Thread: [Quickfix-developers] Unable to send Market Data Request to FIX server
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From: <ch...@gm...> - 2010-01-24 17:50:15
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Hi,
Hi am trying send MarketDataRequest to fix server, But i am unable get the
desired reponse from FIX.
Can any one guide me whats the issue.
Thanks,
Asad
Given below is my code for market data request.
void Application::queryMarketDataRequest()
{
//int version = queryVersion();
std::cout << "\nMarketDataRequest\n";
FIX::Message message;
message = queryMarketDataRequest44();
message.getHeader().setField(35, "V");
message.getHeader().setField(265, "0");
message.getHeader().setField(1, "ACCT1@TW");
//message.getHeader().setField(267, "2");
message.getHeader().setField(146, "1");
message.getHeader().setField(55, "GBP/USD");
message.getHeader().setField(38, "10000");
message.getHeader().setField(15, "USD");//?????
message.getHeader().setField(453, "1");
message.getHeader().setField(448, "BANK1");
message.getHeader().setField(108, "10");
FIX::Session::sendToTarget( message,"FIXMDR" );
}
FIX44::MarketDataRequest Application::queryMarketDataRequest44()
{
FIX::MDReqID mdReqID( "MARKETDATAID" );
FIX::SubscriptionRequestType subType(
FIX::SubscriptionRequestType_SNAPSHOT_PLUS_UPDATES );
FIX::MarketDepth marketDepth( 1 );
FIX44::MarketDataRequest::NoMDEntryTypes marketDataEntryGroup;
FIX::MDEntryType mdEntryType( FIX::MDEntryType_BID );
//FIX::MDEntryType mdEntryType( FIX::MDEntryType_OFFER );
FIX44::MarketDataRequest message( mdReqID, subType, marketDepth );
marketDataEntryGroup.set( mdEntryType );
message.addGroup( marketDataEntryGroup );
FIX::MDEntryType mdEntryType1( FIX::MDEntryType_OFFER );
marketDataEntryGroup.set( mdEntryType1 );
message.addGroup( marketDataEntryGroup );
message.getHeader().setField(FIX::SenderCompID("TW"));
message.getHeader().setField(FIX::TargetCompID("ISLD"));
message.getHeader().setField(FIX::TargetSubID("qfstream"));
message.getHeader().setField(FIX::SenderSubID("user3"));
std::cout << message.toString() << std::endl;
return message;
}
MY qfix logs are as follows:
8=FIX.4.49=8835=A34=149=TW50=user352=20100124-17:41:37.69756=ISLD96=12345678998=0108=1010=124
8=FIX.4.49=7235=A49=ISLD56=TW34=152=20100124-17:41:3557=user3108=1098=010=076
8=FIX.4.49=20135=V1=ACCT1@TW15=USD34=238=1000049=TW50=user352=20100124-
17:41:44.22855=GBP/USD56=ISLD57=qfstream108=10146=1265=0448=BANK1453=1262=MARKETDATAID263=1264=1267=2269=0269=110=026
8=FIX.4.49=17235=X49=ISLD56=TW34=252=20100124-17:41:40115=BANK157=user3262=MARKETDATAID268=2279=2269=0279=2269=158=Provider
withdrawing customer from a shared stream.10=072
8=FIX.4.49=13035=334=349=TW50=user352=20100124-17:41:44.86756=ISLD128=BANK145=258=Tag
appears more than once371=269372=X373=1310=064
8=FIX.4.49=7335=134=449=TW50=user352=20100124-17:41:51.67556=ISLD112=TEST10=002
8=FIX.4.49=6935=049=ISLD56=TW34=352=20100124-17:41:4757=user3112=TEST10=065
8=FIX.4.49=6435=034=549=TW50=user352=20100124-17:42:01.67756=ISLD10=238
8=FIX.4.49=6035=049=ISLD56=TW34=452=20100124-17:41:5757=user310=040
8=FIX.4.49=20135=V1=ACCT1@TW15=USD34=638=1000049=TW50=user352=20100124-
17:42:05.01655=GBP/USD56=ISLD57=qfstream108=10146=1265=0448=BANK1453=1262=MARKETDATAID263=1264=1267=2269=0269=110=023
