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From: Grant B. <gbi...@co...> - 2023-03-09 18:59:51
|
Anna, the message has "55=2yr-3yr" twice. Lanxin, can you paste the whole reject message? Is it possible that the reject you are looking at is referring to a different message? Check that the reject's RefSeqNum (tag 45) matches the MsgSeqNum (tag 35) of the message that you think triggers the problem. On Thu, Mar 9, 2023 at 10:28 AM Anna Maria Cochetti < ann...@so...> wrote: > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > The message you reported has no tag 55, indeed. The tag 55 is mandatory, > this is why you have the reject. > Have you tried to see why the counterpart does not populate the tag? > > On Mar 8, 2023 23:46, Lanxin Zhang <lzh...@gm...> wrote: > > Hi, > I am using the QuickFix in a client connecting to a FIX.4.4 server. But it > is rejecting an incoming message from the server. > The incoming message is a market data incremental refresh message (type > 'X'): > 8=FIX.4.4 9=0176 35=X 49=Server 56=Client 52=20230308-22:19:58.392 34=7245 > 268=2 > 279=0 55=2yr-3yr 269=0 270=-33.5575551979 271=0 1500=90 > 279=0 55=2yr-3yr 269=1 270=-31.3489011553 271=0 1500=90 10=034 > However The client generated a reject message like this: 58=Tag not > defined for this message type 371=55 372=X > Here is the spec and configuration i am using: > DefaultApplVerID=FIX.4.4 > ConnectionType=initiator > BeginString=FIX.4.4 > UseDataDictionary=Y > DataDictionary=path/spec/FIX44.xml > FileStorePath=./Sessions/ > ValidateIncomingMessage=N > ValidateUserDefinedFields=N > ValidateFieldsOutOfOrder=N > RejectInvalidMessage=N > > > <message name='MarketDataIncrementalRefresh' msgtype='X' msgcat='app'> > <field name='MDReqID' required='N' /> > <component name='MDIncGrp' required='Y'/> > </message> > > <component name='MDIncGrp'> > <group name='NoMDEntries' required="Y"> > <field name='MDUpdateAction' required='Y' /> > <field name='Symbol' required='N'/> > <field name='MDEntryType' required='N' /> > <filed name='MDEntryPx' required='N' /> > <field name='MDEntrySize' required='N' /> > <field name='MDEntryID' required='N' /> > <field name='NumberOfOrders' required='N' /> > <field name='MDStreamID' required='N' /> > </group> > </component> > > <field number='268' name='NoMDEntries' type='NUMINGROUP' /> > <field number='279' name='MDUpdateAction' type='CHAR'> > <value enum='0' description='NEW' /> > <value enum='1' description='CHANGE' /> > <value enum='2' description='DELETE' /> > </field> > field number='55' name='Symbol' type='STRING' /> > <field number='269' name='MDEntryType' type='CHAR'>...</field > > <field number='270' name='MDEntryPx' type='PRICE' /> > <field number='271' name='MDEntrySize' type='QUOTE' /> > <field number='278' name='MDEntryID' type='STRING' /> > <field number='346' name='NumberOfOrders' type='INT' /> > <field number='1500' name='MDStreamID' type='INT'/> > > I verified my code is properly loading the 4.4 xml file. > > I was wondering if anyone had encountered this before and if they knew > how to resolve it? > > Many thanks in advance. > > Lanxin > > > _______________________________________________ > Quickfix-users mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-users > -- Grant Birchmeier Connamara Systems, LLC http://connamara.com -- This email, along with any attachments, is confidential. If you believe you received this message in error, please contact the sender immediately and delete all copies of the message. Thank you from Connamara Systems, LLC. |
|
From: Anna M. C. <ann...@so...> - 2023-03-09 16:27:58
|
<div dir='auto'><div>The message you reported has no tag 55, indeed. The tag 55 is mandatory, this is why you have the reject.</div><div dir="auto">Have you tried to see why the counterpart does not populate the tag? </div><div dir="auto"><div class="gmail_extra" dir="auto"><br><div class="gmail_quote">On Mar 8, 2023 23:46, Lanxin Zhang <lzh...@gm...> wrote:<br type="attribution"><blockquote class="quote" style="margin:0 0 0 .8ex;border-left:1px #ccc solid;padding-left:1ex"><div dir="ltr"><div dir="ltr"><div dir="ltr"><div dir="ltr"><div dir="ltr"><div dir="ltr"><div dir="ltr"><div dir="ltr"><div dir="ltr"><div dir="ltr"><div dir="ltr"><div dir="ltr"><div dir="ltr"><div dir="ltr"><div dir="ltr"><div dir="ltr"><div dir="ltr"><div dir="ltr"><div dir="ltr"><div dir="ltr">Hi,<div>I am using the QuickFix in a client connecting to a FIX.4.4 server. But it is rejecting an incoming message from the server. </div><div>The incoming message is a market data incremental refresh message (type 'X'):</div><div><div style="line-height:19px"><div style="color:rgb( 212 , 212 , 212 );font-family:'consolas' , 'courier new' , monospace;font-size:14px;white-space:pre;background-color:rgb( 30 , 30 , 30 )"><span style="color:rgb( 86 , 156 , 214 )">8</span>=<span style="color:rgb( 86 , 156 , 214 )">FIX.4.4</span> <span style="color:rgb( 86 , 156 , 214 )">9</span>=<span style="color:rgb( 86 , 156 , 214 )">0176</span> <span style="color:rgb( 86 , 156 , 214 )">35</span>=X <span style="color:rgb( 86 , 156 , 214 )">49</span>=Server <span style="color:rgb( 86 , 156 , 214 )">56</span>=Client <span style="color:rgb( 86 , 156 , 214 )">52</span>=<span style="color:rgb( 86 , 156 , 214 )">20230308-22:19:58</span>.<span style="color:rgb( 86 , 156 , 214 )">392</span> <span style="color:rgb( 86 , 156 , 214 )">34</span>=<span style="color:rgb( 86 , 156 , 214 )">7245</span> <span style="color:rgb( 86 , 156 , 214 )">268</span>=<span style="color:rgb( 86 , 156 , 214 )">2</span></div><div style="color:rgb( 212 , 212 , 212 );font-family:'consolas' , 'courier new' , monospace;font-size:14px;white-space:pre;background-color:rgb( 30 , 30 , 30 )"> <span style="color:rgb( 86 , 156 , 214 )">279</span>=<span style="color:rgb( 86 , 156 , 214 )">0</span> <span style="color:rgb( 86 , 156 , 214 )">55</span>=2yr-3yr <span style="color:rgb( 86 , 156 , 214 )">269</span>=<span style="color:rgb( 86 , 156 , 214 )">0</span> <span style="color:rgb( 86 , 156 , 214 )">270</span>=<span style="color:rgb( 86 , 156 , 214 )">-33.5575551979</span> <span style="color:rgb( 86 , 156 , 214 )">271</span>=<span style="color:rgb( 86 , 156 , 214 )">0</span> <span style="color:rgb( 86 , 156 , 214 )">1500</span>=<span style="color:rgb( 86 , 156 , 214 )">90</span></div><div style="color:rgb( 212 , 212 , 212 );font-family:'consolas' , 'courier new' , monospace;font-size:14px;white-space:pre;background-color:rgb( 30 , 30 , 30 )"> <span style="color:rgb( 86 , 156 , 214 )">279</span>=<span style="color:rgb( 86 , 156 , 214 )">0</span> <span style="color:rgb( 86 , 156 , 214 )">55</span>=2yr-3yr <span style="color:rgb( 86 , 156 , 214 )">269</span>=<span style="color:rgb( 86 , 156 , 214 )">1</span> <span style="color:rgb( 86 , 156 , 214 )">270</span>=<span style="color:rgb( 86 , 156 , 214 )">-31.3489011553</span> <span style="color:rgb( 86 , 156 , 214 )">271</span>=<span style="color:rgb( 86 , 156 , 214 )">0</span> <span style="color:rgb( 86 , 156 , 214 )">1500</span>=<span style="color:rgb( 86 , 156 , 214 )">90</span> <span style="color:rgb( 86 , 156 , 214 )">10</span>=<span style="color:rgb( 86 , 156 , 214 )">034</span> </div>However The client generated a reject message like this: <span style="font-family:'consolas' , 'courier new' , monospace;font-size:14px;white-space:pre;color:rgb( 86 , 156 , 214 )">58</span><span style="background-color:rgb( 30 , 30 , 30 );color:rgb( 212 , 212 , 212 );font-family:'consolas' , 'courier new' , monospace;font-size:14px;white-space:pre">=Tag not defined for this message type </span><span style="font-family:'consolas' , 'courier new' , monospace;font-size:14px;white-space:pre;color:rgb( 86 , 156 , 214 )">371</span><span style="background-color:rgb( 30 , 30 , 30 );color:rgb( 212 , 212 , 212 );font-family:'consolas' , 'courier new' , monospace;font-size:14px;white-space:pre">=</span><span style="font-family:'consolas' , 'courier new' , monospace;font-size:14px;white-space:pre;color:rgb( 86 , 156 , 214 )">55</span><span style="background-color:rgb( 30 , 30 , 30 );color:rgb( 212 , 212 , 212 );font-family:'consolas' , 'courier new' , monospace;font-size:14px;white-space:pre"> </span><span style="font-family:'consolas' , 'courier new' , monospace;font-size:14px;white-space:pre;color:rgb( 86 , 156 , 214 )">372</span><span style="background-color:rgb( 30 , 30 , 30 );color:rgb( 212 , 212 , 212 );font-family:'consolas' , 'courier new' , monospace;font-size:14px;white-space:pre">=X</span></div></div>Here is the spec and configuration i am using:</div><div dir="ltr"><div style="color:rgb( 212 , 212 , 212 );background-color:rgb( 30 , 30 , 30 );font-family:'consolas' , 'courier new' , monospace;font-size:14px;line-height:19px;white-space:pre"><div><span style="color:rgb( 86 , 156 , 214 )">DefaultApplVerID</span>=FIX.4.4</div><div><span style="color:rgb( 86 , 156 , 214 )">ConnectionType</span>=initiator</div></div></div><div dir="ltr"><div style="color:rgb( 212 , 212 , 212 );background-color:rgb( 30 , 30 , 30 );font-family:'consolas' , 'courier new' , monospace;font-size:14px;line-height:19px;white-space:pre"><span style="color:rgb( 86 , 156 , 214 )">BeginString</span>=FIX.4.4</div><div style="line-height:19px"><div style="background-color:rgb( 30 , 30 , 30 );font-family:'consolas' , 'courier new' , monospace;font-size:14px;line-height:19px;white-space:pre"><div style="color:rgb( 212 , 212 , 212 )"><span style="color:rgb( 86 , 156 , 214 )">UseDataDictionary</span>=Y</div><div style="color:rgb( 212 , 212 , 212 )"><span style="color:rgb( 86 , 156 , 214 )">DataDictionary</span>=path/spec/FIX44.xml</div><div style="color:rgb( 212 , 212 , 212 )"><span style="color:rgb( 86 , 156 , 214 )">FileStorePath</span>=./Sessions/</div><div style="color:rgb( 212 , 212 , 212 )"><span style="color:rgb( 86 , 156 , 214 )">ValidateIncomingMessage</span>=N</div><div style="color:rgb( 212 , 212 , 212 )"><span style="color:rgb( 86 , 156 , 214 )">ValidateUserDefinedFields</span>=N</div><div style="color:rgb( 212 , 212 , 212 )"><span style="color:rgb( 86 , 156 , 214 )">ValidateFieldsOutOfOrder</span>=N</div><div style="color:rgb( 212 , 212 , 212 )"><span style="color:rgb( 86 , 156 , 214 )">RejectInvalidMessage</span>=N</div><div style="color:rgb( 212 , 212 , 212 )"><br></div><div style="color:rgb( 212 , 212 , 212 )"><br></div><div><div style="line-height:19px"><div style="color:rgb( 212 , 212 , 212 )"> <span style="color:rgb( 128 , 128 , 128 )"><</span><span style="color:rgb( 86 , 156 , 214 )">message</span> <span style="color:rgb( 156 , 220 , 254 )">name</span>=<span style="color:rgb( 206 , 145 , 120 )">'MarketDataIncrementalRefresh'</span> <span style="color:rgb( 156 , 220 , 254 )">msgtype</span>=<span style="color:rgb( 206 , 145 , 120 )">'X'</span> <span style="color:rgb( 156 , 220 , 254 )">msgcat</span>=<span style="color:rgb( 206 , 145 , 120 )">'app'</span><span style="color:rgb( 128 , 128 , 128 )">></span></div><div style="color:rgb( 212 , 212 , 212 )"> <span style="color:rgb( 128 , 128 , 128 )"><</span><span style="color:rgb( 86 , 156 , 214 )">field</span> <span style="color:rgb( 156 , 220 , 254 )">name</span>=<span style="color:rgb( 206 , 145 , 120 )">'MDReqID'</span> <span style="color:rgb( 156 , 220 , 254 )">required</span>=<span style="color:rgb( 206 , 145 , 120 )">'N'</span> <span style="color:rgb( 128 , 128 , 128 )">/></span></div><div style="color:rgb( 212 , 212 , 212 )"> <span style="color:rgb( 128 , 128 , 128 )"><</span><span style="color:rgb( 86 , 156 , 214 )">component</span> <span style="color:rgb( 156 , 220 , 254 )">name</span>=<span style="color:rgb( 206 , 145 , 120 )">'MDIncGrp'</span> <span style="color:rgb( 156 , 220 , 254 )">required</span>=<span style="color:rgb( 206 , 145 , 120 )">'Y'</span><span style="color:rgb( 128 , 128 , 128 )">/></span></div><div style="color:rgb( 212 , 212 , 212 )"> <span style="color:rgb( 128 , 128 , 128 )"></</span><span style="color:rgb( 86 , 156 , 214 )">message</span><span style="color:rgb( 128 , 128 , 128 )">></span></div><div style="color:rgb( 212 , 212 , 212 )"><span style="color:rgb( 128 , 128 , 128 )"><br></span></div><div><div style="line-height:19px"><div style="color:rgb( 212 , 212 , 212 )"><span style="color:rgb( 128 , 128 , 128 )"><</span><span style="color:rgb( 86 , 156 , 214 )">component</span> <span style="color:rgb( 156 , 220 , 254 )">name</span>=<span style="color:rgb( 206 , 145 , 120 )">'MDIncGrp'</span><span style="color:rgb( 128 , 128 , 128 )">></span></div><div style="color:rgb( 212 , 212 , 212 )"> <span style="color:rgb( 128 , 128 , 128 )"><</span><span style="color:rgb( 86 , 156 , 214 )">group</span> <span style="color:rgb( 156 , 220 , 254 )">name</span>=<span style="color:rgb( 206 , 145 , 120 )">'NoMDEntries'</span> <span style="color:rgb( 156 , 220 , 254 )">required</span>=<span style="color:rgb( 206 , 145 , 120 )">"Y"</span><span style="color:rgb( 128 , 128 , 128 )">></span></div><div style="color:rgb( 212 , 212 , 212 )"> <span style="color:rgb( 128 , 128 , 128 )"><</span><span style="color:rgb( 86 , 156 , 214 )">field</span> <span style="color:rgb( 156 , 220 , 254 )">name</span>=<span style="color:rgb( 206 , 145 , 120 )">'MDUpdateAction'</span> <span style="color:rgb( 156 , 220 , 254 )">required</span>=<span style="color:rgb( 206 , 145 , 120 )">'Y'</span> <span style="color:rgb( 128 , 128 , 128 )">/></span></div><div><font color="#d4d4d4"> </font><span style="color:rgb( 128 , 128 , 128 )"><</span><font color="#569cd6">field </font><span style="color:rgb( 