Thread: [Quickfix-developers] MsgType = AS, AllocationReport, Fix44
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From: azmat <mr...@gm...> - 2008-05-06 20:56:12
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All, I'm having a problem with implementing the the Allocation Report (msgtype=AS). My counterparty is using Fix44, but whenever they send me a 35=AS message (for a fill on a drop copy implementation), quickFIX never seems to pick up the message. FromApp (and for that matter FromAdmin) is never called, whenever the 35=AS message is received. However, the message does get logged in my quickfix logs. :confused: How can I get quickfix to pick up these messages. I am calling the crack method from within fromApp, and have implemented the onMessage below -- but it is never called. public override void onMessage(QuickFix44.AllocationReport allocrpt, SessionID session) { } Any help would be much appreciated. thanks! azmat -- View this message in context: http://www.nabble.com/MsgType-%3D-AS%2C-AllocationReport%2C-Fix44-tp17091080p17091080.html Sent from the QuickFIX - Dev mailing list archive at Nabble.com. |
From: Shane T. <str...@co...> - 2008-05-06 20:59:41
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azmat, Are you using a data dictionary for validation? -- Shane Trotter Connamara Systems, LLC On Tue, May 6, 2008 at 3:39 PM, azmat <mr...@gm...> wrote: > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > > All, > > I'm having a problem with implementing the the Allocation Report > (msgtype=AS). My counterparty is using Fix44, but whenever they send me a > 35=AS message (for a fill on a drop copy implementation), quickFIX never > seems to pick up the message. > > FromApp (and for that matter FromAdmin) is never called, whenever the 35=AS > message is received. However, the message does get logged in my quickfix > logs. :confused: > > How can I get quickfix to pick up these messages. I am calling the crack > method from within fromApp, and have implemented the onMessage below -- but > it is never called. > > public override void onMessage(QuickFix44.AllocationReport allocrpt, > SessionID session) > { > } > > > Any help would be much appreciated. > > thanks! > azmat > -- > View this message in context: http://www.nabble.com/MsgType-%3D-AS%2C-AllocationReport%2C-Fix44-tp17091080p17091080.html > Sent from the QuickFIX - Dev mailing list archive at Nabble.com. > > > ------------------------------------------------------------------------- > This SF.net email is sponsored by the 2008 JavaOne(SM) Conference > Don't miss this year's exciting event. There's still time to save $100. > Use priority code J8TL2D2. > http://ad.doubleclick.net/clk;198757673;13503038;p?http://java.sun.com/javaone > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > |
From: mr a. <mr...@gm...> - 2008-05-06 21:02:38
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Hmm how exactly do I do that? I never used a data dictionary to validate any of the FIX 4.2 messages. Any insight? On Tue, May 6, 2008 at 3:59 PM, Shane Trotter <str...@co...> wrote: > azmat, > > Are you using a data dictionary for validation? > > -- > Shane Trotter > Connamara Systems, LLC > > On Tue, May 6, 2008 at 3:39 PM, azmat <mr...@gm...> wrote: > > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > > QuickFIX Support: http://www.quickfixengine.org/services.html > > > > > > All, > > > > I'm having a problem with implementing the the Allocation Report > > (msgtype=AS). My counterparty is using Fix44, but whenever they send > me a > > 35=AS message (for a fill on a drop copy implementation), quickFIX > never > > seems to pick up the message. > > > > FromApp (and for that matter FromAdmin) is never called, whenever the > 35=AS > > message is received. However, the message does get logged in my > quickfix > > logs. :confused: > > > > How can I get quickfix to pick up these messages. I am calling the > crack > > method from within fromApp, and have implemented the onMessage below -- > but > > it is never called. > > > > public override void onMessage(QuickFix44.AllocationReport allocrpt, > > SessionID session) > > { > > } > > > > > > Any help would be much