Thread: [Quickfix-developers] How do you determine valid tags for a message?
Brought to you by:
orenmnero
Menu
▾
▴
quickfix-developers
|
From: Warren S. <War...@re...> - 2006-10-20 19:22:40
|
Hi, =20 I'm using QuickFIX/J 1.0.0-beta1. Are there any helper methods that can determine if a particular tag is valid for a message? For example is tag 17 valid (valid, not is the field set for this particular usage of the message) for a FIX 4.2 New Order Message. I would of assumed such a method would be at quickfixj.fix42.NewOrderSingle.isValidTag(). =20 Thanks. =20 Warren =20 =20 =20 Warren Sze Technical Specialist Reuters Transactions Group, Sales and Trading=20 3 Times Square, New York, NY 10036 United States (t) +1 646 223 7028=20 war...@re... Reuters Messaging: war...@re... For product support, updates and training, go to customers.reuters.com <http://customers.reuters.com/> =20 Reuters news and information reaches one billion people every day. Get the latest news at Reuters.com <http://www.reuters.com/> =20 =20 This email was sent to you by Reuters, the global news and information comp= any.=20 To find out more about Reuters visit www.about.reuters.com Any views expressed in this message are those of the individual sender, exc= ept where the sender specifically states them to be the views of Reuters Lt= d. |
|
From: Oren M. <or...@qu...> - 2006-10-20 19:40:39
|
Warren, You can use the DataDictionary to do this. It has a method called =20 isMsgField where you pass in a message type and a field tag and it =20 will tell you if that field exists in the message or not. --oren On Oct 20, 2006, at 2:22 PM, Warren Sze wrote: > Hi, > > I=92m using QuickFIX/J 1.0.0-beta1. Are there any helper methods =20 > that can determine if a particular tag is valid for a message? For =20= > example is tag 17 valid (valid, not is the field set for this =20 > particular usage of the message) for a FIX 4.2 New Order Message. =20 > I would of assumed such a method would be at =20 > quickfixj.fix42.NewOrderSingle.isValidTag(). |
|
From: <San...@ub...> - 2006-10-24 14:46:20
|
Hello, I am using QuickFix 1.11.1 for C++ on Linux OS. I want to turn of all validations done by quickfix engine for incoming messages. I checked the fix configuration but could not find any parameter which will stop the validation on the incoming messages. I found only following configurations DataDictionary =20 ValidateFieldsOutOfOrder =20 ValidateFieldsHaveValues =20 ValidateUserDefinedFields=20 But none of them stop the QuickFix engine from validating the incoming messages.=20 Regards, Sangram Visit our website at http://www.ubs.com This message contains confidential information and is intended only for the individual named. If you are not the named addressee you should not disseminate, distribute or copy this e-mail. Please notify the sender immediately by e-mail if you have received this e-mail by mistake and delete this e-mail from your system. E-mail transmission cannot be guaranteed to be secure or error-free as information could be intercepted, corrupted, lost, destroyed, arrive late or incomplete, or contain viruses. The sender therefore does not accept liability for any errors or omissions in the contents of this message which arise as a result of e-mail transmission. If verification is required please request a hard-copy version. This message is provided for informational purposes and should not be construed as a solicitation or offer to buy or sell any securities or related financial instruments. |
|
From: Ajay K. <Aja...@tr...> - 2006-10-27 13:38:10
|
I don't know if the component/repeating group validation problem exists in QuickFIX 1.12. I had to make a couple of fixes and a minor extension to QF 1.11 source code (there wasn't a way to layer them on top) to make it work for my project. I submitted those source code changes since they were generically useful, but since they weren't picked up it makes the barrier to upgrade a little bit higher for me. I will certainly let you know my results when I get the chance to reapply my changes to current QuickFIX version and retest. Regards, - Ajay -----Original Message----- From: Oren Miller [mailto:or...@qu...]=20 Sent: Tuesday, October 24, 2006 12:35 PM To: Ajay Kamdar Cc: San...@ub...; qui...