Their spec apparently differs from that of FIX 4.2 (which they
supposedly use). They do not include field 6 (AvgPx) on an execution
reject. I modified toApp to supply a nominal value into this field for
execution rejects, and of course, now, every trade is accepted by their
dev server.
Thanks a lot for pointing me in the right direction, I'm very new to
FIX, and I keep getting tripped up by what I'm sure is obvious to the
rest of the community.
=09
-Scott
-----Original Message-----
From: Oren Miller [mailto:or...@qu...]=20
Sent: Thursday, March 02, 2006 3:52 PM
To: Scott Riopelle
Cc: qui...@li...
Subject: Re: [Quickfix-developers] unwanted automatic message
You just need to determine why you are rejecting the message and fix the
problem. Simply not sending the reject message will not solve your=20
problem as it still means the message isn't being processed. You need=20
to find out why it is either not passing validation, or if you are=20
trying to pull out a field that does not exist. The reject message you=20
are sending them will give you more information about exactly which=20
field you are expecting to find.
--oren
Scott Riopelle wrote:
>All New Orders receive a ExecutionReport message which quickfix filters
>out, generating a Type 3, reject message with reason "Required tag
>missing"
>
>This message causes my counterparty to generate a Type j, Business
>Message Reject message, listed as "Unsupported Message Type".
>
>Reviewing the FIX documentation by the broker, they do not have Type 3
>listed. I was going to capture my reject and just convert it into a
>business reject (which they do support), but the BusinessRejectReason
>field doesn't have an entry for "Required tag missing"
>
>-----Original Message-----
>From: Oren Miller [mailto:or...@qu...]=20
>Sent: Thursday, March 02, 2006 3:27 PM
>To: Scott Riopelle
>Cc: qui...@li...
>Subject: Re: [Quickfix-developers] unwanted automatic message
>
>What do you mean they don't support it? What do they do? Send you a=20
>reject message? How ironic.
>
>What exactly happens?
>
>--oren
>
>Scott Riopelle wrote:
>
> =20
>
>>The broker I am connecting to doesn't support MSGType =3D 3 messages. =
Is
>> =20
>>
>
> =20
>
>>there some way in the toAdmin() method to keep it from being sent?
>>
>> =20
>>
>
>
> =20
>
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