8=FIX.4.49=17335=Y49=ISLD56=TW34=552=20100124-17:42:0157=user3262=MARKETDATAID58=:Requesting
to start a stream from a provider (BANK1)
which is already streaming for GBP.USD10=125
8=FIX.4.49=10035=j34=749=TW52=20100124-17:42:05.42056=ISLD45=558=Unsupported
Message Type372=Y380=310=200
8=FIX.4.49=6035=049=ISLD56=TW34=652=20100124-17:42:1157=user310=033
8=FIX.4.49=6435=034=849=TW50=user352=20100124-17:42:15.41656=ISLD10=237
8=FIX.4.49=6035=049=ISLD56=TW34=752=20100124-17:42:2157=user310=035
8=FIX.4.49=6435=534=949=TW50=user352=20100124-17:42:25.41756=ISLD10=245
8=FIX.4.49=6035=549=ISLD56=TW34=852=20100124-17:42:2157=user310=041
Here is the config file:
# default settings for sessions
[DEFAULT]
ConnectionType=initiator
ReconnectInterval=20
LogonTimeout=30
StartTime=00:00:00
EndTime=23:00:00
HeartBtInt=10
#SocketConnectHost=localhost
SocketConnectHost=127.0.0.1
SocketConnectPort=9000
FileLogPath=c:\qfixlogs\
FileStorePath=c:\qfixstore\
[SESSION]
BeginString=FIX.4.4
TargetCompID=ISLD
SessionQualifier=FIXMDR
TargetSubID=qfstream
SenderCompID=TW
SenderSubID=user3
RawData=1234567
HeartBtInt=10
FileLogPath=c:\qfixlogs\
FileStorePath=c:\qfixstore\
UseDataDictionary=N
DataDictionary=C:\quickfix-1.12.4\quickfix\spec\FIX44.xml
--
View this message in context: http://old.nabble.com/Unable-to-send-Market-Data-Request-to-FIX-server-tp27297363p27297363.html
Sent from the QuickFIX - Dev mailing list archive at Nabble.com.
|
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From: Hei C. <str...@ya...> - 2010-01-25 01:28:55
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Check the event log generated by QuickFIX. If you don't see any problem, you should contact the market data provider since it is provider specific (most the time). ________________________________ From: "ch...@gm..." <ch...@gm...> To: qui...@li... Sent: Sun, January 24, 2010 9:50:08 AM Subject: [Quickfix-developers] Unable to send Market Data Request to FIX server QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX Support: http://www.quickfixengine.org/services.html Hi, Hi am trying send MarketDataRequest to fix server, But i am unable get the desired reponse from FIX. Can any one guide me whats the issue. Thanks, Asad Given below is my code for market data request. void Application::queryMarketDataRequest() { //int version = queryVersion(); std::cout << "\nMarketDataRequest\n"; FIX::Message message; message = queryMarketDataRequest44(); message.getHeader().setField(35, "V"); message.getHeader().setField(265, "0"); message.getHeader().setField(1, "ACCT1@TW"); //message.getHeader().setField(267, "2"); message.getHeader().setField(146, "1"); message.getHeader().setField(55, "GBP/USD"); message.getHeader().setField(38, "10000"); message.getHeader().setField(15, "USD");//????? message.getHeader().setField(453, "1"); message.getHeader().setField(448, "BANK1"); message.getHeader().setField(108, "10"); FIX::Session::sendToTarget( message,"FIXMDR" ); } FIX44::MarketDataRequest Application::queryMarketDataRequest44() { FIX::MDReqID mdReqID( "MARKETDATAID" ); FIX::SubscriptionRequestType subType( FIX::SubscriptionRequestType_SNAPSHOT_PLUS_UPDATES ); FIX::MarketDepth marketDepth( 1 ); FIX44::MarketDataRequest::NoMDEntryTypes marketDataEntryGroup; FIX::MDEntryType mdEntryType( FIX::MDEntryType_BID ); //FIX::MDEntryType mdEntryType( FIX::MDEntryType_OFFER ); FIX44::MarketDataRequest message( mdReqID, subType, marketDepth ); marketDataEntryGroup.set( mdEntryType ); message.addGroup( marketDataEntryGroup ); FIX::MDEntryType mdEntryType1( FIX::MDEntryType_OFFER ); marketDataEntryGroup.set( mdEntryType1 ); message.addGroup( marketDataEntryGroup ); message.getHeader().setField(FIX::SenderCompID("TW")); message.getHeader().setField(FIX::TargetCompID("ISLD")); message.getHeader().setField(FIX::TargetSubID("qfstream")); message.getHeader().setField(FIX::SenderSubID("user3")); std::cout << message.toString() << std::endl; return message; } MY qfix logs are as follows: 8=FIX.4.49=8835=A34=149=TW50=user352=20100124-17:41:37.69756=ISLD96=12345678998=0108=1010=124 8=FIX.4.49=7235=A49=ISLD56=TW34=152=20100124-17:41:3557=user3108=1098=010=076 8=FIX.4.49=20135=V1=ACCT1@TW15=USD34=238=1000049=TW50=user352=20100124- 17:41:44.22855=GBP/USD56=ISLD57=qfstream108=10146=1265=0448=BANK1453=1262=MARKETDATAID263=1264=1267=2269=0269=110=026 8=FIX.4.49=17235=X49=ISLD56=TW34=252=20100124-17:41:40115=BANK157=user3262=MARKETDATAID268=2279=2269=0279=2269=158=Provider withdrawing customer from a shared stream.10=072 8=FIX.4.49=13035=334=349=TW50=user352=20100124-17:41:44.86756=ISLD128=BANK145=258=Tag appears more than once371=269372=X373=1310=064 8=FIX.4.49=7335=134=449=TW50=user352=20100124-17:41:51.67556=ISLD112=TEST10=002 8=FIX.4.49=6935=049=ISLD56=TW34=352=20100124-17:41:4757=user3112=TEST10=065 8=FIX.4.49=6435=034=549=TW50=user352=20100124-17:42:01.67756=ISLD10=238 8=FIX.4.49=6035=049=ISLD56=TW34=452=20100124-17:41:5757=user310=040 8=FIX.4.49=20135=V1=ACCT1@TW15=USD34=638=1000049=TW50=user352=20100124- 17:42:05.01655=GBP/USD56=ISLD57=qfstream108=10146=1265=0448=BANK1453=1262=MARKETDATAID263=1264=1267=2269=0269=110=023 8=FIX.4.49=17335=Y49=ISLD56=TW34=552=20100124-17:42:0157=user3262=MARKETDATAID58=:Requesting to start a stream from a provider (BANK1) which is already streaming for GBP.USD10=125 8=FIX.4.49=10035=j34=749=TW52=20100124-17:42:05.42056=ISLD45=558=Unsupported Message Type372=Y380=310=200 8=FIX.4.49=6035=049=ISLD56=TW34=652=20100124-17:42:1157=user310=033 8=FIX.4.49=6435=034=849=TW50=user352=20100124-17:42:15.41656=ISLD10=237 8=FIX.4.49=6035=049=ISLD56=TW34=752=20100124-17:42:2157=user310=035 8=FIX.4.49=6435=534=949=TW50=user352=20100124-17:42:25.41756=ISLD10=245 8=FIX.4.49=6035=549=ISLD56=TW34=852=20100124-17:42:2157=user310=041 Here is the config file: # default settings for sessions [DEFAULT] ConnectionType=initiator ReconnectInterval=20 LogonTimeout=30 StartTime=00:00:00 EndTime=23:00:00 HeartBtInt=10 #SocketConnectHost=localhost SocketConnectHost=127.0.0.1 SocketConnectPort=9000 FileLogPath=c:\qfixlogs\ FileStorePath=c:\qfixstore\ [SESSION] BeginString=FIX.4.4 TargetCompID=ISLD SessionQualifier=FIXMDR TargetSubID=qfstream SenderCompID=TW SenderSubID=user3 RawData=1234567 HeartBtInt=10 FileLogPath=c:\qfixlogs\ FileStorePath=c:\qfixstore\ UseDataDictionary=N DataDictionary=C:\quickfix-1.12.4\quickfix\spec\FIX44.xml -- View this message in context: http://old.nabble.com/Unable-to-send-Market-Data-Request-to-FIX-server-tp27297363p27297363.html Sent from the QuickFIX - Dev mailing list archive at Nabble.com. ------------------------------------------------------------------------------ Throughout its 18-year history, RSA Conference consistently attracts the world's best and brightest in the field, creating opportunities for Conference attendees to learn about information security's most important issues through interactions with peers, luminaries and emerging and established companies. http://p.sf.net/sfu/rsaconf-dev2dev _______________________________________________ Quickfix-developers mailing list Qui...