quickfix-developers

Re: [Quickfix-developers] MarketDataSnapshotFullRefresh

[<li...@ho...>]

Hi Scott,

The problem is not my message. I am using groups to ask for bids, offers and 
trades. The problem is the message received from MEFF.

MEFF sends to me a message with 4 groups (3 bids and 1 offer)

8=FIX.4.4?9=223?35=W?34=92?52=20060721-16:50:41?49=MEFF?50=M3?56=XXXX?57=XXX?262=0000001?55=IXN06?
  268=4?
     269=0?270=11475?271=17?273=16:29:57?290=1?
     269=0?270=11450?271=8?290=2?
     269=0?270=11430?271=8?290=3?
     269=1?270=0?271=0?273=16:29:57?290=1?
10=160?

and my application reject MEFF's message, when I said my application I am 
saying something in quickfix.dll (maybe messagecraker), because there are 4 
groups.

Lidia

Date: Fri, 21 Jul 2006 13:03:24 -0400
From: "Scott Riopelle" <sri...@fo...>
Subject: Re: [Quickfix-developers] MarketDataSnapshotFullRefresh
	duplicatedfield 269
To: <qui...@li...>
Message-ID:
	<097...@NY...>
Content-Type: text/plain;	charset="iso-8859-1"

Your message contains the multiple fields of 269 one right after the other.
This means you added the fields directly to the message.  You should be
constructing a group for each occurrence and then adding that group to your
message.  This will put the fields in the correct order.

-----Original Message-----
From: qui...@li...
[mailto:qui...@li...] On Behalf Of 
Lidia
L?pez Cuesta
Sent: Friday, July 21, 2006 12:56 PM
To: qui...@li...
Subject: [Quickfix-developers] MarketDataSnapshotFullRefresh duplicatedfield 
269

QuickFIX Documentation:
http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html

Hi all,

I am having problems with the MarketDataSnapshotFullRefresh when I am asking
for Bids, Offers and Trades. I generate following message asking for this 3
kinds of entries:
8=FIX.4.4?9=167?35=V?34=51?49=XXXX?50=XXX?52=20060721-16:47:00.453?56=MEFF?57=M3?146=1?55=[N/A]?48=21?22=8?461=FXXXSX?200=200607?262=0000001?263=1?264=3?265=0?267=3?269=2?269=0?269=1?10=053?

The message getting information about bids and offers is rejected
automatically by the sockerInitiator/messagecracker (I don't know exactly)
because field 269 appears more than once, but this is correct because ield
268=4.
8=FIX.4.4?9=223?35=W?34=92?52=20060721-16:50:41?49=MEFF?50=M3?56=XXXX?57=XXX?262=0000001?55=IXN06?268=4?269=0?270=11475?271=17?273=16:29:57?290=1?269=0?270=11450?271=8?290=2?269=0?270=11430?271=8?290=3?269=1?270=0?271=0?273=16:29:57?290=1?10=160?

8=FIX.4.4?9=122?35=3?34=52?49=XXXX?50=XXX?52=20060721-16:47:00.625?56=MEFF?57=M3?45=92?58=Tag
appears more than once?371=269?372=W?373=13?10=210?

Does anyone knows where is the problem?

Lidia

Re: [Quickfix-developers] MarketDataSnapshotFullRefresh

[Joerg T. <Joe...@ma...>]

On 07/21/06 21:49, Lidia L=F3pez Cuesta wrote:
> The problem is not my message. I am using groups to ask for bids, offer=
s and=20
> trades. The problem is the message received from MEFF.
>=20
> MEFF sends to me a message with 4 groups (3 bids and 1 offer)
>=20
> 8=3DFIX.4.4?9=3D223?35=3DW?34=3D92?52=3D20060721-16:50:41?49=3DMEFF?50=3D=
M3?56=3DXXXX?57=3DXXX?262=3D0000001?55=3DIXN06?
>   268=3D4?
>      269=3D0?270=3D11475?271=3D17?273=3D16:29:57?290=3D1?
>      269=3D0?270=3D11450?271=3D8?290=3D2?
>      269=3D0?270=3D11430?271=3D8?290=3D3?
>      269=3D1?270=3D0?271=3D0?273=3D16:29:57?290=3D1?
> 10=3D160?
>=20
> and my application reject MEFF's message, when I said my application I =
am=20
> saying something in quickfix.dll (maybe messagecraker), because there a=
re 4=20
> groups.

Hi Lidia,

please post some more detailed error messages from the QF logs.

Did you check that your data dictionary is set and contains the correct d=
efinitions for the above=20
repeating group. Without a data dictionary, QF cannot parse repeating gro=
ups.

Cheers, J=F6rg

--=20
Joerg Thoennes
                                http://macd.com
Tel.: +49 (0)241 44597-24      Macdonald Associates GmbH
Fax : +49 (0)241 44597-10      Lothringer Str. 52, D-52070 Aachen

Re: [Quickfix-developers] MarketDataSnapshotFullRefresh

[<li...@ho...>]

Hi Joerg,

The problem was that I wasn't using dictionari (fix44.xml), so I didn't have 
groups. Now, specifying the dictionarydata in config file, the problem is 
solved.

Thank you,

Lidia

>From: Joerg Thoennes <Joe...@ma...>
>To: Lidia López Cuesta <li...@ho...>
>CC: qui...@li...
>Subject: Re: [Quickfix-developers] MarketDataSnapshotFullRefresh
>Date: Tue, 25 Jul 2006 10:10:50 +0200
>
>On 07/21/06 21:49, Lidia López Cuesta wrote:
>>The problem is not my message. I am using groups to ask for bids, offers 
>>and trades. The problem is the message received from MEFF.
>>
>>MEFF sends to me a message with 4 groups (3 bids and 1 offer)
>>
>>8=FIX.4.4?9=223?35=W?34=92?52=20060721-16:50:41?49=MEFF?50=M3?56=XXXX?57=XXX?262=0000001?55=IXN06?
>>   268=4?
>>      269=0?270=11475?271=17?273=16:29:57?290=1?
>>      269=0?270=11450?271=8?290=2?
>>      269=0?270=11430?271=8?290=3?
>>      269=1?270=0?271=0?273=16:29:57?290=1?
>>10=160?
>>
>>and my application reject MEFF's message, when I said my application I am 
>>saying something in quickfix.dll (maybe messagecraker), because there are 
>>4 groups.
>
>Hi Lidia,
>
>please post some more detailed error messages from the QF logs.
>
>Did you check that your data dictionary is set and contains the correct 
>definitions for the above repeating group. Without a data dictionary, QF 
>cannot parse repeating groups.
>
>Cheers, Jörg
>
>--
>Joerg Thoennes
>                                http://macd.com
>Tel.: +49 (0)241 44597-24      Macdonald Associates GmbH
>Fax : +49 (0)241 44597-10      Lothringer Str. 52, D-52070 Aachen