156 , 220 , 254 )">name</span><font color="#d4d4d4">=</font><span style="color:rgb( 206 , 145 , 120 )">'Symbol'</span><font color="#d4d4d4"> </font><span style="color:rgb( 156 , 220 , 254 )">required</span><font color="#d4d4d4">=</font><span style="color:rgb( 206 , 145 , 120 )">'N'</span><span style="color:rgb( 128 , 128 , 128 )">/></span></div><div style="color:rgb( 212 , 212 , 212 )"> <span style="color:rgb( 128 , 128 , 128 )"><</span><span style="color:rgb( 86 , 156 , 214 )">field</span> <span style="color:rgb( 156 , 220 , 254 )">name</span>=<span style="color:rgb( 206 , 145 , 120 )">'MDEntryType'</span> <span style="color:rgb( 156 , 220 , 254 )">required</span>=<span style="color:rgb( 206 , 145 , 120 )">'N'</span> <span style="color:rgb( 128 , 128 , 128 )">/></span></div><div style="color:rgb( 212 , 212 , 212 )"> <span style="color:rgb( 128 , 128 , 128 )"><</span><span style="color:rgb( 86 , 156 , 214 )">filed</span> <span style="color:rgb( 156 , 220 , 254 )">name</span>=<span style="color:rgb( 206 , 145 , 120 )">'MDEntryPx'</span> <span style="color:rgb( 156 , 220 , 254 )">required</span>=<span style="color:rgb( 206 , 145 , 120 )">'N'</span> <span style="color:rgb( 128 , 128 , 128 )">/></span></div><div style="color:rgb( 212 , 212 , 212 )"> <span style="color:rgb( 128 , 128 , 128 )"><</span><span style="color:rgb( 86 , 156 , 214 )">field</span> <span style="color:rgb( 156 , 220 , 254 )">name</span>=<span style="color:rgb( 206 , 145 , 120 )">'MDEntrySize'</span> <span style="color:rgb( 156 , 220 , 254 )">required</span>=<span style="color:rgb( 206 , 145 , 120 )">'N'</span> <span style="color:rgb( 128 , 128 , 128 )">/></span></div><div style="color:rgb( 212 , 212 , 212 )"> <span style="color:rgb( 128 , 128 , 128 )"><</span><span style="color:rgb( 86 , 156 , 214 )">field</span> <span style="color:rgb( 156 , 220 , 254 )">name</span>=<span style="color:rgb( 206 , 145 , 120 )">'MDEntryID'</span> <span style="color:rgb( 156 , 220 , 254 )">required</span>=<span style="color:rgb( 206 , 145 , 120 )">'N'</span> <span style="color:rgb( 128 , 128 , 128 )">/></span></div><div style="color:rgb( 212 , 212 , 212 )"> <span style="color:rgb( 128 , 128 , 128 )"><</span><span style="color:rgb( 86 , 156 , 214 )">field</span> <span style="color:rgb( 156 , 220 , 254 )">name</span>=<span style="color:rgb( 206 , 145 , 120 )">'NumberOfOrders'</span> <span style="color:rgb( 156 , 220 , 254 )">required</span>=<span style="color:rgb( 206 , 145 , 120 )">'N'</span> <span style="color:rgb( 128 , 128 , 128 )">/></span></div><div style="color:rgb( 212 , 212 , 212 )"> <span style="color:rgb( 128 , 128 , 128 )"><</span><span style="color:rgb( 86 , 156 , 214 )">field</span> <span style="color:rgb( 156 , 220 , 254 )">name</span>=<span style="color:rgb( 206 , 145 , 120 )">'MDStreamID'</span> <span style="color:rgb( 156 , 220 , 254 )">required</span>=<span style="color:rgb( 206 , 145 , 120 )">'N'</span> <span style="color:rgb( 128 , 128 , 128 )">/></span></div><div style="color:rgb( 212 , 212 , 212 )"> <span style="color:rgb( 128 , 128 , 128 )"></</span><span style="color:rgb( 86 , 156 , 214 )">group</span><span style="color:rgb( 128 , 128 , 128 )">></span></div><div style="color:rgb( 212 , 212 , 212 )"> <span style="color:rgb( 128 , 128 , 128 )"></</span><span style="color:rgb( 86 , 156 , 214 )">component</span><span style="color:rgb( 128 , 128 , 128 )">></span></div><div style="color:rgb( 212 , 212 , 212 )"><span style="color:rgb( 128 , 128 , 128 )"><br></span></div><div style="color:rgb( 212 , 212 , 212 )"><div style="line-height:19px"><span style="color:rgb( 128 , 128 , 128 )"><</span><span style="color:rgb( 86 , 156 , 214 )">field</span> <span style="color:rgb( 156 , 220 , 254 )">number</span>=<span style="color:rgb( 206 , 145 , 120 )">'268'</span> <span style="color:rgb( 156 , 220 , 254 )">name</span>=<span style="color:rgb( 206 , 145 , 120 )">'NoMDEntries'</span> <span style="color:rgb( 156 , 220 , 254 )">type</span>=<span style="color:rgb( 206 , 145 , 120 )">'NUMINGROUP'</span> <span style="color:rgb( 128 , 128 , 128 )">/></span></div><div style="line-height:19px"><div style="line-height:19px"><div> <span style="color:rgb( 128 , 128 , 128 )"><</span><span style="color:rgb( 86 , 156 , 214 )">field</span> <span style="color:rgb( 156 , 220 , 254 )">number</span>=<span style="color:rgb( 206 , 145 , 120 )">'279'</span> <span style="color:rgb( 156 , 220 , 254 )">name</span>=<span style="color:rgb( 206 , 145 , 120 )">'MDUpdateAction'</span> <span style="color:rgb( 156 , 220 , 254 )">type</span>=<span style="color:rgb( 206 , 145 , 120 )">'CHAR'</span><span style="color:rgb( 128 , 128 , 128 )">></span></div><div> <span style="color:rgb( 128 , 128 , 128 )"><</span><span style="color:rgb( 86 , 156 , 214 )">value</span> <span style="color:rgb( 156 , 220 , 254 )">enum</span>=<span style="color:rgb( 206 , 145 , 120 )">'0'</span> <span style="color:rgb( 156 , 220 , 254 )">description</span>=<span style="color:rgb( 206 , 145 , 120 )">'NEW'</span> <span style="color:rgb( 128 , 128 , 128 )">/></span></div><div> <span style="color:rgb( 128 , 128 , 128 )"><</span><span style="color:rgb( 86 , 156 , 214 )">value</span> <span style="color:rgb( 156 , 220 , 254 )">enum</span>=<span style="color:rgb( 206 , 145 , 120 )">'1'</span> <span style="color:rgb( 156 , 220 , 254 )">description</span>=<span style="color:rgb( 206 , 145 , 120 )">'CHANGE'</span> <span style="color:rgb( 128 , 128 , 128 )">/></span></div><div> <span style="color:rgb( 128 , 128 , 128 )"><</span><span style="color:rgb( 86 , 156 , 214 )">value</span> <span style="color:rgb( 156 , 220 , 254 )">enum</span>=<span style="color:rgb( 206 , 145 , 120 )">'2'</span> <span style="color:rgb( 156 , 220 , 254 )">description</span>=<span style="color:rgb( 206 , 145 , 120 )">'DELETE'</span> <span style="color:rgb( 128 , 128 , 128 )">/></span></div><div> <span style="color:rgb( 128 , 128 , 128 )"></</span><span style="color:rgb( 86 , 156 , 214 )">field</span><span style="color:rgb( 128 , 128 , 128 )">></span></div><div><div style="line-height:19px"><span style="color:rgb( 86 , 156 , 214 )">field</span> <span style="color:rgb( 156 , 220 , 254 )">number</span>=<span style="color:rgb( 206 , 145 , 120 )">'55'</span> <span style="color:rgb( 156 , 220 , 254 )">name</span>=<span style="color:rgb( 206 , 145 , 120 )">'Symbol'</span> <span style="color:rgb( 156 , 220 , 254 )">type</span>=<span style="color:rgb( 206 , 145 , 120 )">'STRING'</span> <span style="color:rgb( 128 , 128 , 128 )">/></span></div></div><div style="line-height:19px"><div style="line-height:19px"><span style="color:rgb( 128 , 128 , 128 )"><</span><span style="color:rgb( 86 , 156 , 214 )">field</span> <span style="color:rgb( 156 , 220 , 254 )">number</span>=<span style="color:rgb( 206 , 145 , 120 )">'269'</span> <span style="color:rgb( 156 , 220 , 254 )">name</span>=<span style="color:rgb( 206 , 145 , 120 )">'MDEntryType'</span> <span style="color:rgb( 156 , 220 , 254 )">type</span>=<span style="color:rgb( 206 , 145 , 120 )">'CHAR'</span><span style="color:rgb( 128 , 128 , 128 )">>...