quickfix-users

[Quickfix-users] conditionally required field missing

[Mark T. K. <mke...@di...>]

we're seeing this error when an execution report with
OrdStatus=Rejected is sent to us.  the error message in the
event log doesn't name the missing field.  the BusinessMsgReject
message generated by quickfix's validation layer doesn't name
the offending field either.  the execution report looks ok to me.
it does not have an OrdRejReason field, but that field is marked
as optional in the xml file.  i can't find any code that
thinks it is required when OrdStatus is Rejected.
the FieldNotFound exception object can include a field
object, so information about the offending field should
be available in a log message.

thoughts/comments?

/mark

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Re: [Quickfix-users] conditionally required field missing

[Mark T. K. <mke...@di...>]

the offending field was OrigClOrdID, which is conditionally
required when you nack a cancel or cancel/replace.
the logging needs to be enhanced to report field
details.

/mark

Mark T. Kennedy wrote:
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
> 
> 
> we're seeing this error when an execution report with
> OrdStatus=Rejected is sent to us.  the error message in the
> event log doesn't name the missing field.  the BusinessMsgReject
> message generated by quickfix's validation layer doesn't name
> the offending field either.  the execution report looks ok to me.
> it does not have an OrdRejReason field, but that field is marked
> as optional in the xml file.  i can't find any code that
> thinks it is required when OrdStatus is Rejected.
> the FieldNotFound exception object can include a field
> object, so information about the offending field should
> be available in a log message.
> 
> thoughts/comments?
> 
> /mark
> 
> This communication and any attachments may contain
> confidential/proprietary information and is intended for information
> purposes only. It is not an invitation or offer to purchase interests
> from Diamondback.  Any representation to the contrary is unintentional. 
> This communication is intended only for the person(s) to whom it is
> addressed.  If you are not the intended recipient you are hereby
> notified that you have received this document in error and that any
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> attachments is not permitted.  If you have received this in error,
> please notify the sender immediately by e-mail and delete this message. 
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> notice is automatically appended to each e-mail message leaving
> Diamondback Capital Management.
> 
> 
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This communication and any attachments may contain confidential/proprietary information and is intended for information purposes only. It is not an invitation or offer to purchase interests from Diamondback.  Any representation to the contrary is unintentional.  This communication is intended only for the person(s) to whom it is addressed.  If you are not the intended recipient you are hereby notified that you have received this document in error and that any review, dissemination, distribution, or copying of this message or any attachments is not permitted.  If you have received this in error, please notify the sender immediately by e-mail and delete this message.  All e-mails sent to or received from this address will be received by Diamondback Capital Management's company e-mail system and is subject to archival and possible review by someone other than the recipient.  This notice is automatically appended to each e-mail message leaving Diamondback Capital Management.

Re: [Quickfix-users] conditionally required field missing

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

Mark,

What version of QuickFIX are you using?  The latest (1.12.0 and  
later) should already be logging these.  Are you maybe using a 1.11  
version?

--oren

On Nov 3, 2006, at 10:18 AM, Mark T. Kennedy wrote:

> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/ 
> html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> the offending field was OrigClOrdID, which is conditionally
> required when you nack a cancel or cancel/replace.
> the logging needs to be enhanced to report field
> details.
>
> /mark

Re: [Quickfix-users] conditionally required field missing

[Mark T. K. <mke...@di...>]

v1.11.1.  it looks like a quickfix bug.  it rejected a nack of
a new order, not a cancel nor a cancel/replace, because
OrigClOrdID was missing.  but the XML says it is optional.
the FIX spec says it is "conditionally required" for
cancels or cancel/replaces.

please advise.

/mark

Oren Miller wrote:
> Mark,
> 
> What version of QuickFIX are you using?  The latest (1.12.0 and  
> later) should already be logging these.  Are you maybe using a 1.11  
> version?
> 
> --oren
> 
> On Nov 3, 2006, at 10:18 AM, Mark T. Kennedy wrote:
> 
>> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/ 
>> html/index.html
>> QuickFIX Support: http://www.quickfixengine.org/services.html
>>
>>
>> the offending field was OrigClOrdID, which is conditionally
>> required when you nack a cancel or cancel/replace.
>> the logging needs to be enhanced to report field
>> details.
>>
>> /mark
> 
> 

This communication and any attachments may contain confidential/proprietary information and is intended for information purposes only. It is not an invitation or offer to purchase interests from Diamondback.  Any representation to the contrary is unintentional.  This communication is intended only for the person(s) to whom it is addressed.  If you are not the intended recipient you are hereby notified that you have received this document in error and that any review, dissemination, distribution, or copying of this message or any attachments is not permitted.  If you have received this in error, please notify the sender immediately by e-mail and delete this message.  All e-mails sent to or received from this address will be received by Diamondback Capital Management's company e-mail system and is subject to archival and possible review by someone other than the recipient.  This notice is automatically appended to each e-mail message leaving Diamondback Capital Management.

