Thread: [Quickfix-users] 35=h does not return a 0,1,2,3 etc. .....
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From: Contact B. T. <co...@bl...> - 2011-03-11 20:24:54
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I am in the process of starting a QuickFix project with the NADEX exchange which uses FIXT11 and FiX5SP2. I am using the Martket Data Gateway, in response to the 35=A message, NADEX returns a 35=h message. Within this message, tag 336 TradingSessionID is returned as 'Nadex' , not 0,1,2,3,etc as specified by the Dictionary. This causes QuickFix to reject the message completely and never setup a session for further usage. So, I need some guidance on how to attack this problem. Any thoughts? Best Regards Dean Reese BlackWave Technologies www.blackwavetechnologies.com |
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From: Grant B. <gbi...@co...> - 2011-03-11 21:21:25
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Normally, I'd guess that NADEX has made customizations to their FIX DataDictionary, as most counterparties do. In this case, though, I'm not sure why QuickFIX is rejecting it. According to Fiximate (http://fixprotocol.org/FIXimate3.0/), tag 336 (TradingSessionID) is a string type. QF shouldn't care about the value in a string field, it should just relay it to your app's logic. Can you post the troublesome message that you got from NADEX? (Please convert the NULL characters to spaces or pipes.) -Grant On Fri, Mar 11, 2011 at 1:57 PM, Contact BlackWave Technologies <co...@bl...> wrote: > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > > I am in the process of starting a QuickFix project with the NADEX exchange which uses FIXT11 and FiX5SP2. > I am using the Martket Data Gateway, in response to the 35=A message, NADEX returns a 35=h message. Within this message, tag 336 – TradingSessionID is returned as 'Nadex' , not 0,1,2,3,etc as specified by the Dictionary. This causes QuickFix to reject the message completely and never setup a session for further usage. > So, I need some guidance on how to attack this problem. Any thoughts? > Best Regards > Dean Reese > BlackWave Technologies > www.blackwavetechnologies.com > ------------------------------------------------------------------------------ > Colocation vs. Managed Hosting > A question and answer guide to determining the best fit > for your organization - today and in the future. > http://p.sf.net/sfu/internap-sfd2d > _______________________________________________ > Quickfix-users mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-users > > |
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From: Dean R. <co...@bl...> - 2011-03-11 21:53:58
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Grant -- Thank you for the response: Here is the complete listing. <outgoing> (8=FIXT.1.1 9=106 35=A 34=1 49=ABC123-MD 52=20110311-21:40:37.359 56=NDXMD 98=0 108=30 141=Y 553=ABC123 554=password 1137=9 10=127 ) <event> (Initiated logon request) <incoming> (8=FIXT.1.1 9=82 35=A 34=1 56=ABC123-MD 49=NDXMD 52=20110311-21:40:38.527 141=Y 108=30 1137=9 98=0 10=139 ) <event> (Logon contains ResetSeqNumFlag=Y, reseting sequence numbers to 1) ---------- fromAdmin ------------- (8=FIXT.1.1 9=82 35=A 34=1 49=NDXMD 52=20110311-21:40:38.527 56=ABC123-MD 98=0 108=30 141=Y 1137=9 10=139 <event> (Received logon response) ---------- onLogon ------------- <incoming> (8=FIXT.1.1 9=73 35=h 34=2 56=ABC123-MD 49=NDXMD 52=20110311-21:40:38.855 336=Nadex 340=2 10=255 ) <event> (Message 2 Rejected: Value is incorrect (out of range) for this tag:336) ---------- toAdmin ------------- <20110311-21:40:38.671, FIXT.1.1:ABC123-MD->NDXMD, outgoing> (8=FIXT.1.1 9=132 35=3 34=2 49=ABC123-MD 52=20110311-21:40:38.671 56=NDXMD 45=2 58=Value is incorrect (out of range) for this tag 371=336 372=h 373=5 10=212 ) The culprit looks to be after the 35=h message is received by QuickFix. The (Message 2 Rejected: ... ) line. Best Regards Dean On 3/11/2011 4:21 PM, Grant Birchmeier wrote: > Normally, I'd guess that NADEX has made customizations to their FIX > DataDictionary, as most counterparties do. > > In this case, though, I'm not sure why QuickFIX is rejecting it. > According to Fiximate (http://fixprotocol.org/FIXimate3.0/), tag 336 > (TradingSessionID) is a string type. QF shouldn't care about the > value in a string field, it should just relay it to your app's logic. > > Can you post the troublesome message that you got from NADEX? (Please > convert the NULL characters to spaces or pipes.) > > -Grant > > On Fri, Mar 11, 2011 at 1:57 PM, Contact BlackWave Technologies > <co...@bl...