Thread: [Quickfix-developers] QuickFix Quote Request Message: Set fields in particular order
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From: Rasheed W. <ras...@gm...> - 2011-10-17 10:25:35
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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 |
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From: Grant B. <gbi...@co...> - 2011-10-17 14:16:52
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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 > |
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From: Rasheed W. <ras...@gm...> - 2011-10-17 14:15:55
|
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 |
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From: Andrew C. <And...@tw...> - 2011-10-17 14:30:51
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Rasheed, Are you sure the order imposed by your broker in not in a group? I've had this imposed by some counterparties (don't you just love STANDARDS?) and remember a way to pass an int[] that held the order of the tags. As Grant mentioned this might have just been a group by field however. Might want to check out the CTORS for the messages you are trying to create and see if any method signature takes this int[] I'm talking about. Andrew Culross Direct +1 (914) 220-8849 www.TwoFour.com <http://www.twofour.com/> From: Rasheed Waraich [mailto:ras...@gm...] Sent: Monday, October 17, 2011 10:16 AM To: Grant Birchmeier Cc: qui...@li... Subject: Re: [Quickfix-developers] QuickFix Quote Request Message: Set fields in particular order 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 |
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From: Rasheed W. <ras...@gm...> - 2011-10-17 14:47:06
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Yes Andrew - unfortunately it has been imposed by the broker :( I have spent couple of hours just to figure out why my messages are being rejected by the broker and the reason which now their support has also confirmed is "out of order fields"... and also the QF QuoteRequest message ctors doesn't accept int[] ... QuickFix44.QuoteRequest message = new QuickFix44.QuoteRequest(); QuickFix44.QuoteRequest message = new QuickFix44.QuoteRequest(QuoteReqId id); thanks for the help and cooperation... any other suggestions? On Mon, Oct 17, 2011 at 4:27 PM, Andrew Culross <And...@tw...>wrote: > Rasheed,**** > > ** ** > > Are you sure the order imposed by your broker in not in a group?**** > > ** ** > > I’ve had this imposed by some counterparties (don’t you just love > STANDARDS?) and remember a way to pass an int[] that held the order of the > tags. As Grant mentioned this might have just been a group by field however. > Might want to check out the CTORS for the messages you are trying to create > and see if any method signature takes this int[] I’m talking about.**** > > ** ** > > Andrew Culross**** > > Direct +1 (914) 220-8849**** > > www.TwoFour.com <http://www.twofour.com/> **** > > ** ** > > *From:* Rasheed Waraich [mailto:ras...@gm...] > *Sent:* Monday, October 17, 2011 10:16 AM > *To:* Grant Birchmeier > *Cc:* qui...@li... > *Subject:* Re: [Quickfix-developers] QuickFix Quote Request Message: Set > fields in particular order**** > > ** ** > > 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**** > -- //Regards Rasheed |
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From: Grant B. <gbi...@co...> - 2011-10-17 15:55:06
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May I ask which broker this is? It might help also if you post the message and the rejection that they are sending back. On Mon, Oct 17, 2011 at 9:47 AM, Rasheed Waraich <ras...@gm...>wrote: > Yes Andrew - unfortunately it has been imposed by the broker :( I have > spent couple of hours just to figure out why my messages are being rejected > by the broker and the reason which now their support has also confirmed is > "out of order fields"... > > and also the QF QuoteRequest message ctors doesn't accept int[] ... > > QuickFix44.QuoteRequest message = new QuickFix44.QuoteRequest(); > QuickFix44.QuoteRequest message = new QuickFix44.QuoteRequest(QuoteReqId > id); > > thanks for the help and cooperation... any other suggestions? > > > On Mon, Oct 17, 2011 at 4:27 PM, Andrew Culross < > And...@tw...