@li... https://lists.sourceforge.net/lists/listinfo/quickfix-developers |
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From: choudhry a. <ch...@gm...> - 2010-01-25 20:09:51
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Thanks for your reply Hei, actually the issue which i am facing is that when I initiate a connection to a FIX server. After login success when send Market Data Request in response to the Market Data Request the 'fromAPP' should get invoked, but in my case 'fromAPP' is not getting invoked instead 'toAPP' callback is getting invoked. may be i am not filling or changing the tags properly or some else issue. If you can have a look at my qfixlogs given below and suggest me that what exactly is causing the problem? I have read through the documentation but i cant find out that wether the tags i filled are correct? My code and config for filling the market data request is also given can you please take a look at it as well. Here is my QuickFIX event log. 20100124-17:40:16 : Created session 20100124-17:40:16 : Connecting to 127.0.0.1 on port 9000 20100124-17:40:17 : Disconnecting 20100124-17:40:37 : Connecting to 127.0.0.1 on port 9000 20100124-17:40:38 : Disconnecting 20100124-17:41:37 : Created session 20100124-17:41:37 : Connecting to 127.0.0.1 on port 9000 20100124-17:41:37 : Initiated logon request 20100124-17:41:39 : Received logon response 20100124-17:41:44 : Message 2 Rejected: Tag appears more than once:269 20100124-17:41:51 : Sent test request TEST 20100124-17:42:05 : Message 5 Rejected: Unsupported Message Type 20100124-17:42:25 : Initiated logout request 20100124-17:42:25 : Received logout response 20100124-17:42:25 : Disconnecting My Message log is as follows MY qfix logs are as follows: 8=FIX.4.49=8835=A34=149=TW50=user352=20100124-17:41:37.69756=ISLD96=12345678998=0108=1010=124 8=FIX.4.49=7235=A49=ISLD56=TW34=152=20100124-17:41:3557=user3108=1098=010=076 8=FIX.4.49=20135=V1=ACCT1@TW15=USD34=238=1000049=TW50=user352=20100124- 17:41:44.22855=GBP/USD56=ISLD57=qfstream108=10146=1265=0448=BANK1453=1262=MARKETDATAID263=1264=1267=2269=0269=110=026 8=FIX.4.49=17235=X49=ISLD56=TW34=252=20100124-17:41:40115=BANK157=user3262=MARKETDATAID268=2279=2269=0279=2269=158=Provider withdrawing customer from a shared stream.10=072 8=FIX.4.49=13035=334=349=TW50=user352=20100124-17:41:44.86756=ISLD128=BANK145=258=Tag appears more than once371=269372=X373=1310=064 8=FIX.4.49=7335=134=449=TW50=user352=20100124-17:41:51.67556=ISLD112=TEST10=002 8=FIX.4.49=6935=049=ISLD56=TW34=352=20100124-17:41:4757=user3112=TEST10=065 8=FIX.4.49=6435=034=549=TW50=user352=20100124-17:42:01.67756=ISLD10=238 8=FIX.4.49=6035=049=ISLD56=TW34=452=20100124-17:41:5757=user310=040 8=FIX.4.49=20135=V1=ACCT1@TW15=USD34=638=1000049=TW50=user352=20100124- 