appreciated. > > > > thanks! > > azmat > > -- > > View this message in context: > http://www.nabble.com/MsgType-%3D-AS%2C-AllocationReport%2C-Fix44-tp17091080p17091080.html > > Sent from the QuickFIX - Dev mailing list archive at Nabble.com. > > > > > > > ------------------------------------------------------------------------- > > This SF.net email is sponsored by the 2008 JavaOne(SM) Conference > > Don't miss this year's exciting event. There's still time to save $100. > > Use priority code J8TL2D2. > > > http://ad.doubleclick.net/clk;198757673;13503038;p?http://java.sun.com/javaone > > _______________________________________________ > > Quickfix-developers mailing list > > Qui...@li... > > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > > > |
From: azmat <mr...@gm...> - 2008-05-06 21:34:17
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I get these sorts of messages in my event log: 20080506-19:55:11 : Message 79 Rejected: Invalid tag number:6081 20080506-20:32:54 : Message 132 Rejected: Required tag missing:55 20080506-20:33:55 : Message 135 Rejected: Tag not defined for this message type:14 I believe they correlate with the 35=AS messages that were received, but never processed. Shouldn't fromApp be called no matter what? thanks! azmat Shane Trotter wrote: > > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > azmat, > > Are you using a data dictionary for validation? > > -- > Shane Trotter > Connamara Systems, LLC > -- View this message in context: http://www.nabble.com/MsgType-%3D-AS%2C-AllocationReport%2C-Fix44-tp17091080p17092823.html Sent from the QuickFIX - Dev mailing list archive at Nabble.com. |
From: Shane T. <str...@co...> - 2008-05-06 21:37:51
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azmat, Paste the contents of your config file (with anything applicable to DataDictionary). Invalid tag number: 6081 looks like you are trying to validate user tags and using a data dictionary. If you do need to use a data dictionary still, you need to modify it to either 1) include the user-defined tags (6081) OR 2) In your config file set "ValidateUserDefinedFields=N" -- Shane Trotter Connamara Systems, LLC On Tue, May 6, 2008 at 4:34 PM, azmat <mr...@gm...> wrote: > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > > > I get these sorts of messages in my event log: > > 20080506-19:55:11 : Message 79 Rejected: Invalid tag number:6081 > 20080506-20:32:54 : Message 132 Rejected: Required tag missing:55 > 20080506-20:33:55 : Message 135 Rejected: Tag not defined for this message > type:14 > > I believe they correlate with the 35=AS messages that were received, but > never processed. Shouldn't fromApp be called no matter what? > > thanks! > azmat > > > > > Shane Trotter wrote: > > > > QuickFIX Documentation: > > http://www.quickfixengine.org/quickfix/doc/html/index.html > > QuickFIX Support: http://www.quickfixengine.org/services.html > > > > > azmat, > > > > Are you using a data dictionary for validation? > > > > -- > > Shane Trotter > > Connamara Systems, LLC > > > -- > View this message in context: http://www.nabble.com/MsgType-%3D-AS%2C-AllocationReport%2C-Fix44-tp17091080p17092823.html > > > Sent from the QuickFIX - Dev mailing list archive at Nabble.com. > > > ------------------------------------------------------------------------- > This SF.net email is sponsored by the 2008 JavaOne(SM) Conference > Don't miss this year's exciting event. There's still time to save $100. > Use priority code J8TL2D2. > http://ad.doubleclick.net/clk;198757673;13503038;p?http://java.sun.com/javaone > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > |
From: <or...@qu...> - 2008-05-06 21:43:16