@li... Subject: Re: [Quickfix-developers] How to stop quickfix validation? QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX Support: http://www.quickfixengine.org/services.html Do you have an example of this? Does this problem still exist in 1.12? --oren > 2) The validation logic for nested repeating groups and components=20 > doesn't always work correctly in QF 1.11.1. I had submitted a patch to > fix the validation logic a couple of months back, but I don't > believe it > got picked up. Once you get past #1, chances are you might run =20 > problems > with QF's validation logic for nested repeating groups and components. > > HTH, > > - Ajay -------------------------------------------------------------------------= -- The information in this email is confidential and may be legally = privileged. It is intended solely for the addressee. Access to this email by anyone = else is unauthorized. If you are not the intended recipient, any disclosure, = copying, distribution or any action taken or omitted to be taken in reliance on = it, is prohibited and may be unlawful. TradeWeb reserves the right to monitor and review the content of all = messages sent to or from this e-mail address. Messages sent to or from this e-mail = address may be stored on the TradeWeb e-mail system. |
|
From: Aitch <har...@ho...> - 2006-11-15 02:28:59
|
Hi all - where was the error occurring Ajay, as I seem to be having problem= s with QuickFIX not validating messages due to "Incorrect NumInGroup count" too. I'm the initiator of the session, and am having trouble finding what the message received is exactly, as this erroneous one doesnt get sent to the fromAdmin method. The message I'm sending previous to it is a MarketDataRequest which seems to be sent over to the receipient fine, then the next message I see is in toApp: toadmin 8=3DFIX.4.3=019=3D130=0135=3D3=0134=3D3=0149=3DXXXX=0152=3D20061115-00:33:3= 4.928=0156=3DXXXX=0145=3D3=0158=3DIncorrect NumInGroup count for repeating group=01371=3D268=01372=3DW=01373=3D16=0110= =3D054=01 =01 The message I'm receiving which causes the above error message doesn't trigger the fromAdmin method - how can i view the message concerned? Thanks Ajay Kamdar wrote: >=20 > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html >=20 > I don't know if the component/repeating group validation problem exists > in QuickFIX 1.12. I had to make a couple of fixes and a minor extension > to QF 1.11 source code (there wasn't a way to layer them on top) to make > it work for my project. I submitted those source code changes since > they were generically useful, but since they weren't picked up it makes > the barrier to upgrade a little bit higher for me. I will certainly let > you know my results when I get the chance to reapply my changes to > current QuickFIX version and retest. >=20 > Regards, >=20 > - Ajay >=20 > -----Original Message----- > From: Oren Miller [mailto:or...@qu...]=20 > Sent: Tuesday, October 24, 2006 12:35 PM > To: Ajay Kamdar > Cc: San...@ub...; qui...@li... > Subject: Re: [Quickfix-developers] How to stop quickfix validation? >=20 >=20 > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html >=20 > Do you have an example of this? Does this problem still exist in 1.12? >=20 > --oren >=20 >> 2) The validation logic for nested repeating groups and components=20 >> doesn't always work correctly in QF 1.11.1. I had submitted a patch to >=20 >> fix the validation logic a couple of months back, but I don't >> believe it >> got picked up. Once you get past #1, chances are you might run =20 >> problems >> with QF's validation logic for nested repeating groups and components. >> >> HTH, >> >> - Ajay >=20 > -------------------------------------------------------------------------= -- >=20 > The information in this email is confidential and may be legally > privileged. > It is intended solely for the addressee. Access to this email by anyone > else > is unauthorized. If you are not the intended recipient, any disclosure, > copying, > distribution or any action taken or omitted to be taken in reliance on it= , > is > prohibited and may be unlawful. >=20 > TradeWeb reserves the right to monitor and review the content of all > messages sent > to or from this e-mail address. Messages sent to or from this e-mail > address may > be stored on the TradeWeb e-mail system. >=20 >=20 > ------------------------------------------------------------------------- > Using Tomcat but need to do more? Need to support web services, security? > Get stuff done quickly with pre-integrated technology to make your job > easier > Download IBM WebSphere Application Server v.1.0.1 based on Apache Geronim= o > http://sel.as-us.falkag.net/sel?cmd=3Dlnk&kid=3D120709&bid=3D263057&dat= =3D121642 > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers >=20 >=20 --=20 View this message in context: http://www.nabble.com/How-do-you-determine-va= lid-tags-for-a-message--tf2482860.html#a7350956 Sent from the QuickFIX - Dev mailing list archive at Nabble.com. |
|
From: Shrila <om...@ma...> - 2008-10-01 08:39:04
|
Hi All!!!
