Hi all,
I've recently been evaluating QF as a possible replacement for an in house
FIX engine.
We connect to quite a few Brokers globally and as you can imagine they all
run different FIX engine and each have their own interpretation of FIX.
Apologies if this is a really naive question
One broker we connect to supports Business Message Reject (35=J), however
they do not support all the fields, tag 380 (Business Reject Reason)
tag 380 is a mandatory filed, so you would expect them to support it, or at
the very least ignore, however this is not the case.
Is there a way I can not send a tag on a session message ?
I've tried to find a message.unset(filed) type method that I can use in the
toApp() callback, but haven't found anything.
I could throw a 'DoNotSend' here and then create my own
BusinessRejectMessage without the tag they can't handle... BUT what would
happen if the business reject was being send as part of a resend request (eg
possDup flag is set) ? From the doco it seems that the QF session will
sequence-reset because of the possdup flag being set and the fact that I
threw the DoNotSend.
Would that be the case ? If so, then catching in toApp(), throwing the
exception and creating my own BusinessReject message would not be possible,
IMHO.
One other thing i did do, which I thought may have helped, was to make sure
that the business reject message was defined in the DataDictionary for this
particular session, and that the tag 380 was NOT in the message, I didn;t
just make it optional, I actually removed it totally.
<message name="Reject" msgtype="3" msgcat="admin">
<field name="RefSeqNum" required="Y"/>
<field name="RefTagID" required="N"/>
<field name="RefMsgType" required="N"/>
<field name="SessionRejectReason" required="N"/>
<field name="Text" required="N"/>
</message>
Which raises another question. If I create a DataDictionary for a particular
session, why does QF ignore some of it ? I know that my newOrderSingle
definition in the DataDictionary works and is being used by QF, as for this
particular session tags 48 and 22 are optional and I wasn't catching the
'Conditionally Required Field' when I tried to get the fields, so its
definitely reading the business messages, but not the Reject message, which
is an admin message.
I hope that all makes sense, I guess there are two questions here,
1. Can i delete a field from session message in toApp() callback before it
is sent ?
2, why does QF not use my reject message as defined in the data dictionary ?
Any help truly appreciated
regards
Nick
--
Nick Richardson
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