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Nope. If a message doesn't pass validation, you won't get it, which is the purpose of the validation. --oren > -------- Original Message -------- > Subject: Re: [Quickfix-developers] MsgType = AS, AllocationReport, > Fix44 > From: azmat <mr...@gm...> > Date: Tue, May 06, 2008 4:34 pm > To: qui...@li... > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > I get these sorts of messages in my event log: > 20080506-19:55:11 : Message 79 Rejected: Invalid tag number:6081 > 20080506-20:32:54 : Message 132 Rejected: Required tag missing:55 > 20080506-20:33:55 : Message 135 Rejected: Tag not defined for this message > type:14 > I believe they correlate with the 35=AS messages that were received, but > never processed. Shouldn't fromApp be called no matter what? > thanks! > azmat > Shane Trotter wrote: > > > > QuickFIX Documentation: > > http://www.quickfixengine.org/quickfix/doc/html/index.html > > QuickFIX Support: http://www.quickfixengine.org/services.html > > > > azmat, > > > > Are you using a data dictionary for validation? > > > > -- > > Shane Trotter > > Connamara Systems, LLC > > > -- > View this message in context: http://www.nabble.com/MsgType-%3D-AS%2C-AllocationReport%2C-Fix44-tp17091080p17092823.html > Sent from the QuickFIX - Dev mailing list archive at Nabble.com. > ------------------------------------------------------------------------- > This SF.net email is sponsored by the 2008 JavaOne(SM) Conference > Don't miss this year's exciting event. There's still time to save $100. > Use priority code J8TL2D2. > http://ad.doubleclick.net/clk;198757673;13503038;p?http://java.sun.com/javaone > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers |
From: azmat <mr...@gm...> - 2008-05-06 21:49:21
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Oren, thanks for the reply. How do I validate? Is this the only information I need to go through? http://quickfixengine.org/quickfix/doc/html/xmlschema.html Can I use '"ValidateUserDefinedFields=N"' to bypass validation (as Shane suggested)? thanks- Oren Miller wrote: > > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > Nope. If a message doesn't pass validation, you won't get it, which is > the purpose of the validation. > > --oren > > -- View this message in context: http://www.nabble.com/MsgType-%3D-AS%2C-AllocationReport%2C-Fix44-tp17091080p17093105.html Sent from the QuickFIX - Dev mailing list archive at Nabble.com. |
From: mr a. <mr...@gm...> - 2008-05-06 21:43:29
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Shane, Below is my config file. Should it include anything else? I've done well with just this much information, so far. # default settings for sessions [DEFAULT] ConnectionType=initiator ReconnectInterval=10 HeartBtInt=60 FileLogPath=. FileStorePath=. StartTime=12:30:00 EndTime=21:30:00 #StartDay=Sunday #EndDay=Friday # Order Session [SESSION] BeginString=FIX.4.2 SenderCompID=blah2 TargetCompID=blah3 SocketConnectPort=PORT# SocketConnectHost=IP# DataDictionary=FIX42.xml # Drop Copy Session [SESSION] BeginString=FIX.4.4 SenderCompID=blah1 TargetCompID=blah4 SocketConnectPort=PORT# SocketConnectHost=IP# DataDictionary=FIX44.xml On Tue, May 6, 2008 at 4:37 PM, Shane Trotter <str...@co...> wrote: > azmat, > > Paste the contents of your config file (with anything applicable to > DataDictionary). Invalid tag number: 6081 looks like you are trying > to validate user tags and using a data dictionary. > > If you do need to use a data dictionary still, you need to modify it > to either 1) include the user-defined tags (6081) OR 2) In your config > file set "ValidateUserDefinedFields=N" > > -- > Shane Trotter > Connamara Systems, LLC > > On Tue, May 6, 2008 at 4:34 PM, azmat <mr...@gm...> wrote: > > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > > QuickFIX Support: http://www.quickfixengine.org/services.html > > > > > > > > I get these sorts of messages in my event log: > > > > 20080506-19:55:11 : Message 79 Rejected: Invalid tag number:6081 > > 20080506-20:32:54 : Message 132 Rejected: Required tag missing:55 > > 20080506-20:33:55 : Message 135 Rejected: Tag not defined for this > message > > type:14 > > > > I believe they correlate with the 35=AS messages that were received, > but > > never processed. Shouldn't fromApp be called no matter what? > > > > thanks! > > azmat > > > > > > > > > > Shane Trotter wrote: > > > > > > QuickFIX Documentation: > > > http://www.quickfixengine.org/quickfix/doc/html/index.html > > > QuickFIX Support: http://www.quickfixengine.org/services.html > > > > > > > > azmat, > > > > > > Are you using a data dictionary for validation? > > > > > > -- > > > Shane Trotter > > > Connamara Systems, LLC > > > > > -- > > View this message in context: > http://www.nabble.com/MsgType-%3D-AS%2C-AllocationReport%2C-Fix44-tp17091080p17092823.html > > > > > > Sent from the QuickFIX - Dev mailing list archive at Nabble.com. > > > > > > > ------------------------------------------------------------------------- > > This SF.net email is sponsored by the 2008 JavaOne(SM) Conference > > Don't miss this year's exciting event. There's still time to save $100. > > Use priority code J8TL2D2. > > > http://ad.doubleclick.net/clk;198757673;13503038;p?http://java.sun.com/javaone > > _______________________________________________ > > Quickfix-developers mailing list > > Qui...@li... > > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > > > |
From: Shane T. <str...@co...> - 2008-05-06 22:05:04
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Azmat, UserDefinedFields are only User Defined Fields as specified by the FIX Specification. Normal tags (55) do not fall under this range. -- Shane Trotter Connamara Systems, LLC On Tue, May 6, 2008 at 4:43 PM, mr azmat <mr...@gm...> wrote: > Shane, > > Below is my config file. Should it include anything else? > I've done well with just this much information, so far. > > > # default settings for sessions > [DEFAULT] > ConnectionType=initiator > ReconnectInterval=10 > HeartBtInt=60 > FileLogPath=. > FileStorePath=. > StartTime=12:30:00 > EndTime=21:30:00 > #StartDay=Sunday > #EndDay=Friday > > # Order Session > [SESSION] > BeginString=FIX.4.2 > SenderCompID=blah2 > TargetCompID=blah3 > SocketConnectPort=PORT# > SocketConnectHost=IP# > DataDictionary=FIX42.xml > > # Drop Copy Session > [SESSION] > BeginString=FIX.4.4 > SenderCompID=blah1 > TargetCompID=blah4 > SocketConnectPort=PORT# > SocketConnectHost=IP# > DataDictionary=FIX44.xml > > > > On Tue, May 6, 2008 at 4:37 PM, Shane Trotter <str...@co...> > wrote: > > azmat, > > > > Paste the contents of your config file (with anything applicable to > > DataDictionary). Invalid tag number: 6081 looks like you are trying > > to validate user tags and using a data dictionary. > > > > If you do need to use a data dictionary still, you need to modify it > > to either 1) include the user-defined tags (6081) OR 2) In your config > > file set "ValidateUserDefinedFields=N" > > > > > > -- > > Shane Trotter > > Connamara Systems, LLC > > > > > > > > > > On Tue, May 6, 2008 at 4:34 PM, azmat <mr...@gm...> wrote: > > > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > > > QuickFIX Support: http://www.quickfixengine.org/services.html > > > > > > > > > > > > I get these sorts of messages in my event log: > > > > > > 20080506-19:55:11 : Message 79 Rejected: Invalid tag number:6081 > > > 20080506-20:32:54 : Message 132 Rejected: Required tag missing:55 > > > 20080506-20:33:55 : Message 135 Rejected: Tag not defined for this > message > > > type:14 > > > > > > I believe they correlate with the 35=AS messages that were received, > but > > > never processed. Shouldn't fromApp be called no matter what? > > > > > > thanks! > > > azmat > > > > > > > > > > > > > > > Shane Trotter wrote: > > > > > > > > QuickFIX Documentation: > > > > http://www.quickfixengine.org/quickfix/doc/html/index.html > > > > QuickFIX Support: http://www.quickfixengine.org/services.html > > > > > > > > > > > azmat, > > > > > > > > Are you using a data dictionary for validation? > > > > > > > > -- > > > > Shane Trotter > > > > Connamara Systems, LLC > > > > > > > -- > > > View this message in context: > http://www.nabble.com/MsgType-%3D-AS%2C-AllocationReport%2C-Fix44-tp17091080p17092823.html > > > > > > > > > Sent from the QuickFIX - Dev mailing list archive at Nabble.com. > > > > > > > > > > ------------------------------------------------------------------------- > > > This SF.net email is sponsored by the 2008 JavaOne(SM) Conference > > > Don't miss this year's exciting event. There's still time to save $100. > > > Use priority code J8TL2D2. > > > > http://ad.doubleclick.net/clk;198757673;13503038;p?http://java.sun.com/javaone > > > _______________________________________________ > > > Quickfix-developers mailing list > > > Qui...@li... > > > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > > > > > > > |