quickfix-developers

[Quickfix-developers] TradeCapture Report - Require Tag Missing

[WayneGraham <wrg...@gm...>]

Hi 

I am generating a TradeCaptureReportRequest, which seems to be accepted as I
receive a TradeCaptureReportReqAck with flags 749 and 750 confirming
success. I then receive a TradeCaptureRequestReport, which seems ok, but
this is immediately followed by a string of error messages where Tag 571 is
missing for the TradeCaptureRequestReport ? 

Should I be clearing the TradeCaptureRequestReport in the On Message Sub
before I can receive the next TradeCaptureRequestReport ?

Thanks very much.

Wayne


Here is my message log:

20140909-12:28:37.281 :
8=FIX.4.4
9=138
35=AD
34=2
49=SASBuat1
52=20140909-12:28:37.277
56=LMXBD
263=0
568=14:28:37
569=1
580=2
60=20140909-00:00:00.000
60=20140909-14:28:37.000
10=209

20140909-12:28:37.496 :
8=FIX.4.4
9=94
35=AQ
49=LMXBD
56=SASBuat1
34=2
52=20140909-12:28:38.788
568=14:28:37
569=1
263=0
749=0
750=0
10=053

20140909-12:28:37.514 :
8=FIX.4.4
9=250
35=AE
49=LMXBD
56=SASBuat1
34=3
52=20140909-12:28:38.788
568=14:28:37
912=N
17=O87lagAAAAJwrgDo
527=QGFGOAAAAAXWY00C
48=100547
22=8
32=9.2
31=10.82382
75=20140909
60=20140909-06:04:33.154
552=1
54=2
37=AAGKZwAAAAJVH00M
11=1.1-08:04:31-1
1=1003414890
10=133

20140909-12:28:37.647 :
8=FIX.4.4
9=106
35=3
34=3
49=SASBuat1
52=20140909-12:28:37.646
56=LMXBD
45=3
58=Required
tag missing
371=571
372=AE
373=1
10=081


and my code:


Public Sub GetTradeHistory()
        GTHCounter = GTHCounter + 1
        Dim TradeRequestID As TradeRequestID = New
TradeRequestID(Format(Now(), "HH:mm:ss") & "." & GTHCounter)
        Dim TradeRequestType As TradeRequestType = New
TradeRequestType(TradeRequestType.MATCHED_TRADES_MATCHING_CRITERIA_PROVIDED_ON_REQUEST)
    
        Dim m1 As QuickFix.FIX44.TradeCaptureReportRequest = New
QuickFix.FIX44.TradeCaptureReportRequest(TradeRequestID, TradeRequestType)

        Try
            m1.Header.SetField(New TargetCompID("LMXBD"))
            m1.Header.SetField(New SenderCompID("SASBuat1"))
            m1.Header.SetField(New SendingTime(Now()))

            m1.SetField(New
SubscriptionRequestType(SubscriptionRequestType.SNAPSHOT))

            Dim TransactTime1 As
QuickFix.FIX44.TradeCaptureReportRequest.NoDatesGroup = New
QuickFix.FIX44.TradeCaptureReportRequest.NoDatesGroup
            TransactTime1.Set(New TransactTime(Now().Date.ToString))
            Dim TransactTime2 As
QuickFix.FIX44.TradeCaptureReportRequest.NoDatesGroup = New
QuickFix.FIX44.TradeCaptureReportRequest.NoDatesGroup
            TransactTime2.Set(New TransactTime(Now().ToString))
            m1.AddGroup(TransactTime1)
            m1.AddGroup(TransactTime2)

            m1.Header.SetField(New BodyLength(135))
            m1.Trailer.SetField(New CheckSum(m1.CheckSum.ToString))

            m1.Validate()
            _sessionTrd.Send(m1)

        Catch ex As Exception
            MsgBox("Trade Capture Report Request: " & ex.Message)
        End Try

    End Sub

 Public Sub OnMessage(TCR As QuickFix.FIX44.TradeCaptureReportRequest,
sessionID As SessionID)
        OutPutMsg("TradeReq: " & sessionID.ToString)
    End Sub

    Public Sub OnMessage(TCR As QuickFix.FIX44.TradeCaptureReportRequestAck,
sessionID As SessionID)
        OutPutMsg("TradeReqAck: " & TCR.TradeRequestStatus.ToString)
    End Sub

    Public Sub OnMessage(TCR As QuickFix.FIX44.TradeCaptureReport, sessionID
As SessionID)
        Dim _on As Integer = 0

        OutPutMsg("TradeCapRpt: " & TCR.TradeRequestID.ToString)
        _on = AddOrder()

    End Sub




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View this message in context: http://quickfix.13857.n7.nabble.com/TradeCapture-Report-Require-Tag-Missing-tp6677.html
Sent from the QuickFIX - Dev mailing list archive at Nabble.com.

Re: [Quickfix-developers] TradeCapture Report - Require Tag Missing

[Mike G. <mg...@co...>]

On Wed, Sep 10, 2014 at 2:27 AM, WayneGraham <wrg...@gm...> wrote:

> 8=FIX.4.4 9=106 35=3 34=3 49=SASBuat1 52=20140909-12:28:37.646 56=LMXBD
> 45=3 58=Required
> tag missing* 371=571 372=AE* 373=1 10=081
>

This is quickfix sending a session-level reject for you automatically
because tag 571 (TradeReportID) is missing from the AE message.  To prevent
quickfix from doing that, you need to alter the DataDictionary xml file for
message AE and set TradeReportID to *required="N".   *This tag is required
by default, and it is unusual that a trade capture report would not have it.

--
Mike Gatny
Connamara Systems, LLC

Re: [Quickfix-developers] TradeCapture Report - Require Tag Missing

[Saha B. <Bin...@sr...>]

Most likely you are missing tag defined in FIXxx.xml. You want to find out the tag as defined by server side and include that in your FIXxx.xml.

-----Original Message-----
From: Mike Gatny [mailto:mg...@co...] 
Sent: Wednesday, September 10, 2014 5:20 AM
To: WayneGraham
Cc: Quickfix Developers List
Subject: Re: [Quickfix-developers] TradeCapture Report - Require Tag Missing

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