</</span><span style="color:rgb( 86 , 156 , 214 )">field</span> <span style="color:rgb( 128 , 128 , 128 )">></span></div><div style="line-height:19px"><div style="line-height:19px"><div> <span style="color:rgb( 128 , 128 , 128 )"><</span><span style="color:rgb( 86 , 156 , 214 )">field</span> <span style="color:rgb( 156 , 220 , 254 )">number</span>=<span style="color:rgb( 206 , 145 , 120 )">'270'</span> <span style="color:rgb( 156 , 220 , 254 )">name</span>=<span style="color:rgb( 206 , 145 , 120 )">'MDEntryPx'</span> <span style="color:rgb( 156 , 220 , 254 )">type</span>=<span style="color:rgb( 206 , 145 , 120 )">'PRICE'</span> <span style="color:rgb( 128 , 128 , 128 )">/></span></div><div> <span style="color:rgb( 128 , 128 , 128 )"><</span><span style="color:rgb( 86 , 156 , 214 )">field</span> <span style="color:rgb( 156 , 220 , 254 )">number</span>=<span style="color:rgb( 206 , 145 , 120 )">'271'</span> <span style="color:rgb( 156 , 220 , 254 )">name</span>=<span style="color:rgb( 206 , 145 , 120 )">'MDEntrySize'</span> <span style="color:rgb( 156 , 220 , 254 )">type</span>=<span style="color:rgb( 206 , 145 , 120 )">'QUOTE'</span> <span style="color:rgb( 128 , 128 , 128 )">/></span></div><div><div style="line-height:19px"> <span style="color:rgb( 128 , 128 , 128 )"><</span><span style="color:rgb( 86 , 156 , 214 )">field</span> <span style="color:rgb( 156 , 220 , 254 )">number</span>=<span style="color:rgb( 206 , 145 , 120 )">'278'</span> <span style="color:rgb( 156 , 220 , 254 )">name</span>=<span style="color:rgb( 206 , 145 , 120 )">'MDEntryID'</span> <span style="color:rgb( 156 , 220 , 254 )">type</span>=<span style="color:rgb( 206 , 145 , 120 )">'STRING'</span> <span style="color:rgb( 128 , 128 , 128 )">/></span></div></div><div style="line-height:19px"><div style="line-height:19px"> <span style="color:rgb( 128 , 128 , 128 )"><</span><span style="color:rgb( 86 , 156 , 214 )">field</span> <span style="color:rgb( 156 , 220 , 254 )">number</span>=<span style="color:rgb( 206 , 145 , 120 )">'346'</span> <span style="color:rgb( 156 , 220 , 254 )">name</span>=<span style="color:rgb( 206 , 145 , 120 )">'NumberOfOrders'</span> <span style="color:rgb( 156 , 220 , 254 )">type</span>=<span style="color:rgb( 206 , 145 , 120 )">'INT'</span> <span style="color:rgb( 128 , 128 , 128 )">/></span></div><div style="line-height:19px"><div style="line-height:19px"> <span style="color:rgb( 128 , 128 , 128 )"><</span><span style="color:rgb( 86 , 156 , 214 )">field</span> <span style="color:rgb( 156 , 220 , 254 )">number</span>=<span style="color:rgb( 206 , 145 , 120 )">'1500'</span> <span style="color:rgb( 156 , 220 , 254 )">name</span>=<span style="color:rgb( 206 , 145 , 120 )">'MDStreamID'</span> <span style="color:rgb( 156 , 220 , 254 )">type</span>=<span style="color:rgb( 206 , 145 , 120 )">'INT'</span><span style="color:rgb( 128 , 128 , 128 )">/></span></div></div></div></div></div><div style="line-height:19px"><pre style="margin-top:0px;margin-bottom:0px;padding:15px;border-width:0px 0px 0px 1px;border-left-style:solid;border-left-color:rgb( 229 , 229 , 229 );outline:0px;vertical-align:baseline;background:0px 0px rgb( 254 , 254 , 254 );font-family:monospace , sans-serif;white-space:pre-wrap;color:rgb( 85 , 85 , 85 )">I verified my code is properly loading the 4.4 xml file. </pre><pre style="margin-top:0px;margin-bottom:0px;padding:15px;border-width:0px 0px 0px 1px;border-left-style:solid;border-left-color:rgb( 229 , 229 , 229 );outline:0px;vertical-align:baseline;background:0px 0px rgb( 254 , 254 , 254 );font-family:monospace , sans-serif;white-space:pre-wrap;color:rgb( 85 , 85 , 85 )">I was wondering if anyone had encountered this before and if they knew how to resolve it? Many thanks in advance. Lanxin</pre></div></div></div></div></div></div></div></div></div></div></div></div></div></div></div></div></div></div></div></div></div></div></div></div></div></div></div></div></div></div></div> </blockquote></div><br></div></div></div> |
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From: Robert N. <ro...@el...> - 2023-03-09 13:13:59
|
My suggestion would be to debug the parse and see why it’s made this determination. > On Mar 8, 2023, at 16:46, Lanxin Zhang <lzh...@gm...> wrote: > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > Hi, > I am using the QuickFix in a client connecting to a FIX.4.4 server. But it is rejecting an incoming message from the server. > The incoming message is a market data incremental refresh message (type 'X'): > 8=FIX.4.4 9=0176 35=X 49=Server 56=Client 52=20230308-22:19:58.392 34=7245 268=2 > 279=0 55=2yr-3yr 269=0 270=-33.5575551979 271=0 1500=90 > 279=0 55=2yr-3yr 269=1 270=-31.3489011553 271=0 1500=90 10=034 > However The client generated a reject message like this: 58=Tag not defined for this message type 371=55 372=X > Here is the spec and configuration i am using: > DefaultApplVerID=FIX.4.4 > ConnectionType=initiator > BeginString=FIX.4.4 > UseDataDictionary=Y > DataDictionary=path/spec/FIX44.xml > FileStorePath=./Sessions/ > ValidateIncomingMessage=N > ValidateUserDefinedFields=N > ValidateFieldsOutOfOrder=N > RejectInvalidMessage=N > > > <message name='MarketDataIncrementalRefresh' msgtype='X' msgcat='app'> > <field name='MDReqID' required='N' /> > <component name='MDIncGrp' required='Y'/> > </message> > > <component name='MDIncGrp'> > <group name='NoMDEntries' required="Y"> > <field name='MDUpdateAction' required='Y' /> > <field name='Symbol' required='N'/> > <field name='MDEntryType' required='N' /> > <filed name='MDEntryPx' required='N' /> > <field name='MDEntrySize' required='N' /> > <field name='MDEntryID' required='N' /> > <field name='NumberOfOrders' required='N' /> > <field name='MDStreamID' required='N' /> > </group> > </component> > > <field number='268' name='NoMDEntries' type='NUMINGROUP' /> > <field number='279' name='MDUpdateAction' type='CHAR'> > <value enum='0' description='NEW' /> > <value enum='1' description='CHANGE' /> > <value enum='2' description='DELETE' /> > </field> > field number='55' name='Symbol' type='STRING' /> > <field number='269' name='MDEntryType' type='CHAR'>...</field > > <field number='270' name='MDEntryPx' type='PRICE' /> > <field number='271' name='MDEntrySize' type='QUOTE' /> > <field number='278' name='MDEntryID' type='STRING' /> > <field number='346' name='NumberOfOrders' type='INT' /> > <field number='1500' name='MDStreamID' type='INT'/> > I verified my code is properly loading the 4.4 xml file. > I was wondering if anyone had encountered this before and if they knew > how to resolve it? > > Many thanks in advance. > > Lanxin > _______________________________________________ > Quickfix-users mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-users |
