuously generated in your IT infrastructure contains a
> definitive record of customers, application performance, security
> threats, fraudulent activity and more. Splunk takes this data and makes
> sense of it. Business sense. IT sense. Common sense.
> http://p.sf.net/sfu/splunk-d2dcopy1_______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers

Re: [Quickfix-developers] Tag not defined for this message type !!!

[Gunnar H. <gh...@hi...>]

oops wrong destination

On Oct 3, 2011, at 4:58 PM, Gunnar Harms wrote:

> Volgens mij is het nog niet duidelijk wie technische dienst heeft :S
> 
> On Oct 3, 2011, at 4:44 PM, Kenny Stone wrote:
> 
>> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
>> QuickFIX Support: http://www.quickfixengine.org/services.html
>> 
>> Without looking at the data dictionaries, they should just be the same.  The goal of the data dictionary is to tell QuickFIX how a counter party has tweaked the protocol.  You want to match it with the person you are connecting with.  If you have their dictionary, just use it.
>> 
>> --
>> Kenny Stone
>> Connamara Systems, LLC
>> 
>> 
>> On Mon, Oct 3, 2011 at 8:59 AM, Rasheed Waraich <ras...@gm...> wrote:
>> Thanks Kenny for quick response.
>> 
>> Can there be any issue in my data dictionary in this case?
>> 
>> I am newbie to this QuickFIX world... so, it would be great if you can guide me what I should fix in my data dictionary....
>> 
>> Please find attached with:
>> 
>> 1) My_DD44.xml
>> 2) Broker_DD44.xml
>> 
>> 
>> On Mon, Oct 3, 2011 at 3:48 PM, Kenny Stone <ks...@co...> wrote:
>> If your broker says it should work, sounds like is a problem with them.
>> 
>> The reject is telling you the message is rejects because of field 1. (371 is RefTagID).
>> 
>> Do you have the data dictionary setup appropriately? 
>> 
>> --
>> Kenny Stone
>> Connamara Systems, LLC
>> 
>> 
>> On Mon, Oct 3, 2011 at 8:37 AM, Rasheed Waraich <ras...@gm...> wrote:
>> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
>> QuickFIX Support: http://www.quickfixengine.org/services.html
>> 
>> 
>> 
>> Hello Experts,
>> 
>> I am sending a "QuoteRequest" message to my broker application and it is 100% according to the provided specifications:
>> 
>> 8=FIX.4.4_9=111_35=R_34=2_49=ClientStream_52=20111003-13:24:52.462_56=ServerStream_1=21281100001_38=1000_55=EURUSD_131=1_146=1_10=076_
>> 
>> But I keep getting "Tag not defined for this message type":
>> 
>> 8=FIX.4.4_9=131_35=3_34=2_49=ServerStream_52=20111003-13:24:56.749_56=ClientStream_45=2_58=Tag not defined for this message type_371=1_372=R_373=2_10=029_
>> 
>> Now I can't understand where is the issue. When I talk to broker support they say it should work fine and the message shouldn't be rejected as my QuoteRequest message is according to the specifications.
>> 
>> I am badly stuck, it looks to me that its something else which is causing this problem...
>> 
>> Can someone guide me how should I debug it? How can I find the issue?
>> 
>> Thanks in advance...
>> 
>> -- 
>> Regards
>> //R
>> 
>> ------------------------------------------------------------------------------
>> All the data continuously generated in your IT infrastructure contains a
>> definitive record of customers, application performance, security
>> threats, fraudulent activity and more. Splunk takes this data and makes
>> sense of it. Business sense. IT sense. Common sense.
>> http://p.sf.net/sfu/splunk-d2dcopy1
>> _______________________________________________
>> Quickfix-developers mailing list
>> Qui...@li...
>> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>> 
>> 
>> 
>> 
>> -- 
>> Thanks
>> //R
>> 
>> ------------------------------------------------------------------------------
>> All the data continuously generated in your IT infrastructure contains a
>> definitive record of customers, application performance, security
>> threats, fraudulent activity and more. Splunk takes this data and makes
>> sense of it. Business sense. IT sense. Common sense.
>> http://p.sf.net/sfu/splunk-d2dcopy1_______________________________________________
>> Quickfix-developers mailing list
>> Qui...@li...
>> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
> 

Re: [Quickfix-developers] Tag not defined for this message type !!!

[Kenny S. <ks...@co...>]

Without looking at the data dictionaries, they should just be the same.  The
goal of the data dictionary is to tell QuickFIX how a counter party has
tweaked the protocol.  You want to match it with the person you are
connecting with.  If you have their dictionary, just use it.