My QuickFIX message "quickfix.fix43.NewOrderMultileg":
8=FIX.4.2 9=261 35=AB 34=294 49=ClientQFIX 52=20081001-08:16:24.397 56=EXEC
11=12228489843970 21=1 38=8 40=3 54=1 55=ZZZ 60=20081001-08:16:24.397
167=MLEG 207=CME 461=FXXXS 555=2
600=ZZZ 608=FXXXS 609=FUT 610=200801 623=1 624=1
600=ZZZ 608=FXXXS 609=FUT 610=200812 623=1 624=2 10=173
Response from QuickFIX server:
8=FIX.4.2 9=111 35=3 34=291 49=EXEC 52=20081001-08:16:24.397 56=ClientQFIX
45=294 58=Tag appears more than once 371=600 372=AB 10=115
My code:
order = new Order();
order.setID(nextClOrdID());
order.setSide(OrderSide.parse(Podstr(strArg,";",2)));
order.setType(OrderType.parse(Podstr(strArg,";",4)));
order.setSymbol(Podstr(strArg,";",1));
order.setQty(Integer.parseInt(Podstr(strArg,";",3)));
/** Create message*/
msg = new quickfix.fix43.NewOrderMultileg(new ClOrdID(order.getID()),
new HandlInst('1'), sideToFIXSide(order.getSide()),
new TransactTime(SystemTime.getDate()),
typeToFIXType(order.getType()));
msg.setString(Symbol.FIELD, order.getSymbol());
msg.setDouble(OrderQty.FIELD, order.getQty());
msg.setString(SecurityType.FIELD, "MLEG");
msg.setString(SecurityExchange.FIELD, "CME");
msg.setString(CFICode.FIELD, "FXXXS");
/** Create Component Block NoLegs */
quickfix.fix43.NewOrderMultileg.NoLegs noLegs =
new quickfix.fix43.NewOrderMultileg.NoLegs();
noLegs.set(new LegSymbol(order.getSymbol()));
noLegs.set(new LegCFICode("FXXXS"));
noLegs.set(new LegSecurityType("FUT"));
noLegs.set(new LegMaturityMonthYear("200801"));
noLegs.set(new LegRatioQty(1));
noLegs.set(new LegSide('1'));
msg.addGroup(noLegs);
noLegs.set(new LegSymbol(order.getSymbol()));
noLegs.set(new LegCFICode("FXXXS"));
noLegs.set(new LegSecurityType("FUT"));
noLegs.set(new LegMaturityMonthYear("200812"));
noLegs.set(new LegRatioQty(1));
noLegs.set(new LegSide('2'));
msg.addGroup(noLegs);
Say me please, why my message rejected by reason of "Tag appears more than
once" (tag:600 or any another)?