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From: Lanxin Z. <lzh...@gm...> - 2023-03-08 22:46:19
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Hi,
I am using the QuickFix in a client connecting to a FIX.4.4 server. But it
is rejecting an incoming message from the server.
The incoming message is a market data incremental refresh message (type
'X'):
8=FIX.4.4 9=0176 35=X 49=Server 56=Client 52=20230308-22:19:58.392 34=7245
268=2
279=0 55=2yr-3yr 269=0 270=-33.5575551979 271=0 1500=90
279=0 55=2yr-3yr 269=1 270=-31.3489011553 271=0 1500=90 10=034
However The client generated a reject message like this: 58=Tag not defined
for this message type 371=55 372=X
Here is the spec and configuration i am using:
DefaultApplVerID=FIX.4.4
ConnectionType=initiator
BeginString=FIX.4.4
UseDataDictionary=Y
DataDictionary=path/spec/FIX44.xml
FileStorePath=./Sessions/
ValidateIncomingMessage=N
ValidateUserDefinedFields=N
ValidateFieldsOutOfOrder=N
RejectInvalidMessage=N
<message name='MarketDataIncrementalRefresh' msgtype='X' msgcat='app'>
<field name='MDReqID' required='N' />
<component name='MDIncGrp' required='Y'/>
</message>
<component name='MDIncGrp'>
<group name='NoMDEntries' required="Y">
<field name='MDUpdateAction' required='Y' />
<field name='Symbol' required='N'/>
<field name='MDEntryType' required='N' />
<filed name='MDEntryPx' required='N' />
<field name='MDEntrySize' required='N' />
<field name='MDEntryID' required='N' />
<field name='NumberOfOrders' required='N' />
<field name='MDStreamID' required='N' />
</group>
</component>
<field number='268' name='NoMDEntries' type='NUMINGROUP' />
<field number='279' name='MDUpdateAction' type='CHAR'>
<value enum='0' description='NEW' />
<value enum='1' description='CHANGE' />
<value enum='2' description='DELETE' />
</field>
field number='55' name='Symbol' type='STRING' />
<field number='269' name='MDEntryType' type='CHAR'>...</field >
<field number='270' name='MDEntryPx' type='PRICE' />
<field number='271' name='MDEntrySize' type='QUOTE' />
<field number='278' name='MDEntryID' type='STRING' />
<field number='346' name='NumberOfOrders' type='INT' />
<field number='1500' name='MDStreamID' type='INT'/>
I verified my code is properly loading the 4.4 xml file.
I was wondering if anyone had encountered this before and if they knew
how to resolve it?
Many thanks in advance.
Lanxin
|
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From: Marcos S. <si...@ya...> - 2020-09-11 22:29:23
|
Is it advisable to create separate tables for single order, cross, cancel , and replace orders and save the outgoing message depending on msgtype? Also, is it advisable to create an execution report table to save the incoming FIX message regardless of order status ( tag 39 )? I like to provide an audit log report to the exchange upon request. Your prompt reply is much appreciated. |
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From: Sonni N. <Son...@vi...> - 2020-08-19 08:43:16
|
Hi Louis, Yes, this is possible and works just fine. Best regards Sonni Nørløv SOFTWARE DEVELOPER * VITEC ALOC MOBILE: +45 2999 7140 son...@vi... From: Louis Benoit <lb...@or...> Sent: 13. juli 2020 21:44 To: qui...@li... Subject: [Quickfix-users] Many Acceptors process Hi all, Is it possible (was it tried before?) to have more than one Acceptor with each their own thread in a single process. Obviously each Acceptor would have a different SocketConnectPort and SessionQualifier. The goal is to allow parallelized processing of messages issued by more than one Initiator. If this is not possible how would I parallelize messages from more than one Initiator in a single process? Thanks, Louis Benoit Concepteur principal de logiciel 514-316-1917 x728 [cid:image001.png@01D67613.40E7AF30] |
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From: Louis B. <lb...@or...> - 2020-07-13 20:17:39
|
Hi all, Is it possible (was it tried before?) to have more than one Acceptor with each their own thread in a single process. Obviously each Acceptor would have a different SocketConnectPort and SessionQualifier. The goal is to allow parallelized processing of messages issued by more than one Initiator. If this is not possible how would I parallelize messages from more than one Initiator in a single process? Thanks, Louis Benoit Concepteur principal de logiciel 514-316-1917 x728 [cid:1513a731-245e-492c-9dfa-2edb16ce996a] |
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From: Mike G. <mg...@co...> - 2020-03-24 15:42:56
|
Louis, Are you building from the latest github master, or from quickfix release v1.15.1 (or other)? Using the latest from master, I'm able to successfully build and run the tests with -O3 using gcc v8.3. -- Mike Gatny Connamara Systems On Wed, Mar 18, 2020 at 11:38 AM Louis Benoit <lb...@or...> wrote: > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > Hi all, > > I am trying to compile using the "-O3" flag instead of "-g -O2" but the > unit tests fail: > # export CXXFLAGS="-O3" > # ./bootstrap > ... > # ./configure > ... > # make > ... > Linking TestUnitTest++... > Running unit tests... > terminate called after throwing an instance of 'char const*' > Makefile:79: recipe for target 'TestUnitTest++' failed > make[2]: *** [TestUnitTest++] Aborted (core dumped) > ... > > The core does not display any usable information (I guess this is due to > the -O3 flag). > > On the other hand I can make in the quickfix/src directory and everything > builds fine. > > So, is O3 optimization "officialy" unsupported? Could I still used the > library built using quickfix/src/make? > > Thanks, > > *Louis Benoit* > > *Concepteur principal de logiciel* > > 514-316-1917 x728 > > _______________________________________________ > Quickfix-users mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-users > -- This email, along with any attachments, is confidential. If you believe you received this message in error, please contact the sender immediately and delete all copies of the message. Thank you from Connamara Systems, LLC. |
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From: Louis B. <lb...@or...> - 2020-03-24 14:56:40
|