--
Kenny Stone
Connamara Systems, LLC


On Mon, Oct 3, 2011 at 8:59 AM, Rasheed Waraich <ras...@gm...>wrote:

> Thanks Kenny for quick response.
>
> Can there be any issue in my data dictionary in this case?
>
> I am newbie to this QuickFIX world... so, it would be great if you can
> guide me what I should fix in my data dictionary....
>
> Please find attached with:
>
> 1) My_DD44.xml
> 2) Broker_DD44.xml
>
>
> On Mon, Oct 3, 2011 at 3:48 PM, Kenny Stone <ks...@co...> wrote:
>
>> If your broker says it should work, sounds like is a problem with them.
>>
>> The reject is telling you the message is rejects because of field 1. (371
>> is RefTagID).
>>
>> Do you have the data dictionary setup appropriately?
>>
>> --
>> Kenny Stone
>> Connamara Systems, LLC
>>
>>
>> On Mon, Oct 3, 2011 at 8:37 AM, Rasheed Waraich <ras...@gm...
>> > wrote:
>>
>>> QuickFIX Documentation:
>>> http://www.quickfixengine.org/quickfix/doc/html/index.html
>>> QuickFIX Support: http://www.quickfixengine.org/services.html
>>>
>>>
>>>
>>> Hello Experts,
>>>
>>> I am sending a "QuoteRequest" message to my broker application and it is
>>> 100% according to the provided specifications:
>>>
>>> 8=FIX.4.4_9=111_35=R_34=2_49=ClientStream_52=20111003-13
>>> :24:52.462_56=ServerStream_1=21281100001_38=1000_55=EURUSD_131=1_146=1_10=076_
>>>
>>> But I keep getting "Tag not defined for this message type":
>>>
>>> 8=FIX.4.4_9=131_35=3_34=2_49=ServerStream_52=20111003-13:24:56.749_56=ClientStream_45=2_58=Tag
>>> not defined for this message type_371=1_372=R_373=2_10=029_
>>>
>>> Now I can't understand where is the issue. When I talk to broker support
>>> they say it should work fine and the message shouldn't be rejected as my
>>> QuoteRequest message is according to the specifications.
>>>
>>> I am badly stuck, it looks to me that its something else which is causing
>>> this problem...
>>>
>>> Can someone guide me how should I debug it? How can I find the issue?
>>>
>>> Thanks in advance...
>>>
>>> --
>>> Regards
>>> //R
>>>
>>>
>>> ------------------------------------------------------------------------------
>>> All the data continuously generated in your IT infrastructure contains a
>>> definitive record of customers, application performance, security
>>> threats, fraudulent activity and more. Splunk takes this data and makes
>>> sense of it. Business sense. IT sense. Common sense.
>>> http://p.sf.net/sfu/splunk-d2dcopy1
>>> _______________________________________________
>>> Quickfix-developers mailing list
>>> Qui...@li...
>>> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>>>
>>
>>
>
>
> --
> Thanks
> //R
>

Re: [Quickfix-developers] Tag not defined for this message type !!!

[Doug a. M. G. <dou...@gm...>]

The FIX configuration file references the DataDictionary, which is an XML
file. You need to change the default XML file to match your broker's
specification.

Doug

On Mon, Oct 3, 2011 at 9:48 AM, Kenny Stone <ks...@co...> wrote:

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> If your broker says it should work, sounds like is a problem with them.
>
> The reject is telling you the message is rejects because of field 1. (371
> is RefTagID).
>
> Do you have the data dictionary setup appropriately?
>
> --
> Kenny Stone
> Connamara Systems, LLC
>
>
> On Mon, Oct 3, 2011 at 8:37 AM, Rasheed Waraich <ras...@gm...>wrote:
>
>> QuickFIX Documentation:
>> http://www.quickfixengine.org/quickfix/doc/html/index.html
>> QuickFIX Support: http://www.quickfixengine.org/services.html
>>
>>
>> Hello Experts,
>>
>> I am sending a "QuoteRequest" message to my broker application and it is
>> 100% according to the provided specifications:
>>
>>
>> 8=FIX.4.4_9=111_35=R_34=2_49=ClientStream_52=20111003-13:24:52.462_56=ServerStream_1=21281100001_38=1000_55=EURUSD_131=1_146=1_10=076_
>>
>> But I keep getting "Tag not defined for this message type":
>>
>> 8=FIX.4.4_9=131_35=3_34=2_49=ServerStream_52=20111003-13:24:56.749_56=ClientStream_45=2_58=Tag
>> not defined for this message type_371=1_372=R_373=2_10=029_
>>
>> Now I can't understand where is the issue. When I talk to broker support
>> they say it should work fine and the message shouldn't be rejected as my
>> QuoteRequest message is according to the specifications.
>>
>> I am badly stuck, it looks to me that its something else which is causing
>> this problem...
>>
>> Can someone guide me how should I debug it? How can I find the issue?
>>
>> Thanks in advance...
>>
>> --
>> Regards
>> //R
>>
>>
>> ------------------------------------------------------------------------------
>> All the data continuously generated in your IT infrastructure contains a
>> definitive record of customers, application performance, security
>> threats, fraudulent activity and more. Splunk takes this data and makes
>> sense of it. Business sense. IT sense. Common sense.
>> http://p.sf.net/sfu/splunk-d2dcopy1
>> _______________________________________________
>> Quickfix-developers mailing list
>> Qui...@li...
>> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>>
>
>
>
> ------------------------------------------------------------------------------
> All the data continuously generated in your IT infrastructure contains a
> definitive record of customers, application performance, security
> threats, fraudulent activity and more. Splunk takes this data and makes
> sense of it. Business sense. IT sense. Common sense.
> http://p.sf.net/sfu/splunk-d2dcopy1
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>