17:42:05.01655=GBP/USD56=ISLD57=qfstream108=10146=1265=0448=BANK1453=1262=MARKETDATAID263=1264=1267=2269=0269=110=023 8=FIX.4.49=17335=Y49=ISLD56=TW34=552=20100124-17:42:0157=user3262=MARKETDATAID58=:Requesting to start a stream from a provider (BANK1) which is already streaming for GBP.USD10=125 8=FIX.4.49=10035=j34=749=TW52=20100124-17:42:05.42056=ISLD45=558=Unsupported Message Type372=Y380=310=200 8=FIX.4.49=6035=049=ISLD56=TW34=652=20100124-17:42:1157=user310=033 8=FIX.4.49=6435=034=849=TW50=user352=20100124-17:42:15.41656=ISLD10=237 8=FIX.4.49=6035=049=ISLD56=TW34=752=20100124-17:42:2157=user310=035 8=FIX.4.49=6435=534=949=TW50=user352=20100124-17:42:25.41756=ISLD10=245 8=FIX.4.49=6035=549=ISLD56=TW34=852=20100124-17:42:2157=user310=041 On Mon, Jan 25, 2010 at 6:28 AM, Hei Chan <str...@ya...> wrote: > Check the event log generated by QuickFIX. > If you don't see any problem, you should contact the market data provider > since it is provider specific (most the time). > > ------------------------------ > *From:* "ch...@gm..." <ch...@gm...> > *To:* qui...@li... > *Sent:* Sun, January 24, 2010 9:50:08 AM > *Subject:* [Quickfix-developers] Unable to send Market Data Request to FIX > server > > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > > Hi, > > Hi am trying send MarketDataRequest to fix server, But i am unable get the > desired reponse from FIX. > > Can any one guide me whats the issue. > > Thanks, > Asad > > > Given below is my code for market data request. > > void Application::queryMarketDataRequest() > { > //int version = queryVersion(); > std::cout << "\nMarketDataRequest\n"; > > > FIX::Message message; > message = queryMarketDataRequest44(); > > message.getHeader().setField(35, "V"); > message.getHeader().setField(265, "0"); > message.getHeader().setField(1, "ACCT1@TW"); > //message.getHeader().setField(267, "2"); > message.getHeader().setField(146, "1"); > message.getHeader().setField(55, "GBP/USD"); > message.getHeader().setField(38, "10000"); > message.getHeader().setField(15, "USD");//????? > message.getHeader().setField(453, "1"); > > message.getHeader().setField(448, "BANK1"); > > message.getHeader().setField(108, "10"); > > > > > FIX::Session::sendToTarget( message,"FIXMDR" ); > } > > > FIX44::MarketDataRequest Application::queryMarketDataRequest44() > { > > > FIX::MDReqID mdReqID( "MARKETDATAID" ); > FIX::SubscriptionRequestType subType( > FIX::SubscriptionRequestType_SNAPSHOT_PLUS_UPDATES ); > FIX::MarketDepth marketDepth( 1 ); > > FIX44::MarketDataRequest::NoMDEntryTypes marketDataEntryGroup; > FIX::MDEntryType mdEntryType( FIX::MDEntryType_BID ); > //FIX::MDEntryType mdEntryType( FIX::MDEntryType_OFFER ); > FIX44::MarketDataRequest message( mdReqID, subType, marketDepth ); > marketDataEntryGroup.set( mdEntryType ); > message.addGroup( marketDataEntryGroup ); > > > FIX::MDEntryType mdEntryType1( FIX::MDEntryType_OFFER ); > marketDataEntryGroup.set( mdEntryType1 ); > message.addGroup( marketDataEntryGroup ); > > > message.getHeader().setField(FIX::SenderCompID("TW")); > message.getHeader().setField(FIX::TargetCompID("ISLD")); > message.getHeader().setField(FIX::TargetSubID("qfstream")); > message.getHeader().setField(FIX::SenderSubID("user3")); > > > std::cout << message.toString() << std::endl; > > return message; > } > > MY qfix logs are as follows: > > > 