--
View this message in context: http://www.nabble.com/How-do-you-determine-valid-tags-for-a-message--tp6923557p19756572.html
Sent from the QuickFIX - Dev mailing list archive at Nabble.com.
|
|
From: <or...@qu...> - 2008-10-01 20:16:25
|
Does your server have a data dictionary associated with the session? --oren > -------- Original Message -------- > Subject: Re: [Quickfix-developers] How to stop quickfix validation? > From: Shrila <om...@ma...> > Date: Wed, October 01, 2008 3:38 am > To: qui...@li... > > > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > > Hi All!!! > My QuickFIX message "quickfix.fix43.NewOrderMultileg": > > 8=FIX.4.2 9=261 35=AB 34=294 49=ClientQFIX 52=20081001-08:16:24.397 56=EXEC > 11=12228489843970 21=1 38=8 40=3 54=1 55=ZZZ 60=20081001-08:16:24.397 > 167=MLEG 207=CME 461=FXXXS 555=2 > 600=ZZZ 608=FXXXS 609=FUT 610=200801 623=1 624=1 > 600=ZZZ 608=FXXXS 609=FUT 610=200812 623=1 624=2 10=173 > > Response from QuickFIX server: > 8=FIX.4.2 9=111 35=3 34=291 49=EXEC 52=20081001-08:16:24.397 56=ClientQFIX > 45=294 58=Tag appears more than once 371=600 372=AB 10=115 > > My code: > > order = new Order(); > order.setID(nextClOrdID()); > order.setSide(OrderSide.parse(Podstr(strArg,";",2))); > order.setType(OrderType.parse(Podstr(strArg,";",4))); > order.setSymbol(Podstr(strArg,";",1)); > order.setQty(Integer.parseInt(Podstr(strArg,";",3))); > /** Create message*/ > msg = new quickfix.fix43.NewOrderMultileg(new ClOrdID(order.getID()), > new HandlInst('1'), sideToFIXSide(order.getSide()), > new TransactTime(SystemTime.getDate()), > typeToFIXType(order.getType())); > msg.setString(Symbol.FIELD, order.getSymbol()); > msg.setDouble(OrderQty.FIELD, order.getQty()); > msg.setString(SecurityType.FIELD, "MLEG"); > msg.setString(SecurityExchange.FIELD, "CME"); > msg.setString(CFICode.FIELD, "FXXXS"); > /** Create Component Block NoLegs */ > quickfix.fix43.NewOrderMultileg.NoLegs noLegs = > new quickfix.fix43.NewOrderMultileg.NoLegs(); > noLegs.set(new LegSymbol(order.getSymbol())); > noLegs.set(new LegCFICode("FXXXS")); > noLegs.set(new LegSecurityType("FUT")); > noLegs.set(new LegMaturityMonthYear("200801")); > noLegs.set(new LegRatioQty(1)); > noLegs.set(new LegSide('1')); > msg.addGroup(noLegs); > noLegs.set(new LegSymbol(order.getSymbol())); > noLegs.set(new LegCFICode("FXXXS")); > noLegs.set(new LegSecurityType("FUT")); > noLegs.set(new LegMaturityMonthYear("200812")); > noLegs.set(new LegRatioQty(1)); > noLegs.set(new LegSide('2')); > msg.addGroup(noLegs); > > Say me please, why my message rejected by reason of "Tag appears more than > once" (tag:600 or any another)? > -- > View this message in context: http://www.nabble.com/How-do-you-determine-valid-tags-for-a-message--tp6923557p19756572.html > Sent from the QuickFIX - Dev mailing list archive at Nabble.com. > > > ------------------------------------------------------------------------- > This SF.Net email is sponsored by the Moblin Your Move Developer's challenge > Build the coolest Linux based applications with Moblin SDK & win great prizes > Grand prize is a trip for two to an Open Source event anywhere in the world > http://moblin-contest.org/redirect.php?banner_id=100&url=/ > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers |
|
From: Shrila <om...@ma...> - 2008-10-03 05:31:07
|
Hi Oren! Thank You, I have understood, problem beside server? My code is correct? -- View this message in context: http://www.nabble.com/How-do-you-determine-valid-tags-for-a-message--tp6923557p19792370.html Sent from the QuickFIX - Dev mailing list archive at Nabble.com. |
×
Want the latest updates on software, tech news, and AI?
Get latest updates about software, tech news, and AI from SourceForge directly in your inbox once a month.
Thanks for helping keep SourceForge clean.
X