Re: [Quickfix-developers] Tag not defined for this message type !!!

[Kenny S. <ks...@co...>]

If your broker says it should work, sounds like is a problem with them.

The reject is telling you the message is rejects because of field 1. (371 is
RefTagID).

Do you have the data dictionary setup appropriately?

--
Kenny Stone
Connamara Systems, LLC


On Mon, Oct 3, 2011 at 8:37 AM, Rasheed Waraich <ras...@gm...>wrote:

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> Hello Experts,
>
> I am sending a "QuoteRequest" message to my broker application and it is
> 100% according to the provided specifications:
>
>
> 8=FIX.4.4_9=111_35=R_34=2_49=ClientStream_52=20111003-13:24:52.462_56=ServerStream_1=21281100001_38=1000_55=EURUSD_131=1_146=1_10=076_
>
> But I keep getting "Tag not defined for this message type":
>
> 8=FIX.4.4_9=131_35=3_34=2_49=ServerStream_52=20111003-13:24:56.749_56=ClientStream_45=2_58=Tag
> not defined for this message type_371=1_372=R_373=2_10=029_
>
> Now I can't understand where is the issue. When I talk to broker support
> they say it should work fine and the message shouldn't be rejected as my
> QuoteRequest message is according to the specifications.
>
> I am badly stuck, it looks to me that its something else which is causing
> this problem...
>
> Can someone guide me how should I debug it? How can I find the issue?
>
> Thanks in advance...
>
> --
> Regards
> //R
>
>
> ------------------------------------------------------------------------------
> All the data continuously generated in your IT infrastructure contains a
> definitive record of customers, application performance, security
> threats, fraudulent activity and more. Splunk takes this data and makes
> sense of it. Business sense. IT sense. Common sense.
> http://p.sf.net/sfu/splunk-d2dcopy1
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>

[Quickfix-developers] Tag not defined for this message type !!!

[Rasheed W. <ras...@gm...>]

Hello Experts,

I am sending a "QuoteRequest" message to my broker application and it is
100% according to the provided specifications:

8=FIX.4.4_9=111_35=R_34=2_49=ClientStream_52=20111003-13:24:52.462_56=ServerStream_1=21281100001_38=1000_55=EURUSD_131=1_146=1_10=076_

But I keep getting "Tag not defined for this message type":

8=FIX.4.4_9=131_35=3_34=2_49=ServerStream_52=20111003-13:24:56.749_56=ClientStream_45=2_58=Tag
not defined for this message type_371=1_372=R_373=2_10=029_

Now I can't understand where is the issue. When I talk to broker support
they say it should work fine and the message shouldn't be rejected as my
QuoteRequest message is according to the specifications.

I am badly stuck, it looks to me that its something else which is causing
this problem...

Can someone guide me how should I debug it? How can I find the issue?

Thanks in advance...

-- 
Regards
//R

Re: [Quickfix-developers] Racing Condition?

[Hei C. <str...@ya...>]

Correction: the sequence # actually went up to 180 and then I saw my test request with the sequence # 1 followed by a logon message with sequence # 2.

I think what happened is:
- I sent 180 test requests while I wasn't logged on yet because the time had reached StartTime=21:59:59 on Sunday yet.
- Then, when it became 21:59:59 on Sunday, Session::next( const UtcTimeStamp& timeStamp ) was called, which calls if ( !checkSessionTime(timeStamp) ) { reset(); return; }
- As soon as the sequence numbers were reset, my code tried to send a test request, increasing the next sequence # to 2 (in Session::sendRaw()).
- Then, QuickFIX tried to send a logon message that was assigned with sequence #2.