> wrote: > >> Rasheed, >> >> >> >> Are you sure the order imposed by your broker in not in a group? >> >> >> >> I’ve had this imposed by some counterparties (don’t you just love >> STANDARDS?) and remember a way to pass an int[] that held the order of the >> tags. As Grant mentioned this might have just been a group by field however. >> Might want to check out the CTORS for the messages you are trying to create >> and see if any method signature takes this int[] I’m talking about. >> >> >> >> Andrew Culross >> >> Direct +1 (914) 220-8849 >> >> www.TwoFour.com <http://www.twofour.com/> >> >> >> >> *From:* Rasheed Waraich [mailto:ras...@gm...] >> *Sent:* Monday, October 17, 2011 10:16 AM >> *To:* Grant Birchmeier >> *Cc:* qui...@li... >> *Subject:* Re: [Quickfix-developers] QuickFix Quote Request Message: Set >> fields in particular order >> >> >> >> 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 >> > > > > -- > //Regards > Rasheed > |
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From: Rasheed W. <ras...@gm...> - 2011-10-17 17:41:11
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Hi Grant, The broker name is ADSS (I am sure no one would have heard it before) Here are the Quote request and response messages. The error I get back is "Tag not defined" but the broker support guys say that the issue is due to incorrect order of the fields: 8=FIX.4.4_9=110_35=R_34=2_49=ClientStream_52=20111012-15 :15:50.129_56=ServerStream_1=212001_38=100_55=EURUSD_131=1_146=1_10=027_ 8=FIX.4.4_9=131_35=3_34=2_49=ServerStream_52=20111012-15:15:50.216_56=ClientStream_45=2_58=Tag not defined for this message type_371=1_372=R_373=2_10=014_ This Quote request message works fine: 8=FIX.4.49=11435=R34=649=ClientStream52=20100723-13 <20090723-13> :08:40.40156=ServerStream131=2146=155=EURUSD38=10000001=1000199999910=019 Any hints... or suggestions? On Mon, Oct 17, 2011 at 5:54 PM, Grant Birchmeier <gbi...@co... > wrote: > May I ask which broker this is? > > It might help also if you post the message and the rejection that they are > sending back. > > > On Mon, Oct 17, 2011 at 9:47 AM, Rasheed Waraich <ras...@gm... > > wrote: > >> Yes Andrew - unfortunately it has been imposed by the broker :( I have >> spent couple of hours just to figure out why my messages are being rejected >> by the broker and the reason which now their support has also confirmed is >> "out of order fields"... >> >> and also the QF QuoteRequest message ctors doesn't accept int[] ... >> >> QuickFix44.QuoteRequest message = new QuickFix44.QuoteRequest(); >> QuickFix44.QuoteRequest message = new QuickFix44.QuoteRequest(QuoteReqId >> id); >> >> thanks for the help and cooperation... any other suggestions? >> >> >> On Mon, Oct 17, 2011 at 4:27 PM, Andrew Culross < >> And...@tw...> wrote: >> >>> Rasheed, >>> >>> >>> >>> Are you sure the order imposed by your broker in not in a group? >>> >>> >>> >>> I’ve had this imposed by some counterparties (don’t you just love >>> STANDARDS?) and remember a way to pass an int[] that held the order of the >>> tags. As Grant mentioned this might have just been a group by field however. >>> Might want to check out the CTORS for the messages you are trying to create >>> and see if any method signature takes this int[] I’m talking about. >>> >>> >>> >>> Andrew Culross >>> >>> Direct +1 (914) 220-8849 >>> >>> www.TwoFour.com <http://www.twofour.com/> >>> >>> >>> >>> *From:* Rasheed Waraich [mailto:ras...@gm...] >>> *Sent:* Monday, October 17, 2011 10:16 AM >>> *To:* Grant Birchmeier >>> *Cc:* qui...@li... >>> *Subject:* Re: [Quickfix-developers] QuickFix Quote Request Message: Set >>> fields in particular order >>> >>> >>> >>> 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 >>> >> >> >> >> -- >> //Regards >> Rasheed >> > > -- //Regards Rasheed |
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From: Gary G. <gar...@gm...> - 2011-10-17 22:38:34
|
The way to force an order in a group is as follows:
Create a class that derives from QuickFix.Group as shown below (written in C#)
public class NoLegs : QuickFix.Group
{
public NoLegs() : base(555, 7940, message_order) { }
static int[] message_order = new int[] { 7940, 5678, 5235,
5191, 9099, 9115, 5844, 9075, 9076, 9077, 6354, 556, 687 };
};
Examining the constructor, it calls the base class constructor with
some parameters. The first parameter is the group Tag, the second is
the first tag in the group and the third parameter is the array of
tags which make up the group.