Hi Mike, I am building from v1.15.1. I was finally able to build it with -O3 and gcc 5.4.0 but had to comment out unit test FixturesWithThrowingDtorsAreFailures. Thanks, Louis Benoit Concepteur principal de logiciel 514-316-1917 x728 [cid:3a580b9e-53f8-422a-89a4-7b4bebd92391] ________________________________ From: Mike Gatny <mg...@co...> Sent: March 24, 2020 10:34 AM To: Louis Benoit <lb...@or...> Cc: qui...@li... <qui...@li...> Subject: Re: [Quickfix-users] C++ O3 compilation Louis, Are you building from the latest github master, or from quickfix release v1.15.1 (or other)? Using the latest from master, I'm able to successfully build and run the tests with -O3 using gcc v8.3. -- Mike Gatny Connamara Systems On Wed, Mar 18, 2020 at 11:38 AM Louis Benoit <lb...@or...<mailto:lb...@or...>> wrote: QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX Support: http://www.quickfixengine.org/services.html Hi all, I am trying to compile using the "-O3" flag instead of "-g -O2" but the unit tests fail: # export CXXFLAGS="-O3" # ./bootstrap ... # ./configure ... # make ... Linking TestUnitTest++... Running unit tests... terminate called after throwing an instance of 'char const*' Makefile:79: recipe for target 'TestUnitTest++' failed make[2]: *** [TestUnitTest++] Aborted (core dumped) ... The core does not display any usable information (I guess this is due to the -O3 flag). On the other hand I can make in the quickfix/src directory and everything builds fine. So, is O3 optimization "officialy" unsupported? Could I still used the library built using quickfix/src/make? Thanks, Louis Benoit Concepteur principal de logiciel 514-316-1917 x728 [cid:1710cf3669884f39c01] _______________________________________________ Quickfix-users mailing list Qui...@li...<mailto:Qui...@li...> https://lists.sourceforge.net/lists/listinfo/quickfix-users This email, along with any attachments, is confidential. If you believe you received this message in error, please contact the sender immediately and delete all copies of the message. Thank you from Connamara Systems, LLC. |
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From: Louis B. <lb...@or...> - 2020-03-18 15:38:43
|
Hi all, I am trying to compile using the "-O3" flag instead of "-g -O2" but the unit tests fail: # export CXXFLAGS="-O3" # ./bootstrap ... # ./configure ... # make ... Linking TestUnitTest++... Running unit tests... terminate called after throwing an instance of 'char const*' Makefile:79: recipe for target 'TestUnitTest++' failed make[2]: *** [TestUnitTest++] Aborted (core dumped) ... The core does not display any usable information (I guess this is due to the -O3 flag). On the other hand I can make in the quickfix/src directory and everything builds fine. So, is O3 optimization "officialy" unsupported? Could I still used the library built using quickfix/src/make? Thanks, Louis Benoit Concepteur principal de logiciel 514-316-1917 x728 [cid:3834b94f-5e7d-4a9d-ad5a-05d87e92322b] |
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From: montgomery t. <tun...@gm...> - 2019-02-25 05:50:03
|
Hi all, It isn't very straight forward for building quickfix for python3? I have never used cmake and have been having trouble for the past 12hours+ to build Quickfix for python3. I had to create custom fields and messages for QuickFix FIX.4.2 and then generated all the correct code (I think) for this. By running the generator.rb script in the spec file after I got the XML files to be formatted correctly. I just want to know if anyone has experience doing this or could help me? Im pretty close to frustrated that its not straight forward with a library this advanced. Or well that no one has done a tutorial on building it. Im not sure to if I should use CMake and build it or compile the C++ then go the SWIG route. Although I am having problems with the WinSocket.h, its throwing like 50 errors. And the fact that you need SDK7.1 instead of 8? Not sure any help would be much appreciated. |
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From: LovingTheCane <tun...@gm...> - 2019-02-25 05:49:06
|
Hi all, It isn't very straight forward for building quickfix for python3? I have never used cmake and have been having trouble for the past 12hours+ to build Quickfix for python3. I had to create custom fields and messages for QuickFix FIX.4.2 and then generated all the correct code (I think) for this. By running the generator.rb script in the spec file after I got the XML files to be formatted correctly. I just want to know if anyone has experience doing this or could help me? Im pretty close to frustrated that its not straight forward with a library this advanced. Or well that no one has done a tutorial on building it. Im not sure to if I should use CMake and build it or compile the C++ then go the SWIG route. Although I am having problems with the WinSocket.h, its throwing like 50 errors. And the fact that you need SDK7.1 instead of 8? Not sure any help would be much appreciated. -- Sent from: http://quickfix.13857.n7.nabble.com/QuickFIX-User-f3.html |
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From: Steffen W. (B. R. FRANK) <s.w...@bl...> - 2017-11-09 10:54:38
|
Hi, is there already a fix/workaround to logon to a counterparty which sends back timestamps with microseconds? I saw the same Issue (https://github.com/quickfix/quickfix/issues/156) opened on github but there is no activity since 20 days. regards |
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From: Sonni N. <Son...@vi...> - 2017-10-16 06:44:50
|
Hi Ramesh,
Yes, it sounds like you do not use groups correctly. Components are just a collection of fields, that are easier to work with. Groups defines grouped tags which are read/written in a certain order.
The FIX protocol format has no notion of groups, hence you need a dictionary describe the groups in order to decode and encode the FIX message correctly.
Example:
<component name='Parties'>
<group name='NoPartyIDs' required='N'>
<field name='PartyID' required='N' />
<field name='PartyIDSource' required='N' />
<field name='PartyRole' required='N' />
<component name='PtysSubGrp' required='N' />
</group>
</component>
Best regards
Sonni Nørløv
SOFTWARE DEVELOPER • VITEC, FINANS & FORSIKRING DANMARK
From: ra...@eo... [mailto:ra...@eo...] On Behalf Of Ramesh
Sent: 13. oktober 2017 13:47
To: Sonni Nørløv <Son...@vi...>
Cc: qui...@li...
Subject: Re: [Quickfix-users] UnSupported Message Type
Hi,
I downloaded them from quickfix specs, My configuration like below. when i use AppDataDictionary=./FIX50SP2.xml then i am seeing UnSupported Message Type. when i given like AppDataDictionary.FIXT.1.1=./FIX50SP2.xml then i am seeing (Message 13939 Rejected: Tag appears more than once:447). The ExecutionReport like below. In datadictionary the components added in messages and the component tags added below the messages tag, is this creating any issue. means do we have to add groups with in the message tag only, or we can add them by using component tags ? please help me , i am facing this issue from last few days.
