quickfix-developers

[Quickfix-developers] Incorrect data format

[Vincent P. <vpr...@ph...>]

I've been making changes to my code and all of a sudden, all my  
NewOrderSingle messages started giving me Incorrect data format  
errors.  Here's a sample.

<20080528-21:37:54, FIX.4.4:MP->CLIENT, incoming>
   (8=FIX. 
4.49=11735=334=1131749=CLIENT52=20080528-21:37:54.58656=MP45=600458=Inco 
rrect data format for value371=54372=8373=610=115)

I'm only posting because I didn't really make any changes that should  
have done this, and it may be a nasty bug to find, so thanks in  
advance for anybody's help.

-- 
Vincent

Re: [Quickfix-developers] Incorrect data format

[Mike G. <mg...@co...>]

Vincent Predoehl wrote:
> <20080528-21:37:54, FIX.4.4:MP->CLIENT, incoming>
>   (8=FIX.4.49=11735=334=1131749=CLIENT52=20080528-21:37:54.58656=MP45=600458=Incorrect data format for value371=54372=8373=610=115)

373=6 means "Incorrect data format for value"

372=8 means the MessageType (35) of the offending message was 
ExecutionReport (8)

45=6004 means that the MsgSeqNum (34) of the offending message was 6004

371=54 means that the tag with "incorrect data format for value" was the 
Side (54) tag

So, look in your log for an execution report (35=8) with a sequence 
number of 6004 (34=6004).  What was in the Side tag (54) of that message?

-- 
Mike Gatny
Connamara Systems, LLC
http://www.connamara.com/

Re: [Quickfix-developers] Incorrect data format

[Vincent P. <vpr...@ph...>]

On May 28, 2008, at 6:02 PM, Mike Gatny wrote:

> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/ 
> html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Vincent Predoehl wrote:
>> <20080528-21:37:54, FIX.4.4:MP->CLIENT, incoming>
>>   (8=FIX. 
>> 4.49=11735=334=1131749=CLIENT52=20080528-21:37:54.58656=MP45=600458=I 
>> ncorrect data format for value371=54372=8373=610=115)
>
> 373=6 means "Incorrect data format for value"
>
> 372=8 means the MessageType (35) of the offending message was
> ExecutionReport (8)
>
> 45=6004 means that the MsgSeqNum (34) of the offending message was  
> 6004
>
> 371=54 means that the tag with "incorrect data format for value"  
> was the
> Side (54) tag
>
> So, look in your log for an execution report (35=8) with a sequence
> number of 6004 (34=6004).  What was in the Side tag (54) of that  
> message?

Where can I find the log?  Do you mean the console output?

>
> -- 
> Mike Gatny
> Connamara Systems, LLC
> http://www.connamara.com/
>
>
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-- 
Vincent

Re: [Quickfix-developers] Incorrect data format

[Vincent P. <vpr...@ph...>]

On May 28, 2008, at 6:02 PM, Mike Gatny wrote:

> 373=6 means "Incorrect data format for value"
>
> 372=8 means the MessageType (35) of the offending message was
> ExecutionReport (8)
>
> 45=6004 means that the MsgSeqNum (34) of the offending message was  
> 6004
>
> 371=54 means that the tag with "incorrect data format for value"  
> was the
> Side (54) tag
>
> So, look in your log for an execution report (35=8) with a sequence
> number of 6004 (34=6004).  What was in the Side tag (54) of that  
> message?

I'm looking at the code, and I should be sending Side_SELL.  That was  
working before, so some other field in the message might not be valid  
with Side_SELL.

-- 
Vincent

Re: [Quickfix-developers] Incorrect data format

[Vincent P. <vpr...@ph...>]

On May 28, 2008, at 6:02 PM, Mike Gatny wrote:

> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/ 
> html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Vincent Predoehl wrote:
>> <20080528-21:37:54, FIX.4.4:MP->CLIENT, incoming>
>>   (8=FIX. 
>> 4.49=11735=334=1131749=CLIENT52=20080528-21:37:54.58656=MP45=600458=I 
>> ncorrect data format for value371=54372=8373=610=115)
>
> 373=6 means "Incorrect data format for value"
>
> 372=8 means the MessageType (35) of the offending message was
> ExecutionReport (8)
>
> 45=6004 means that the MsgSeqNum (34) of the offending message was  
> 6004
>
> 371=54 means that the tag with "incorrect data format for value"  
> was the
> Side (54) tag
>
> So, look in your log for an execution report (35=8) with a sequence
> number of 6004 (34=6004).  What was in the Side tag (54) of that  
> message?
>

I traced the problem to an operator== on two FIX::Side instance  
variables.  I have no idea what that would cause that, but everything  
works fine now.

Is there an accessor to the Char class I can use to compare the two  
characters?  I'm having trouble locating it in the code.

-- 
Vincent

Re: [Quickfix-developers] Incorrect data format

[Mike G. <mg...@co...>]

You shouldn't have a problem with operator==() if you use the type-safe 
way of handling msg fields:

FIX::Side side;
msg.get(side);
if(FIX::Side_BUY == side)
{ }
else if(FIX::Side_SELL == side)
{ }
else
{ }

-- 
Mike Gatny
Connamara Systems, LLC
http://www.connamara.com/