The message_order array is the list of the tags in the order you would
like. The first tag is the first tag of the group.
You use the new type as you would any other QuickFix type but it
forces the tags to be in that order. Give this a try.
Cheers
Gary
On 17 October 2011 18:41, 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 Grant,
>
> The broker name is ADSS (I am sure no one would have heard it before)
>
> Here are the Quote request and response messages. The error I get back is "Tag not defined" but the broker support guys say that the issue is due to incorrect order of the fields:
>
> 8=FIX.4.4_9=110_35=R_34=2_49=ClientStream_52=20111012-15:15:50.129_56=ServerStream_1=212001_38=100_55=EURUSD_131=1_146=1_10=027_
> 8=FIX.4.4_9=131_35=3_34=2_49=ServerStream_52=20111012-15:15:50.216_56=ClientStream_45=2_58=Tag not defined for this message type_371=1_372=R_373=2_10=014_
>
> This Quote request message works fine:
>
> 8=FIX.4.49=11435=R34=649=ClientStream52=20100723-13:08:40.40156=ServerStream131=2146=155=EURUSD38=10000001=1000199999910=019
>
> Any hints... or suggestions?
>
> On Mon, Oct 17, 2011 at 5:54 PM, Grant Birchmeier <gbi...@co...> wrote:
>>
>> May I ask which broker this is?
>>
>> It might help also if you post the message and the rejection that they are sending back.
>>
>> On Mon, Oct 17, 2011 at 9:47 AM, Rasheed Waraich <ras...@gm...> wrote:
>>>
>>> Yes Andrew - unfortunately it has been imposed by the broker :( I have spent couple of hours just to figure out why my messages are being rejected by the broker and the reason which now their support has also confirmed is "out of order fields"...
>>>
>>> and also the QF QuoteRequest message ctors doesn't accept int[] ...
>>>
>>> QuickFix44.QuoteRequest message = new QuickFix44.QuoteRequest();
>>> QuickFix44.QuoteRequest message = new QuickFix44.QuoteRequest(QuoteReqId id);
>>>
>>> thanks for the help and cooperation... any other suggestions?
>>>
>>> On Mon, Oct 17, 2011 at 4:27 PM, Andrew Culross <And...@tw...> wrote:
>>>>
>>>> Rasheed,
>>>>
>>>>
>>>>
>>>> Are you sure the order imposed by your broker in not in a group?
>>>>
>>>>
>>>>
>>>> I’ve had this imposed by some counterparties (don’t you just love STANDARDS?) and remember a way to pass an int[] that held the order of the tags. As Grant mentioned this might have just been a group by field however. Might want to check out the CTORS for the messages you are trying to create and see if any method signature takes this int[] I’m talking about.
>>>>
>>>>
>>>>
>>>> Andrew Culross
>>>>
>>>> Direct +1 (914) 220-8849
>>>>
>>>> www.TwoFour.com
>>>>
>>>>
>>>>
>>>> From: Rasheed Waraich [mailto:ras...@gm...]
>>>> Sent: Monday, October 17, 2011 10:16 AM
>>>> To: Grant Birchmeier
>>>> Cc: qui...@li...
>>>> Subject: Re: [Quickfix-developers] QuickFix Quote Request Message: Set fields in particular order
>>>>
>>>>
>>>>
>>>> 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
>>>
>>>
>>> --
>>> //Regards
>>> Rasheed
>>
>
>
>
> --
> //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
>
|
|
From: Rasheed W. <ras...@gm...> - 2011-10-18 20:11:43
|
Thanks,
I will try and get back to you...
