Hello,
I'm having problem with reading MarketDataSnapshotFullRefresh message. I'm
using DataDictionary and the settings are as follows:
[SESSION]
DataDictionary=spec/FIX44.xml
UseDataDictionary=Y
ValidateUserDefinedFields=N
ValidateFieldsHaveValues=N
ValidateFieldsOutOfOrder=N
After successful subscription I start receiving market quotes as a sequence
of MarketDataSnapshotFullRefresh messages. But they are all rejected with
the error code "Rejected: Tag not defined for this message type:15"
Type:15 is Currency. And it is provided in the repeating group. It is also
provided in the FIX44.xml dictionary file. So there should be no reason for
this error.
I'm providing the received MarketDataSnapshotFullRefresh message below.
===========================================================
Message Header =
(8=FIX.4.4O9=485O35=WO49=XXXXO56=TestClient1O34=208O50=XX_XXXXXXO52=20080411
-10:52:06O
Symbol = 55=GBP/USDO
NoMDEntries = 268=4O
MDEntryType = 269=0O ///bid
MDEntryPx = 270=1.9731O6:59 PM 4/11/2008
Currency = 15=GBPO
MDEntrySize = 271=2000000O
MDEntryDate = 272=20080411O
MDEntryTime = 273=10:52:06O
TradingSessionID = 336=XXXXO
TradingSessionSubID = 625=XXXXUSDD1O
QuoteCondition = 276=AO
MDEntryOriginator = 282=2329716O
QuoteEntryID = 299=O0Haw9B-c0000003uWaO
QuoteType = 537=1O
269=7O ///Trading Session High
270=1.9789O
272=20080411O
273=10:52:06O
269=8O ///Trading Session Low
270=1.9704O
272=20080411O
273=10:52:06O
269=1O ///Offer
270=1.9734O
15=GBPO
271=2000000O
272=20080411O
273=10:52:06O
336=FXCMO
625=XXXXUSDD1O
276=AO
282=2091472O
299=O0Haw9B-c0000003uWaO
537=1O
//additional Tags (User Defined)
9011=0O9020=0O9000=3O9001=4O9002=0.0001O9005=3O
Message Trailer = 10=060O)
===========================================================
The structure of the message seems to be correct.
Please help me find solution to this problem!
Regards,
Pavel
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