Re: [Quickfix-users] conditionally required field missing

[Mark T. K. <mke...@di...>]

this is FIX v4.2, btw.  /mark

Mark T. Kennedy wrote:
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
> 
> 
> v1.11.1.  it looks like a quickfix bug.  it rejected a nack of
> a new order, not a cancel nor a cancel/replace, because
> OrigClOrdID was missing.  but the XML says it is optional.
> the FIX spec says it is "conditionally required" for
> cancels or cancel/replaces.
> 
> please advise.
> 
> /mark
> 
> Oren Miller wrote:
>> Mark,
>>
>> What version of QuickFIX are you using?  The latest (1.12.0 and  
>> later) should already be logging these.  Are you maybe using a 1.11  
>> version?
>>
>> --oren
>>
>> On Nov 3, 2006, at 10:18 AM, Mark T. Kennedy wrote:
>>
>>
> 
> This communication and any attachments may contain confidential/proprietary information and is intended for information purposes only. It is not an invitation or offer to purchase interests from Diamondback.  Any representation to the contrary is unintentional.  This communication is intended only for the person(s) to whom it is addressed.  If you are not the intended recipient you are hereby notified that you have received this document in error and that any review, dissemination, distribution, or copying of this message or any attachments is not permitted.  If you have received this in error, please notify the sender immediately by e-mail and delete this message.  All e-mails sent to or received from this address will be received by Diamondback Capital Management's company e-mail system and is subject to archival and possible review by someone other than the recipient.  This notice is 
>  automatically appended to each e-mail message leaving Diamondback Capital Management.
> 
> 
> -------------------------------------------------------------------------
> Using Tomcat but need to do more? Need to support web services, security?
> Get stuff done quickly with pre-integrated technology to make your job easier
> Download IBM WebSphere Application Server v.1.0.1 based on Apache Geronimo
> http://sel.as-us.falkag.net/sel?cmd=lnk&kid=120709&bid=263057&dat=121642

Re: [Quickfix-users] conditionally required field missing

[Mark T. K. <mke...@di...>]

can someone (oren?) confirm that when using (at least) the v4.2 xml
definitions, the quickfix validation layer will incorrectly reject
a nack of a new order when OrigClOrdID is missing?  by "nack", i mean
an execution report that rejects the new order message.  recall that
OrigClOrdID is optional for new orders in a nack but required
for nacks of cancels or cancel/replace's (page 101 of the spec).

/mark

Mark T. Kennedy wrote:
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
> 
> 
> v1.11.1.  it looks like a quickfix bug.  it rejected a nack of
> a new order, not a cancel nor a cancel/replace, because
> OrigClOrdID was missing.  but the XML says it is optional.
> the FIX spec says it is "conditionally required" for
> cancels or cancel/replaces.
> 
> please advise.
> 
> /mark
> 
> Oren Miller wrote:
>> Mark,
>>
>> What version of QuickFIX are you using?  The latest (1.12.0 and  
>> later) should already be logging these.  Are you maybe using a 1.11  
>> version?
>>
>> --oren
>>
>> On Nov 3, 2006, at 10:18 AM, Mark T. Kennedy wrote:
>>
>>
> 
> This communication and any attachments may contain confidential/proprietary information and is intended for information purposes only. It is not an invitation or offer to purchase interests from Diamondback.  Any representation to the contrary is unintentional.  This communication is intended only for the person(s) to whom it is addressed.  If you are not the intended recipient you are hereby notified that you have received this document in error and that any review, dissemination, distribution, or copying of this message or any attachments is not permitted.  If you have received this in error, please notify the sender immediately by e-mail and delete this message.  All e-mails sent to or received from this address will be received by Diamondback Capital Management's company e-mail system and is subject to archival and possible review by someone other than the recipient.  This notice is 
>  automatically appended to each e-mail message leaving Diamondback Capital Management.
> 
> 
> -------------------------------------------------------------------------
> Using Tomcat but need to do more? Need to support web services, security?
> Get stuff done quickly with pre-integrated technology to make your job easier
> Download IBM WebSphere Application Server v.1.0.1 based on Apache Geronimo
> http://sel.as-us.falkag.net/sel?cmd=lnk&kid=120709&bid=263057&dat=121642

Re: [Quickfix-users] conditionally required field missing

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

Can you post the actual reject message?

--oren

On Nov 6, 2006, at 9:07 AM, Mark T. Kennedy wrote:

> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/ 
> html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> can someone (oren?) confirm that when using (at least) the v4.2 xml
> definitions, the quickfix validation layer will incorrectly reject
> a nack of a new order when OrigClOrdID is missing?  by "nack", i mean
> an execution report that rejects the new order message.  recall that
> OrigClOrdID is optional for new orders in a nack but required
> for nacks of cancels or cancel/replace's (page 101 of the spec).
>
> /mark