On Tue, Oct 18, 2011 at 12:38 AM, Gary Grant <gar...@gm...>wrote:
> The way to force an order in a group is as follows:
>
> Create a class that derives from QuickFix.Group as shown below (written in
> C#)
>
> public class NoLegs : QuickFix.Group
> {
> public NoLegs() : base(555, 7940, message_order) { }
> static int[] message_order = new int[] { 7940, 5678, 5235,
> 5191, 9099, 9115, 5844, 9075, 9076, 9077, 6354, 556, 687 };
>
> };
>
> Examining the constructor, it calls the base class constructor with
> some parameters. The first parameter is the group Tag, the second is
> the first tag in the group and the third parameter is the array of
> tags which make up the group.
>
> The message_order array is the list of the tags in the order you would
> like. The first tag is the first tag of the group.
>
> You use the new type as you would any other QuickFix type but it
> forces the tags to be in that order. Give this a try.
>
> Cheers
>
> Gary
>
>
> On 17 October 2011 18:41, 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 Grant,
> >
> > The broker name is ADSS (I am sure no one would have heard it before)
> >
> > Here are the Quote request and response messages. The error I get back is
> "Tag not defined" but the broker support guys say that the issue is due to
> incorrect order of the fields:
> >
> > 8=FIX.4.4_9=110_35=R_34=2_49=ClientStream_52=20111012-15
> :15:50.129_56=ServerStream_1=212001_38=100_55=EURUSD_131=1_146=1_10=027_
> > 8=FIX.4.4_9=131_35=3_34=2_49=ServerStream_52=20111012-15:15:50.216_56=ClientStream_45=2_58=Tag
> not defined for this message type_371=1_372=R_373=2_10=014_
> >
> > This Quote request message works fine:
> >
> > 8=FIX.4.49=11435=R34=649=ClientStream52=20100723-13
> :08:40.40156=ServerStream131=2146=155=EURUSD38=10000001=1000199999910=019
> >
> > Any hints... or suggestions?
> >
> > On Mon, Oct 17, 2011 at 5:54 PM, Grant Birchmeier <
> gbi...@co...> wrote:
> >>
> >> May I ask which broker this is?
> >>
> >> It might help also if you post the message and the rejection that they
> are sending back.
> >>
> >> On Mon, Oct 17, 2011 at 9:47 AM, Rasheed Waraich <
> ras...@gm...> wrote:
> >>>
> >>> Yes Andrew - unfortunately it has been imposed by the broker :( I have
> spent couple of hours just to figure out why my messages are being rejected
> by the broker and the reason which now their support has also confirmed is
> "out of order fields"...
> >>>
> >>> and also the QF QuoteRequest message ctors doesn't accept int[] ...
> >>>
> >>> QuickFix44.QuoteRequest message = new QuickFix44.QuoteRequest();
> >>> QuickFix44.QuoteRequest message = new
> QuickFix44.QuoteRequest(QuoteReqId id);
> >>>
> >>> thanks for the help and cooperation... any other suggestions?
> >>>
> >>> On Mon, Oct 17, 2011 at 4:27 PM, Andrew Culross <
> And...@tw...> wrote:
> >>>>
> >>>> Rasheed,
> >>>>
> >>>>
> >>>>
> >>>> Are you sure the order imposed by your broker in not in a group?
> >>>>
> >>>>
> >>>>
> >>>> I’ve had this imposed by some counterparties (don’t you just love
> STANDARDS?) and remember a way to pass an int[] that held the order of the
> tags. As Grant mentioned this might have just been a group by field however.
> Might want to check out the CTORS for the messages you are trying to create
> and see if any method signature takes this int[] I’m talking about.
> >>>>
> >>>>
> >>>>
> >>>> Andrew Culross
> >>>>
> >>>> Direct +1 (914) 220-8849
> >>>>
> >>>> www.TwoFour.com
> >>>>
> >>>>
> >>>>
> >>>> From: Rasheed Waraich [mailto:ras...@gm...]
> >>>> Sent: Monday, October 17, 2011 10:16 AM
> >>>> To: Grant Birchmeier
> >>>> Cc: qui...@li...
> >>>> Subject: Re: [Quickfix-developers] QuickFix Quote Request Message: Set
> fields in particular order
> >>>>
> >>>>
> >>>>
> >>>> 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
> >>>
> >>>
> >>> --
> >>> //Regards
> >>> Rasheed
> >>
> >
> >
> >
> > --
> > //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
|
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