8=FIX.4.49=8835=A34=149=TW50=user352=20100124-17:41:37.69756=ISLD96=12345678998=0108=1010=124 > > 8=FIX.4.49=7235=A49=ISLD56=TW34=152=20100124-17:41:3557=user3108=1098=010=076 > 8=FIX.4.49=20135=V1=ACCT1@TW15=USD34=238=1000049=TW50=user352=20100124- > > > 17:41:44.22855=GBP/USD56=ISLD57=qfstream108=10146=1265=0448=BANK1453=1262=MARKETDATAID263=1264=1267=2269=0269=110=026 > 8=FIX.4.49=17235=X49=ISLD56=TW34=252=20100124-17:41:40115=BANK157=user3262=MARKETDATAID268=2279=2269=0279=2269=158=Provider > > > withdrawing customer from a shared stream.10=072 > > 8=FIX.4.49=13035=334=349=TW50=user352=20100124-17:41:44.86756=ISLD128=BANK145=258=Tag > appears more than once371=269372=X373=1310=064 > > 8=FIX.4.49=7335=134=449=TW50=user352=20100124-17:41:51.67556=ISLD112=TEST10=002 > 8=FIX.4.49=6935=049=ISLD56=TW34=352=20100124-17:41:4757=user3112=TEST10=065 > 8=FIX.4.49=6435=034=549=TW50=user352=20100124-17:42:01.67756=ISLD10=238 > 8=FIX.4.49=6035=049=ISLD56=TW34=452=20100124-17:41:5757=user310=040 > 8=FIX.4.49=20135=V1=ACCT1@TW15=USD34=638=1000049=TW50=user352=20100124- > > > 17:42:05.01655=GBP/USD56=ISLD57=qfstream108=10146=1265=0448=BANK1453=1262=MARKETDATAID263=1264=1267=2269=0269=110=023 > 8=FIX.4.49=17335=Y49=ISLD56=TW34=552=20100124-17:42:0157=user3262=MARKETDATAID58=:Requesting > > > to start a stream from a provider (BANK1) > > which is already streaming for GBP.USD10=125 > > 8=FIX.4.49=10035=j34=749=TW52=20100124-17:42:05.42056=ISLD45=558=Unsupported > Message Type372=Y380=310=200 > 8=FIX.4.49=6035=049=ISLD56=TW34=652=20100124-17:42:1157=user310=033 > 8=FIX.4.49=6435=034=849=TW50=user352=20100124-17:42:15.41656=ISLD10=237 > 8=FIX.4.49=6035=049=ISLD56=TW34=752=20100124-17:42:2157=user310=035 > 8=FIX.4.49=6435=534=949=TW50=user352=20100124-17:42:25.41756=ISLD10=245 > 8=FIX.4.49=6035=549=ISLD56=TW34=852=20100124-17:42:2157=user310=041 > > > > Here is the config file: > > > # default settings for sessions > [DEFAULT] > ConnectionType=initiator > ReconnectInterval=20 > LogonTimeout=30 > StartTime=00:00:00 > EndTime=23:00:00 > HeartBtInt=10 > #SocketConnectHost=localhost > SocketConnectHost=127.0.0.1 > SocketConnectPort=9000 > FileLogPath=c:\qfixlogs\ > FileStorePath=c:\qfixstore\ > [SESSION] > BeginString=FIX.4.4 > TargetCompID=ISLD > SessionQualifier=FIXMDR > TargetSubID=qfstream > SenderCompID=TW > SenderSubID=user3 > RawData=1234567 > HeartBtInt=10 > FileLogPath=c:\qfixlogs\ > FileStorePath=c:\qfixstore\ > UseDataDictionary=N > DataDictionary=C:\quickfix-1.12.4\quickfix\spec\FIX44.xml > > > -- > View this message in context: > http://old.nabble.com/Unable-to-send-Market-Data-Request-to-FIX-server-tp27297363p27297363.html > Sent from the QuickFIX - Dev mailing list archive at Nabble.com<http://nabble.com/> > . > > > > ------------------------------------------------------------------------------ > Throughout its 18-year history, RSA Conference consistently attracts the > world's best and brightest in the field, creating opportunities for > Conference > attendees to learn about information security's most important issues > through > interactions with peers, luminaries and emerging and established companies. > http://p.sf.net/sfu/rsaconf-dev2dev > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > > |
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