quickfix-users

[Quickfix-users] FIX 4.2 Commission error....

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

Hi,

 

When I set double values for Commission ( Tag 12 ) I am getting "Incorrect
data format for value" error. I change the Specification type from "AMT" to
"PRICE". Again to "FLOAT"

But still problem there. Pl help me to solve this issue.

 

BR,

 

Eranga

Re: [Quickfix-users] FIX 4.2 Commission error....

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

I am sending a order ( 35 =D ) with both 12 and 13 tags. Once Exchange ack
the order ( 39 =0 ) it sends back me both tags ( 12 and 13 ). At that time
my FIX engine reject that execution report saying "Incorrect data format for
value". This happens only when I set tag 12 value for Double. It works
perfect with int values.

I change the Specification type from "AMT" to "PRICE". Again to "FLOAT"
I am using Quickfix through a JNI.
But still problem there. Pl help me to solve this issue.


Eranga

-----Original Message-----
From: John Haldi [mailto:JH...@al...] 
Sent: Thursday, March 22, 2007 8:19 PM
To: Eranga Samararathna
Subject: RE: [Quickfix-users] FIX 4.2 Commission error....


Is the error you are referring to coming from the IDE at design time or
is it a FIX error at run time from your acceptor application?

Also, what are you setting CommType (tag=13) to?  Perhaps if you don't
set it there is no default value?  I've never used this field so I'm not
sure.  But when I try to "get" the value, I know that the default class
returns a double var type.

   John

-----Original Message-----
From: qui...@li...
[mailto:qui...@li...] On Behalf Of
Eranga Samararathna
Sent: Thursday, March 22, 2007 10:17 AM
To: qui...@li...;
qui...@li...
Subject: [Quickfix-users] FIX 4.2 Commission error....

QuickFIX Documentation:
http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html

Re: [Quickfix-users] FIX 4.2 Commission error....

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

What I did Change the FIX42.xml file. 

E.g. : <field number="12" name="Commission" type="AMT"/>

I changed this type Property to PRICE , FLOAT 

-----Original Message-----
From: John Haldi [mailto:JH...@al...] 
Sent: Friday, March 23, 2007 5:48 PM
To: Eranga Samararathna
Subject: RE: [Quickfix-users] FIX 4.2 Commission error....

When you say you change the specification, are you saying that you
change the XML data dictionary to expect a different type? 

-----Original Message-----
From: Eranga Samararathna [mailto:pe...@ri...] 
Sent: Friday, March 23, 2007 12:21 AM
To: John Haldi; qui...@li...;
qui...@li...
Subject: RE: [Quickfix-users] FIX 4.2 Commission error....

I am sending a order ( 35 =D ) with both 12 and 13 tags. Once Exchange
ack the order ( 39 =0 ) it sends back me both tags ( 12 and 13 ). At
that time my FIX engine reject that execution report saying "Incorrect
data format for value". This happens only when I set tag 12 value for
Double. It works perfect with int values.

I change the Specification type from "AMT" to "PRICE". Again to "FLOAT"
I am using Quickfix through a JNI.
But still problem there. Pl help me to solve this issue.


Eranga

-----Original Message-----
From: John Haldi [mailto:JH...@al...]
Sent: Thursday, March 22, 2007 8:19 PM
To: Eranga Samararathna
Subject: RE: [Quickfix-users] FIX 4.2 Commission error....


Is the error you are referring to coming from the IDE at design time or
is it a FIX error at run time from your acceptor application?

Also, what are you setting CommType (tag=13) to?  Perhaps if you don't
set it there is no default value?  I've never used this field so I'm not
sure.  But when I try to "get" the value, I know that the default class
returns a double var type.

   John

-----Original Message-----
From: qui...@li...
[mailto:qui...@li...] On Behalf Of
Eranga Samararathna
Sent: Thursday, March 22, 2007 10:17 AM
To: qui...@li...;
qui...@li...
Subject: [Quickfix-users] FIX 4.2 Commission error....

QuickFIX Documentation:
http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html

Re: [Quickfix-users] FIX 4.2 Commission error....

[Djalma R. d. S. F. <drs...@gm...>]

Hi Eranga,

It seems to me that quickfix is not being able to convert  the field value
to double (AMT, PRICE and FLOAT are all double).

Can you show the content of the message being rejected?

Are you sure that the field has a digit like 12=2625.34 or 12=2000.00 ?

Djalma


On 3/23/07, Eranga Samararathna <pe...@ri...> wrote:
>
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> What I did Change the FIX42.xml file.
>
> E.g. : <field number="12" name="Commission" type="AMT"/>
>
> I changed this type Property to PRICE , FLOAT
>
> -----Original Message-----
> From: John Haldi [mailto:JH...@al...]
> Sent: Friday, March 23, 2007 5:48 PM
> To: Eranga Samararathna
> Subject: RE: [Quickfix-users] FIX 4.2 Commission error....
>
> When you say you change the specification, are you saying that you
> change the XML data dictionary to expect a different type?
>
> -----Original Message-----
> From: Eranga Samararathna [mailto:pe...@ri...]
> Sent: Friday, March 23, 2007 12:21 AM
> To: John Haldi; qui...@li...;
> qui...@li...
> Subject: RE: [Quickfix-users] FIX 4.2 Commission error....
>
> I am sending a order ( 35 =D ) with both 12 and 13 tags. Once Exchange
> ack the order ( 39 =0 ) it sends back me both tags ( 12 and 13 ). At
> that time my FIX engine reject that execution report saying "Incorrect
> data format for value". This happens only when I set tag 12 value for
> Double. It works perfect with int values.
>
> I change the Specification type from "AMT" to "PRICE". Again to "FLOAT"
> I am using Quickfix through a JNI.
> But still problem there. Pl help me to solve this issue.
>
>
> Eranga
>
> -----Original Message-----
> From: John Haldi [mailto:JH...@al...]
> Sent: Thursday, March 22, 2007 8:19 PM
> To: Eranga Samararathna
> Subject: RE: [Quickfix-users] FIX 4.2 Commission error....
>
>
> Is the error you are referring to coming from the IDE at design time or
> is it a FIX error at run time from your acceptor application?
>
> Also, what are you setting CommType (tag=13) to?  Perhaps if you don't
> set it there is no default value?  I've never used this field so I'm not
> sure.  But when I try to "get" the value, I know that the default class
> returns a double var type.
>
>    John
>
> -----Original Message-----
> From: qui...@li...
> [mailto:qui...@li...] On Behalf Of
> Eranga Samararathna
> Sent: Thursday, March 22, 2007 10:17 AM
> To: qui...@li...;
> qui...@li...
> Subject: [Quickfix-users] FIX 4.2 Commission error....
>
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
>
>
> -------------------------------------------------------------------------
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>

[Quickfix-users] Repeating groups

[McAndrew, P. <pa...@no...>]

I need to send spread orders with QuickFix 4.2 and am not sure where to =
start.  Could someone supply some C# code examples and the configuration =
changes necessary to the 4.2 spec so I can send Multi-Leg orders using =
Quickfix in C#?
=20
Thanks, Paige