(8=FIXT.1.1^A9=402^A35=8^A49=FGW^A56=123^A34=13939^A52=20171013-10:56:41.008^A1128=9^A115=21146^A17=E0XF1VrQVLRK^A11=20171013162640993^A37=O0XF1ahT51rY^A442=1^A150=C^A39=C^A58=Expired (Price to convert breaches Price Bands)^A151=0^A14=0^A55=COTTON14OCT17CE17414FNOV17^A453=3^A448=21146^A447=D^A452=53^A448=00923^A447=D^A452=1^A448=123451234512345^A447=D^A452=44^A40=K^A59=0^A54=1^A38=50^A1138=0^A60=20171013-10:56:40.989^A1180=1^A30001=1^A581=3^A22009=28649^A10=074^A)
# default settings for sessions
[DEFAULT]
ConnectionType=initiator
ReconnectInterval=60
FileStorePath=incoming
FileLogPath=outgoing
TradesDBName=NCDEXTrades.db
MappingDBName=MBaseLG.db
BeginOfWeek=S
[SESSION]
BeginString=FIXT.1.1
SenderCompID=123
TargetCompID=FGW
StartDay=sun
StartTime=00:30:00
EndDay=fri
EndTime=23:50:00
# overide default setting for RecconnectInterval
ReconnectInterval=30
HeartBtInt=30
#ResetOnLogon=Y
SocketConnectPort=9508
SocketConnectHost=172.29.2.231
RawData =mit123
# DataDictionary=./FIX50Sp2.xml
ValidateFieldsOutOfOrder=N
UseDataDictionary = Y
ValidateLengthAndChecksum=N
ValidateUserDefinedFields = N
ManualOrderIndicator = N
ValidateFieldsHaveValues = N
AllowUnknownMsgFields = N
DefaultApplVerID=FIX.5.0
TransportDataDictionary=./FIXT.1.1.xml
AppDataDictionary.FIXT.1.1=./FIX50SP2.xml
On Fri, Oct 13, 2017 at 5:10 PM, Sonni Nørløv <Son...@vi...<mailto:Son...@vi...>> wrote:
Hi Ramesh,
Yes, all messages types must be in both files
Best regards
Sonni Nørløv
SOFTWARE DEVELOPER . VITEC, FINANS & FORSIKRING DANMARK
-----Original Message-----
From: Ramesh [mailto:ra...@ma...<mailto:ra...@ma...>]
Sent: 13. oktober 2017 12:16
To: qui...@li...<mailto:qui...@li...>
Subject: [Quickfix-users] UnSupported Message Type
QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html
--
Regards ,
Ramesh
Manamu Solutions
3123809583
|
|
From: Sonni N. <Son...@vi...> - 2017-10-13 11:57:19
|
Hi Ramesh, Yes, all messages types must be in both files Best regards Sonni Nørløv SOFTWARE DEVELOPER . VITEC, FINANS & FORSIKRING DANMARK -----Original Message----- From: Ramesh [mailto:ra...@ma...] Sent: 13. oktober 2017 12:16 To: qui...@li... Subject: [Quickfix-users] UnSupported Message Type QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX Support: http://www.quickfixengine.org/services.html |
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From: Ramesh <ra...@ma...> - 2017-10-13 11:47:24
|
Hi, I downloaded them from quickfix specs, My configuration like below. when i use AppDataDictionary=./FIX50SP2.xml then i am seeing UnSupported Message Type. when i given like AppDataDictionary.FIXT.1.1=./FIX50SP2.xml then i am seeing (Message 13939 Rejected: Tag appears more than once:447). The ExecutionReport like below. In datadictionary the components added in messages and the component tags added below the messages tag, is this creating any issue. means do we have to add groups with in the message tag only, or we can add them by using component tags ? please help me , i am facing this issue from last few days. (8=FIXT.1.1^A9=402^A35=8^A49=FGW^A56=123^A34=13939^A52=20171013-10:56:41.008^A1128=9^A115=21146^A17=E0XF1VrQVLRK^A11=20171013162640993^A37=O0XF1ahT51rY^A442=1^A150=C^A39=C^A58=Expired (Price to convert breaches Price Bands)^A151=0^A14=0^A55=COTTON14OCT17CE17414FNOV17^A453=3^A448=21146^A447=D^A452=53^A448=00923^A447=D^A452=1^A448=123451234512345^A447=D^A452=44^A40=K^A59=0^A54=1^A38=50^A1138=0^A60=20171013-10:56:40.989^A1180=1^A30001=1^A581=3^A22009=28649^A10=074^A) # default settings for sessions [DEFAULT] ConnectionType=initiator ReconnectInterval=60 FileStorePath=incoming FileLogPath=outgoing TradesDBName=NCDEXTrades.db MappingDBName=MBaseLG.db BeginOfWeek=S [SESSION] BeginString=FIXT.1.1 SenderCompID=123 TargetCompID=FGW StartDay=sun StartTime=00:30:00 EndDay=fri EndTime=23:50:00 # overide default setting for RecconnectInterval ReconnectInterval=30 HeartBtInt=30 #ResetOnLogon=Y SocketConnectPort=9508 SocketConnectHost=172.29.2.231 RawData =mit123 # DataDictionary=./FIX50Sp2.xml ValidateFieldsOutOfOrder=N UseDataDictionary = Y ValidateLengthAndChecksum=N ValidateUserDefinedFields = N ManualOrderIndicator = N ValidateFieldsHaveValues = N AllowUnknownMsgFields = N DefaultApplVerID=FIX.5.0 TransportDataDictionary=./FIXT.1.1.xml AppDataDictionary.FIXT.1.1=./FIX50SP2.xml On Fri, Oct 13, 2017 at 5:10 PM, Sonni Nørløv < Son...@vi...> wrote: > Hi Ramesh, > > Yes, all messages types must be in both files > > Best regards > > Sonni Nørløv > SOFTWARE DEVELOPER . VITEC, FINANS & FORSIKRING DANMARK > > -----Original Message----- > From: Ramesh [mailto:ra...@ma...] > Sent: 13. oktober 2017 12:16 > To: qui...@li... > Subject: [Quickfix-users] UnSupported Message Type > > QuickFIX Documentation: http://www.quickfixengine.org/ > quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > -- Regards , Ramesh Manamu Solutions 3123809583 |
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From: Ramesh <ra...@ma...> - 2017-10-13 10:16:23
|
Hi All,
I am using FIX5.0SP2, so i added TransportDataDictionary and
AppDataDictionary. I downloaded xml file from specs. But i am getting
UnSupported Message Type error. could i add all message types into
FIXT.1.1.xml file also? we have all of them in FIX50SP2.xml .
--
Regards ,
Ramesh
Manamu Solutions
3123809583
|
|
From: David G. <Dav...@ig...> - 2017-10-04 18:12:55
|
Dear community, We are building from a fork of QuickFIX/J. We customise the FIX 5.0 SP2 dictionary in FIX50SP2.modified.xml in order to generate code that conforms to our ROE. I am writing to this group as this is where questions with regard to the QUICKFIX license must be addressed. We would like to make our fork of QUICKFIX/J publically visible by maintaining a fork on github and to also make the built artefacts available. Some of our counterparties may benefit from the built artefacts. So this is essentially a very minimally changed fork of QuickFIX/J. In github it would be visible as something like IG/quickfixj. Is this a derivative work in the context of the QuickFIX license, such that I need written permission to communicate its existence to counterparties ? When the project builds and I publish artefacts to Sonatype (Nexus) I propose to use the "com.ig" namespace. This is to avoid polluting the org.quickfixj group namespace. I would like to leave the Artefact Ids as they are, these artefact names contain the QuickFIX name. I'm not promoting any product using the QuickFIX name, simply making available libraries built from QuickFIX/J but from a custom dictionary. Is this permissible ? I look forward to hearing your thoughts, Kind regards Dave Gibbs The information contained in this email is strictly confidential and for the use of the addressee only, unless otherwise indicated. If you are not the intended recipient, please do not read, copy, use or disclose to others this message or any attachment. Please also notify the sender by replying to this email or by telephone (+44(020 7896 0011) and then delete the email and any copies of it. Opinions, conclusion (etc) that do not relate to the official business of this company shall be understood as neither given nor endorsed by it. IG is a trading name of IG Markets Limited (a company registered in England and Wales, company number 04008957) and IG Index Limited (a company registered in England and Wales, company number 01190902). Registered address at Cannon Bridge House, 25 Dowgate Hill, London EC4R 2YA. Both IG Markets Limited (register number 195355) and IG Index Limited (register number 114059) are authorised and regulated by the Financial Conduct Authority. |
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From: Tomdev <Tom...@gm...> - 2017-09-23 18:29:01
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Hi, Has anyone managed to successfully install and use quickfix under a windows + python 3 environment? All the different threads on this issue on the official github tend to show that this question is still an unresolved one. Tom -- Sent from: http://quickfix.13857.n7.nabble.com/QuickFIX-User-f3.html |
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From: Sonni N. <Son...@vi...> - 2017-07-12 11:55:12
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Hi, I have a partner which on the same fixt1.1 fix 5.0 session has defined two different message layout for the same message type. In the message header they then have a field which indicates which of the two layouts the message adheres to. In order to process these messages in Quickfix I would have to define a FIX XML specification with a message layout covering both formats. Which means that messages classes generated in each context will contain more fields that may be supported by the actual layout (protocol). And fields in this superset message can only be defined as required when they are required in both layouts, which kind of moves parts of the message validation from Quickfix to the application layer. This approach adds complexity and complicate maintenance going forward. So how or what is the best way to handle this? I would really like to define two FIX XML specification, but this contradict quickfix configuration. Is there a way in quickfix configuration to only enable transportdatadictionary validation and parse the application data of the message as is to my application? Or have quickfix call custom code, ex. though callback, to decode the string message to a fix::message ? Either way I would then implement decoding and validation based on the correct dictionary according to the header field value. Best regards Sonni |
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From: Grant B. <gbi...@co...> - 2017-06-12 15:01:32
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Wrong mailing list; this is the list for the C++ engine. Check quickfixj.org for the right one. On Mon, Jun 12, 2017 at 6:06 AM, Anant Jain <ana...@gm...> wrote: > QuickFIX Documentation: http://www.quickfixengine.org/ > quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > > Hello Team, > > Can somebody please tell me what is minimum JDK requirement for QFJ163? > > Is it possible to use QFIX 50 SP 2 on JDK6? > > Thanks in advance. > > Regards, > Anant > > On Mon, Jun 12, 2017 at 4:32 PM, Anant Jain <ana...@gm...> > wrote: > >> Hello Team, >> >> Can somebody please tell me what is minimum JDK requirement for QFJ163? >> >> Is it possible to use QFIX 50 SP 2 on JDK6? >> >> Thanks in advance. >> >> Regards, >> Anant >> > > > ------------------------------------------------------------ > ------------------ > Check out the vibrant tech community on one of the world's most > engaging tech sites, Slashdot.org! http://sdm.link/slashdot > _______________________________________________ > Quickfix-users mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-users > > -- Grant Birchmeier *Connamara Systems, LLC* *Made-To-Measure Trading Solutions.* Exactly what you need. No more. No less. http://connamara.com |
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From: Anant J. <ana...@gm...> - 2017-06-12 11:06:09
|
Hello Team, Can somebody please tell me what is minimum JDK requirement for QFJ163? Is it possible to use QFIX 50 SP 2 on JDK6? Thanks in advance. Regards, Anant On Mon, Jun 12, 2017 at 4:32 PM, Anant Jain <ana...@gm...> wrote: > Hello Team, > > Can somebody please tell me what is minimum JDK requirement for QFJ163? > > Is it possible to use QFIX 50 SP 2 on JDK6? > > Thanks in advance. > > Regards, > Anant > |
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From: suresh d. <sdi...@sd...> - 2016-09-06 16:31:34
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Anyone have experience in how long I should plan for setting up QuickFix and integrating it with InteractiveBrokers? Thanks, -- Suresh |
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From: Joaquin G. <jo...@eu...> - 2016-07-12 09:58:57
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Sorry to hear that. I’m afraid I can’t help. Joaquín Gracia Eurosigma S.A. El 12/7/2016, a las 11:41, Mihkel Tali <mih...@gm...<mailto:mih...@gm...>> escribió: Hi, Thanks for the answer. Unfortunately I already tried adding this line to the FIX44 file, but I still get the error. Mihkel On Tue, Jul 12, 2016 at 12:37 PM Joaquin Gracia <jo...@eu...<mailto:jo...@eu...>> wrote: Maybe the value “111” is not in the list of possible values defined in the dictionary. Something like: <field number=“22” name=“IDSource” type=“STRING”> <value enum=“111” descrption=“WHATEVER”> … </field> Hope that helps. Joaquín Gracia Eurosigma S.A. El 12/7/2016, a las 11:23, Mihkel Tali <mih...@gm...<mailto:mih...@gm...>> escribió: QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX Support: http://www.quickfixengine.org/services.html Hi, I'm relatively new to FIX protocol and just made my first interface/app. I have a problem with sending orders, more specifically the broker that I'm connecting to requires that to identify a symbol tags 48 and 22 be used as well. When I try to send and order my app sends a toadmin message right after the order message which has in it 58=Value is incorrect (out of range) for this tag , referring to tag 22, but tag 22 is a constant value of 111 which is required by the broker. What may be the problem? Thanks for your help, Mihkel ------------------------------------------------------------------------------ What NetFlow Analyzer can do for you? Monitors network bandwidth and traffic patterns at an interface-level. Reveals which users, apps, and protocols are consuming the most bandwidth. Provides multi-vendor support for NetFlow, J-Flow, sFlow and other flows. Make informed decisions using capacity planning reports.http://sdm.link/zohodev2dev_______________________________________________ Quickfix-users mailing list Qui...@li...<mailto:Qui...@li...> https://lists.sourceforge.net/lists/listinfo/quickfix-users |
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From: Joaquin G. <jo...@eu...> - 2016-07-12 09:52:38
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Maybe the value “111” is not in the list of possible values defined in the dictionary. Something like: <field number=“22” name=“IDSource” type=“STRING”> <value enum=“111” descrption=“WHATEVER”> … </field> Hope that helps. Joaquín Gracia Eurosigma S.A. El 12/7/2016, a las 11:23, Mihkel Tali <mih...@gm...<mailto:mih...@gm...>> escribió: QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX Support: http://www.quickfixengine.org/services.html Hi, I'm relatively new to FIX protocol and just made my first interface/app. I have a problem with sending orders, more specifically the broker that I'm connecting to requires that to identify a symbol tags 48 and 22 be used as well. When I try to send and order my app sends a toadmin message right after the order message which has in it 58=Value is incorrect (out of range) for this tag , referring to tag 22, but tag 22 is a constant value of 111 which is required by the broker. What may be the problem? Thanks for your help, Mihkel ------------------------------------------------------------------------------ What NetFlow Analyzer can do for you? Monitors network bandwidth and traffic patterns at an interface-level. Reveals which users, apps, and protocols are consuming the most bandwidth. Provides multi-vendor support for NetFlow, J-Flow, sFlow and other flows. Make informed decisions using capacity planning reports.http://sdm.link/zohodev2dev_______________________________________________ Quickfix-users mailing list Qui...@li...<mailto:Qui...@li...> https://lists.sourceforge.net/lists/listinfo/quickfix-users |
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