quickfix-users

[Quickfix-users] Quickfix c++ Session level rejection problem.....

[Eranga S. <pe...@ri...>]

Hi,

 

I wrote a simple application using quickfix API ( c++). In there I used FIX
4.2. I change the new order single ( 35=D) fix 4.2 spec  as <field
name="Price" required="N"/>.

Therefore my acceptor has to accept market orders without any error. (40 =1
) But when the initiator send the mkt order my acceptor reject it session
level indicating invalid value for price. But actually that message does not
contain a price field. This works fine for limit orders. Any help highly
appreciate.

 

Regards,

 

Eranga

 

Re: [Quickfix-users] Quickfix c++ Session level rejection problem.....

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

All you are telling the data dictionary is that the Price field does  
not have to be there.  But when it is there the value still needs to  
be valid.  Are you sure that a price field does not exist.  And if it  
does, what is the value?

--oren

On Aug 23, 2007, at 8:30 AM, Eranga Samararathna wrote:

> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/ 
> html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Hi,
>
>
>
> I wrote a simple application using quickfix API ( c++). In there I  
> used FIX 4.2. I change the new order single ( 35=D) fix 4.2 spec   
> as <field name="Price" required="N"/>.
>
> Therefore my acceptor has to accept market orders without any  
> error. (40 =1 ) But when the initiator send the mkt order my  
> acceptor reject it session level indicating invalid value for  
> price. But actually that message does not contain a price field.  
> This works fine for limit orders. Any help highly appreciate.

Re: [Quickfix-users] [Quickfix-developers] Quickfix c++ Session level rejection problem.....

[Caleb E. <cal...@gm...>]

On 8/23/07, Eranga Samararathna <pe...@ri...> wrote:

> I wrote a simple application using quickfix API ( c++). In there I used FIX
> 4.2. I change the new order single ( 35=D) fix 4.2 spec  as <field
> name="Price" required="N"/>.

The spec should already have Price as an optional field.  It does in my copy.

> Therefore my acceptor has to accept market orders without any error. (40 =1
> ) But when the initiator send the mkt order my acceptor reject it session
> level indicating invalid value for price. But actually that message does not
> contain a price field. This works fine for limit orders. Any help highly
> appreciate.

This should work out of the box.  Perhaps you are trying to access the
Price field in the order without checking that it exists first?  This
will throw an exception if there is no Price field.  Or perhaps the
incoming message has a Price tag but with an invalid or empty value
(e.g. "44=")

Please include some messages from the log and perhaps the relevant
code you've written.

-- 
Caleb Epstein