quickfix-developers

[Quickfix-developers] Where to put OrdType in sendOrder

[Peter I. <pi...@at...>]

hi

in vb.Net I try to submit a simple order

	Public Sub sendOrder()
		dim newOrder as new QuickFix42.NewOrderSingle( _
			new ClOrdID("123456"), _
			new HandlInst("2"), _
			new Symbol("USD/CHF"), _
			new Side(QuickFix.Side.BUY), _
			new TransactTime(), _
			new OrdType(convert.ToChar("F")) _
			)


		newOrder.setField(new OrderQty(1000))
		newOrder.setField(new Price(1.2500))
		newOrder.getHeader()

		Session.sendToTarget(newOrder)
	End Sub


In the .outgoing log
8=FIX.4.2 9=148 35=D 34=9 43=Y 49=CLIENT 52=20040817-16:33:26.577 56=SERVER 
122=20040817-08:59:48  21=2 41=123456 44=1.25 53=1000 54=1 55=USD/CHF
most given parameters are present (Symbol, OrderQty, Price, HandlInst, 
ClOrderID) but OrdType is missing.

In the .incoming log are

Field '60 : TransactTime' must have a value.
Field '40 : OrdType' must have a value.
Field '11 : ClOrdID' must have a value.
Conditional field '38 : OrderQty' (CashOrderQty IS NULL ) must have a value.
Conditional field '152 : CashOrderQty' (OrderQty IS NULL ) must have a value.

OrdType is not sent, ok. ClOrdID should be sent, as logged in .outgoing, 
but it wasn't.


Where is the OrdType to be placed correctly?

thanks for any help
Peter

Re: [Quickfix-developers] Where to put OrdType in sendOrder

[Oren M. <or...@qu...>]

I'm a little confused.  How are you routing this message?  I don't see 
you setting the SenderCompID or TargetCompID.  Did you just exclude 
that porition of the code?  I tried constructing a message like this 
while also setting the comp id's and it showed up normally with the 
OrdType and all other fields.  Are you sure that text showed up in the 
.incoming file?  The only thing that ever goes in that file is the raw 
text of a received FIX message.  In that file you should see the 
messages exactly as they are received and nothing else.  They don't 
even look like QuickFIX generated error messages.

--oren

On Aug 17, 2004, at 2:44 PM, Peter Imhof wrote:

> QuickFIX Documentation: 
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX FAQ: 
> http://www.quickfixengine.org/wikifix/index.php?QuickFixFAQ
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> hi
>
> in vb.Net I try to submit a simple order
>
> 	Public Sub sendOrder()
> 		dim newOrder as new QuickFix42.NewOrderSingle( _
> 			new ClOrdID("123456"), _
> 			new HandlInst("2"), _
> 			new Symbol("USD/CHF"), _
> 			new Side(QuickFix.Side.BUY), _
> 			new TransactTime(), _
> 			new OrdType(convert.ToChar("F")) _
> 			)
>
>
> 		newOrder.setField(new OrderQty(1000))
> 		newOrder.setField(new Price(1.2500))
> 		newOrder.getHeader()
>
> 		Session.sendToTarget(newOrder)
> 	End Sub
>
>
> In the .outgoing log
> 8=FIX.4.2 9=148 35=D 34=9 43=Y 49=CLIENT 52=20040817-16:33:26.577 
> 56=SERVER 122=20040817-08:59:48  21=2 41=123456 44=1.25 53=1000 54=1 
> 55=USD/CHF
> most given parameters are present (Symbol, OrderQty, Price, HandlInst, 
> ClOrderID) but OrdType is missing.
>
> In the .incoming log are
>
> Field '60 : TransactTime' must have a value.
> Field '40 : OrdType' must have a value.
> Field '11 : ClOrdID' must have a value.
> Conditional field '38 : OrderQty' (CashOrderQty IS NULL ) must have a 
> value.
> Conditional field '152 : CashOrderQty' (OrderQty IS NULL ) must have a 
> value.
>
> OrdType is not sent, ok. ClOrdID should be sent, as logged in 
> .outgoing, but it wasn't.
>
>
> Where is the OrdType to be placed correctly?
>
> thanks for any help
> Peter
>
>
>
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