I am not sure whether there is a perfect solution but I think Session::sendRaw() shouldn't try to increase the sequence # if it doesn't even attempt to call Session::send().

Any input is welcome.


Cheers,
Hei  



________________________________
From: Hei Chan <str...@ya...>
To: "qui...@li..." <qui...@li...>
Sent: Sunday, September 25, 2011 4:22 PM
Subject: [Quickfix-developers] Racing Condition?

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



Hi,

I am using the latest QuickFIX C++ and have several ThreadedSocketInitiators in 1 process.

I have the following setup:
  StartTime=21:59:59
  EndTime=22:00:01
  StartDay=Sunday
  EndDay=Friday
  RefreshOnLogon=N
  ResetOnLogout=N
  ResetOnDisconnect=N


I notice that if I start my process at 21:45:00 and start calling FIX::sendToTarget() every 5 sec (21:59:59-22:45:00/5 sec=179.x messages).  Some FIX sessions will logon with a sequence # of 180 at 21:59:59, some with 180 and reset to 1 correctly.

Does anyone know what's going on?  Is there a specific unit test for that?  If yes, please let me know how to run it.

Thanks in advance.


Cheers,
Hei

------------------------------------------------------------------------------
All of the data generated in your IT infrastructure is seriously valuable.
Why? It contains a definitive record of application performance, security
threats, fraudulent activity, and more. Splunk takes this data and makes
sense of it. IT sense. And common sense.
http://p.sf.net/sfu/splunk-d2dcopy2
_______________________________________________
Quickfix-developers mailing list
Qui...@li...
https://lists.sourceforge.net/lists/listinfo/quickfix-developers

[Quickfix-developers] QuickFix crash - C#

[Andrew C. <And...@tw...>]

At times (read intermittent) the QuickFix engine crashes and we can see the
following error in the Windows event log. Does this sound familiar to
anyone? Potential fixed?

 

The error seems to occur upon the creation/resumption of a new session - ie
we've been running for a while with multiple daily and or weekly sessions
and have started and stopped them several times. Now we come to a new daily
or weekly startup and the session tries to start and we get a C++ runtime
error.


Thanks.

 

Source is quickfix_net

Attempted to read or write protected memory. This is often an indication
that other memory is corrupt.

 

 

Andrew Culross

TwoFour Systems

445 Hamilton Ave

White Plains, NY 10601

Direct   +1 (914) 220-8849 

Main     +1 (914) 220-8800 

Fax       +1 (914) 220-8899 

 <http://www.twofour.com/> www.TwoFour.com 

 

 <http://www.twofour.com/emaildisclaimer.aspx>
http://www.twofour.com/emaildisclaimer.aspx

 

[Quickfix-developers] Racing Condition?

[Hei C. <str...@ya...>]

Hi,

I am using the latest QuickFIX C++ and have several ThreadedSocketInitiators in 1 process.

I have the following setup:
  StartTime=21:59:59
  EndTime=22:00:01
  StartDay=Sunday
  EndDay=Friday
  RefreshOnLogon=N
  ResetOnLogout=N
  ResetOnDisconnect=N


I notice that if I start my process at 21:45:00 and start calling FIX::sendToTarget() every 5 sec (21:59:59-22:45:00/5 sec=179.x messages).  Some FIX sessions will logon with a sequence # of 180 at 21:59:59, some with 180 and reset to 1 correctly.

Does anyone know what's going on?  Is there a specific unit test for that?  If yes, please let me know how to run it.

Thanks in advance.


Cheers,
Hei

Re: [Quickfix-developers] Initiator Application + Required tag missing:553

[Rasheed W. <ras...@gm...>]

Thanks Andrew. I got it now...

Thanks once again!!!

On Mon, Sep 19, 2011 at 2:54 PM, Andrew Culross
<And...@tw...>wrote:

> QuickFix has a layer that validates the message against the datadictionary
> and rejects messages that don’t pass this filter. If you look at your
> dictionary (DataDictionary=C:/_bTradelink/configs/FIX44.xml) I’ll bet
> you’ll see that this tag is required.****
>
> ** **
>
> Andrew Culross****
>
> Direct +1 (914) 220-8849****
>
> www.TwoFour.com <http://www.twofour.com/> ****
>
> ** **
>
> *From:* Rasheed Waraich [mailto:ras...@gm...]
> *Sent:* Monday, September 19, 2011 8:11 AM
> *To:* qui...@li...
> *Subject:* [Quickfix-developers] Initiator Application + Required tag
> missing:553****
>
> ** **
>
> Hello QuickFIX Experts,
>
> I am a newbie to FIX & QuickFIX world. And I am trying to write a Tradelink
> FIX based connector using QuickFIX for my broker (data provider).
>
> I am kind of stuck and I don't understand why my application keeps looking
> for tag "553" although its not supposed to do so. And I don't understand how
> to turn it off. I have written an initiator application...
>
> Here are my settings file:
>
>
> ----------------------------------------------------------------------------------
> # default settings for sessions
> [DEFAULT]
> #Defines if session will act as an acceptor or an initiator
> ConnectionType=initiator
>
> FileLogPath=C:/_bTradelink/configs/logs
>
> # session definition Stream
> [SESSION]
> BeginString=FIX.4.4
> TargetCompID=ServerStream
> SenderCompID=ClientStream
> StartTime=00:00:00
> EndTime=23:30:00
> HeartBtInt=20
> SocketConnectPort=355
> SocketConnectHost=localhost
> DataDictionary=C:/_bTradelink/configs/FIX44.xml
> FileStorePath=C:/_bTradelink/configs/msgs
>
> # session definition Trade
> [SESSION]
> BeginString=FIX.4.4
> SocketAcceptPort=356
> SenderCompID=ClientTrade
> TargetCompID=ServerTrade
> StartTime=00:00:00
> EndTime=23:30:00
> HeartBtInt=20
> SocketConnectPort=356
> SocketConnectHost=localhost
> DataDictionary=C:/_bTradelink/configs/FIX44.xml
> FileStorePath=C:/_bTradelink/configs/msgs
>
>
> ----------------------------------------------------------------------------------
>
> Here are the messages:
>
> 20110912-20:38:19.529 : 8=FIX.4.49=11235=A34=149=ClientStream52=
> 20110912-20:38:19.44056=ServerStream98=0108=20141=Y553=xyz554=abc10=064
> 20110912-20:38:19.958 : 8=FIX.4.49=8535=A34=149=ServerStream52=20110912-20
> :38:19.95756=ClientStream98=0108=20141=Y10=233
>
>
>
> ----------------------------------------------------------------------------------
>
> Here are the responses:
>
> 20110912-20:38:18.516 : Created session
> 20110912-20:38:19.436 : Connecting to localhost on port 355
> 20110912-20:38:19.530 : Initiated logon request
> 20110912-20:38:19.959 : Message 1 Rejected: Required tag missing:553
> 20110912-20:38:19.959 : Tried to send a reject while not logged on
> 20110912-20:38:29.185 : Timed out waiting for logon response
> 20110912-20:38:29.185 : Disconnecting
>
>
> ----------------------------------------------------------------------------------
>
> I don't want my application to look for tag 553 and just let the session
> going...
>
> Please let me know in case i need to provide more information. Please guide
> me what I am doing wrong?
>
> Thanks for help and cooperation in advance.
>
> Warm Regards,
> //R ****
>
>


-- 
//Regards
Rasheed

Re: [Quickfix-developers] Initiator Application + Required tag missing:553

[Andrew C. <And...@tw...>]

QuickFix has a layer that validates the message against the datadictionary
and rejects messages that don't pass this filter. If you look at your
dictionary (DataDictionary=C:/_bTradelink/configs/FIX44.xml) I'll bet you'll
see that this tag is required.

 

Andrew Culross

Direct +1 (914) 220-8849

 <http://www.twofour.com/> www.TwoFour.com 

 

From: Rasheed Waraich [mailto:ras...@gm...] 
Sent: Monday, September 19, 2011 8:11 AM
To: qui...@li...
Subject: [Quickfix-developers] Initiator Application + Required tag
missing:553

 

Hello QuickFIX Experts,

I am a newbie to FIX & QuickFIX world. And I am trying to write a Tradelink
FIX based connector using QuickFIX for my broker (data provider). 

I am kind of stuck and I don't understand why my application keeps looking
for tag "553" although its not supposed to do so. And I don't understand how
to turn it off. I have written an initiator application...

Here are my settings file:

----------------------------------------------------------------------------
------
# default settings for sessions
[DEFAULT]
#Defines if session will act as an acceptor or an initiator
ConnectionType=initiator

FileLogPath=C:/_bTradelink/configs/logs

# session definition Stream
[SESSION]
BeginString=FIX.4.4
TargetCompID=ServerStream
SenderCompID=ClientStream
StartTime=00:00:00
EndTime=23:30:00
HeartBtInt=20
SocketConnectPort=355
SocketConnectHost=localhost
DataDictionary=C:/_bTradelink/configs/FIX44.xml
FileStorePath=C:/_bTradelink/configs/msgs

# session definition Trade
[SESSION]
BeginString=FIX.4.4
SocketAcceptPort=356
SenderCompID=ClientTrade
TargetCompID=ServerTrade
StartTime=00:00:00
EndTime=23:30:00
HeartBtInt=20
SocketConnectPort=356
SocketConnectHost=localhost
DataDictionary=C:/_bTradelink/configs/FIX44.xml
FileStorePath=C:/_bTradelink/configs/msgs

----------------------------------------------------------------------------
------

Here are the messages:

20110912-20:38:19.529 :
8=FIX.4.49=11235=A34=149=ClientStream52=20110912-20:38:19.44056=ServerStream
98=0108=20141=Y553=xyz554=abc10=064
20110912-20:38:19.958 :
8=FIX.4.49=8535=A34=149=ServerStream52=20110912-20:38:19.95756=ClientStream9
8=0108=20141=Y10=233

----------------------------------------------------------------------------
------

Here are the responses:

20110912-20:38:18.516 : Created session
20110912-20:38:19.436 : Connecting to localhost on port 355
20110912-20:38:19.530 : Initiated logon request
20110912-20:38:19.959 : Message 1 Rejected: Required tag missing:553
20110912-20:38:19.959 : Tried to send a reject while not logged on
20110912-20:38:29.185 : Timed out waiting for logon response
20110912-20:38:29.185 : Disconnecting

----------------------------------------------------------------------------
------

I don't want my application to look for tag 553 and just let the session
going...

Please let me know in case i need to provide more information. Please guide
me what I am doing wrong?

Thanks for help and cooperation in advance. 

Warm Regards,
//R 

[Quickfix-developers] Initiator Application + Required tag missing:553

[Rasheed W. <ras...@gm...>]

Hello QuickFIX Experts,

I am a newbie to FIX & QuickFIX world. And I am trying to write a Tradelink
FIX based connector using QuickFIX for my broker (data provider).

I am kind of stuck and I don't understand why my application keeps looking
for tag "553" although its not supposed to do so. And I don't understand how
to turn it off. I have written an initiator application...

Here are my settings file:

----------------------------------------------------------------------------------
# default settings for sessions
[DEFAULT]
#Defines if session will act as an acceptor or an initiator
ConnectionType=initiator

FileLogPath=C:/_bTradelink/configs/logs

# session definition Stream
[SESSION]
BeginString=FIX.4.4
TargetCompID=ServerStream
SenderCompID=ClientStream
StartTime=00:00:00
EndTime=23:30:00
HeartBtInt=20
SocketConnectPort=355
SocketConnectHost=localhost
DataDictionary=C:/_bTradelink/configs/FIX44.xml
FileStorePath=C:/_bTradelink/configs/msgs

# session definition Trade
[SESSION]
BeginString=FIX.4.4
SocketAcceptPort=356
SenderCompID=ClientTrade
TargetCompID=ServerTrade
StartTime=00:00:00
EndTime=23:30:00
HeartBtInt=20
SocketConnectPort=356
SocketConnectHost=localhost
DataDictionary=C:/_bTradelink/configs/FIX44.xml
FileStorePath=C:/_bTradelink/configs/msgs

----------------------------------------------------------------------------------

Here are the messages:

20110912-20:38:19.529 :
8=FIX.4.4
9=112
35=A
34=1
49=ClientStream
52=20110912-20:38:19.440
56=ServerStream
98=0
108=20
141=Y
553=xyz
554=abc
10=064

20110912-20:38:19.958 :
8=FIX.4.4
9=85
35=A
34=1
49=ServerStream
52=20110912-20:38:19.957
56=ClientStream
98=0
108=20
141=Y
10=233


----------------------------------------------------------------------------------

Here are the responses:

20110912-20:38:18.516 : Created session
20110912-20:38:19.436 : Connecting to localhost on port 355
20110912-20:38:19.530 : Initiated logon request
20110912-20:38:19.959 : Message 1 Rejected: Required tag missing:553
20110912-20:38:19.959 : Tried to send a reject while not logged on
20110912-20:38:29.185 : Timed out waiting for logon response
20110912-20:38:29.185 : Disconnecting

----------------------------------------------------------------------------------

I don't want my application to look for tag 553 and just let the session
going...

Please let me know in case i need to provide more information. Please guide
me what I am doing wrong?

Thanks for help and cooperation in advance.

Warm Regards,
//R

[Quickfix-developers] Invalid MsgType n

[surarchi <sur...@ba...>]

One of our ECN is sending us trade capture reports in XML format using tag
35=n. I understand that when tag 35 is set to n the message is treated as a
session level message and passed to the application. However, QuickFix
engine is rejecting this message with the error message “Invalid MsgType”
and sets 372=n. Please see below for reject message

8=FIX.4.4^A9=101^A35=3^A34=61^A49=BARX_TEST^A52=20110912-10:36:57.740^A56=CNX_TEST^A45=61^A58=Invalid
MsgType^A372=n^A373=11^A10=012^A

I am using FIX 4.4, and the data dictionary file FIX44.xml specifies n as a
valid value for MsgType tag. 
 <field number='35' name='MsgType' type='STRING'>
  <value enum='n' description='XMLNONFIX' />

Any ideas on what is wrong here? 

-- 
View this message in context: http://old.nabble.com/Invalid-MsgType-n-tp32463911p32463911.html
Sent from the QuickFIX - Dev mailing list archive at Nabble.com.

Re: [Quickfix-developers] Sequence Reset's Sequence #?

[Kenny S. <ks...@co...>]

Cool.  You can definitely run the acceptance tests on your optimized
version.  :)

--
Kenny Stone
Connamara Systems, LLC


On Thu, Sep 8, 2011 at 1:57 PM, Hei Chan <str...@ya...> wrote:

> Thanks for your reply.
>
> I already closed the bug, which actually introduced by myself when I
> optimized QuickFIX.
>
> Sorry for the false alarm.
>
> ------------------------------
> *From:* Kenny Stone <ks...@co...>
> *To:* Hei Chan <str...@ya...>
> *Cc:* "qui...@li..." <
> qui...@li...>
> *Sent:* Thursday, September 8, 2011 6:07 AM
> *Subject:* Re: [Quickfix-developers] Sequence Reset's Sequence #?
>
> If the other sequence numbers were admin messages, they will not be sent
> (nor should they).
>
> QuickFIX has a bunch of acceptance tests to demonstrate resend
> functionality (but there could still be a bug).
>
> --
> Kenny Stone
> Connamara Systems, LLC
>
>
> On Wed, Sep 7, 2011 at 8:07 PM, Hei Chan <str...@ya...> wrote:
>
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> Hi,
>
> I believe it is a bug in QuickFIX because according to FIX 4.2
> specification:
> "If the GapFillFlag field is present (and equal to Y), the MsgSeqNum should
> conform to standard message sequencing rules (i.e. the MsgSeqNum of the
> Sequence Reset-GapFill message should represent the beginning MsgSeqNum in
> the GapFill range because the remote side is expecting that next message)."
>
> So in the example in my previous email, QuickFIX should reply with a
> GapFill message with 34=2 because the Resend Request asked for the message
> with a sequence # of 2.
>
> I have filled a bug:
> https://sourceforge.net/tracker/?group_id=37535&atid=1126912
>
> Thanks in advance.
>
>
> Cheers,
> Hei
>
> ------------------------------
> *From:* Hei Chan <str...@ya...>
> *To:* "qui...@li..." <
> qui...@li...>
> *Sent:* Wednesday, September 7, 2011 5:33 PM
> *Subject:* [Quickfix-developers] Sequence Reset's Sequence #?
>
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> Hi,
>
> I am using the latest QuickFIX C++.
>
> When a FIX engine receives a Resend Request message with 7 (begin sequence
> #)=X, should the FIX engine response with 34=X (assuming it is a gap fill)?
>
> If yes, it seems like there is a bug in QuickFIX:
> Received:
> 8=FIX.4.2^A9=97^A35=2^A34=9^A369=1^A52=20110908-00:22:11.150^A49=XXX^A50=G^A56=YYYY^A57=1^A143=US,IL^A7=2^A16=0^A10=072^A
>
> QuickFIX's response:
>
> 8=FIX.4.2^A9=124^A35=4^A34=6^A43=Y^A49=YYYY^A50=1^A52=20110908-00:22:11.195^A56=XXX^A57=G^A122=20110908-00:22:11.195^A142=US,IL^A36=6^A123=Y^A10=237^A
>
> As you can see, the Resend Request asked for the message with sequence # 2,
> but QuickFIX replied with a sequence #=6 instead of 2.
>
> Any idea?
>
> Thanks in advance.
>
>
> Cheers,
> Hei
>
>
> ------------------------------------------------------------------------------
> Doing More with Less: The Next Generation Virtual Desktop
> What are the key obstacles that have prevented many mid-market businesses
> from deploying virtual desktops?  How do next-generation virtual desktops
> provide companies an easier-to-deploy, easier-to-manage and more affordable
> virtual desktop model.http://www.accelacomm.com/jaw/sfnl/114/51426474/
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>
>
>
> ------------------------------------------------------------------------------
> Doing More with Less: The Next Generation Virtual Desktop
> What are the key obstacles that have prevented many mid-market businesses
> from deploying virtual desktops?   How do next-generation virtual desktops
> provide companies an easier-to-deploy, easier-to-manage and more affordable
> virtual desktop model.http://www.accelacomm.com/jaw/sfnl/114/51426474/
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>
>
>
>
>

Re: [Quickfix-developers] Sequence Reset's Sequence #?

[Hei C. <str...@ya...>]

Thanks for your reply.

I already closed the bug, which actually introduced by myself when I optimized QuickFIX.

Sorry for the false alarm.



________________________________
From: Kenny Stone <ks...@co...>
To: Hei Chan <str...@ya...>
Cc: "qui...@li..." <qui...@li...>
Sent: Thursday, September 8, 2011 6:07 AM
Subject: Re: [Quickfix-developers] Sequence Reset's Sequence #?


If the other sequence numbers were admin messages, they will not be sent (nor should they).  

QuickFIX has a bunch of acceptance tests to demonstrate resend functionality (but there could still be a bug).

--
Kenny Stone
Connamara Systems, LLC



On Wed, Sep 7, 2011 at 8:07 PM, Hei Chan <str...@ya...> wrote:

QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
>QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
>
>Hi,
>
>
>I believe it is a bug in QuickFIX because according to FIX 4.2 specification:
>"If the GapFillFlag field is present (and equal to Y), the MsgSeqNum should conform to standard message sequencing rules (i.e. the MsgSeqNum of the Sequence Reset-GapFill message should represent the beginning MsgSeqNum in the GapFill range because the remote side is expecting that next message)."
>
>
>So in the example in my previous email, QuickFIX should reply with a GapFill message with 34=2 because the Resend Request asked for the message with a sequence # of 2.
>
>I have filled a bug:
>https://sourceforge.net/tracker/?group_id=37535&atid=1126912
>
>Thanks in advance.
>
>
>Cheers,
>Hei
>
>
>
>
>________________________________
>From: Hei Chan <str...@ya...>
>To: "qui...@li..." <qui...@li...>
>Sent: Wednesday, September 7, 2011 5:33 PM
>Subject: [Quickfix-developers] Sequence Reset's Sequence #?
>
>QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
>QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
>
>Hi,
>
>
>I am using the latest QuickFIX C++.
>
>
>When a FIX engine receives a Resend Request message with 7 (begin sequence #)=X, should the FIX engine response with 34=X (assuming it is a gap fill)?
>
>
>If yes, it seems like there is a bug in QuickFIX:
>Received: 8=FIX.4.2^A9=97^A35=2^A34=9^A369=1^A52=20110908-00:22:11.150^A49=XXX^A50=G^A56=YYYY^A57=1^A143=US,IL^A7=2^A16=0^A10=072^A
>
>
>QuickFIX's response:
>8=FIX.4.2^A9=124^A35=4^A34=6^A43=Y^A49=YYYY^A50=1^A52=20110908-00:22:11.195^A56=XXX^A57=G^A122=20110908-00:22:11.195^A142=US,IL^A36=6^A123=Y^A10=237^A
>
>
>As you can see, the Resend Request asked for the message with sequence # 2, but QuickFIX replied with a sequence #=6 instead of 2.
>
>
>Any idea?
>
>
>Thanks in advance.
>
>
>
>
>Cheers,
>Hei
>------------------------------------------------------------------------------
>Doing More with Less: The Next Generation Virtual Desktop 
>What are the key obstacles that have prevented many mid-market businesses
>from deploying virtual desktops?   How do next-generation virtual desktops
>provide companies an easier-to-deploy, easier-to-manage and more affordable
>virtual desktop model.http://www.accelacomm.com/jaw/sfnl/114/51426474/
>_______________________________________________
>Quickfix-developers mailing list
>Qui...@li...
>https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>
>
>------------------------------------------------------------------------------
>Doing More with Less: The Next Generation Virtual Desktop
>What are the key obstacles that have prevented many mid-market businesses
>from deploying virtual desktops?   How do next-generation virtual desktops
>provide companies an easier-to-deploy, easier-to-manage and more affordable
>virtual desktop model.http://www.accelacomm.com/jaw/sfnl/114/51426474/
>_______________________________________________
>Quickfix-developers mailing list
>Qui...@li...
>https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>