> wrote: >> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html >> QuickFIX Support: http://www.quickfixengine.org/services.html >> >> >> I am in the process of starting a QuickFix project with the NADEX exchange which uses FIXT11 and FiX5SP2. >> I am using the Martket Data Gateway, in response to the 35=A message, NADEX returns a 35=h message. Within this message, tag 336 – TradingSessionID is returned as 'Nadex' , not 0,1,2,3,etc as specified by the Dictionary. This causes QuickFix to reject the message completely and never setup a session for further usage. >> So, I need some guidance on how to attack this problem. Any thoughts? >> Best Regards >> Dean Reese >> BlackWave Technologies >> www.blackwavetechnologies.com >> ------------------------------------------------------------------------------ >> Colocation vs. Managed Hosting >> A question and answer guide to determining the best fit >> for your organization - today and in the future. >> http://p.sf.net/sfu/internap-sfd2d >> _______________________________________________ >> Quickfix-users mailing list >> Qui...@li... >> https://lists.sourceforge.net/lists/listinfo/quickfix-users >> >> > |
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From: Contact B. T. <co...@bl...> - 2011-03-15 17:34:00
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Grant - Any thoughts on the messages that I posted? -Dean On 3/11/11 4:21 PM, "Grant Birchmeier" <gbi...@co...> wrote: >Normally, I'd guess that NADEX has made customizations to their FIX >DataDictionary, as most counterparties do. > >In this case, though, I'm not sure why QuickFIX is rejecting it. >According to Fiximate (http://fixprotocol.org/FIXimate3.0/), tag 336 >(TradingSessionID) is a string type. QF shouldn't care about the >value in a string field, it should just relay it to your app's logic. > >Can you post the troublesome message that you got from NADEX? (Please >convert the NULL characters to spaces or pipes.) > >-Grant > >On Fri, Mar 11, 2011 at 1:57 PM, Contact BlackWave Technologies ><co...@bl...> wrote: >> QuickFIX Documentation: >>http://www.quickfixengine.org/quickfix/doc/html/index.html >> QuickFIX Support: http://www.quickfixengine.org/services.html >> >> >> I am in the process of starting a QuickFix project with the NADEX >>exchange which uses FIXT11 and FiX5SP2. >> I am using the Martket Data Gateway, in response to the 35=A message, >>NADEX returns a 35=h message. Within this message, tag 336 >>TradingSessionID is returned as 'Nadex' , not 0,1,2,3,etc as specified >>by the Dictionary. This causes QuickFix to reject the message >>completely and never setup a session for further usage. >> So, I need some guidance on how to attack this problem. Any thoughts? >> Best Regards >> Dean Reese >> BlackWave Technologies >> www.blackwavetechnologies.com >> >>------------------------------------------------------------------------- >>----- >> Colocation vs. Managed Hosting >> A question and answer guide to determining the best fit >> for your organization - today and in the future. >> http://p.sf.net/sfu/internap-sfd2d >> _______________________________________________ >> Quickfix-users mailing list >> Qui...@li... >> https://lists.sourceforge.net/lists/listinfo/quickfix-users >> >> > |
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From: Grant B. <gbi...@co...> - 2011-03-17 18:55:34
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Are you using the default data dictionary that comes with QF, or have you made modifications? Do you have UseDataDictionary=Y in your spec? On Tue, Mar 15, 2011 at 1:33 PM, Contact BlackWave Technologies <co...@bl...> wrote: > Grant - > > Any thoughts on the messages that I posted? > > -Dean > > > > On 3/11/11 4:21 PM, "Grant Birchmeier" <gbi...@co...> wrote: > >>Normally, I'd guess that NADEX has made customizations to their FIX >>DataDictionary, as most counterparties do. >> >>In this case, though, I'm not sure why QuickFIX is rejecting it. >>According to Fiximate (http://fixprotocol.org/FIXimate3.0/), tag 336 >>(TradingSessionID) is a string type. QF shouldn't care about the >>value in a string field, it should just relay it to your app's logic. >> >>Can you post the troublesome message that you got from NADEX? (Please >>convert the NULL characters to spaces or pipes.) >> >>-Grant >> >>On Fri, Mar 11, 2011 at 1:57 PM, Contact BlackWave Technologies >><co...@bl...> wrote: >>> QuickFIX Documentation: >>>http://www.quickfixengine.org/quickfix/doc/html/index.html >>> QuickFIX Support: http://www.quickfixengine.org/services.html >>> >>> >>> I am in the process of starting a QuickFix project with the NADEX >>>exchange which uses FIXT11 and FiX5SP2. >>> I am using the Martket Data Gateway, in response to the 35=A message, >>>NADEX returns a 35=h message. Within this message, tag 336 >>>TradingSessionID is returned as 'Nadex' , not 0,1,2,3,etc as specified >>>by the Dictionary. This causes QuickFix to reject the message >>>completely and never setup a session for further usage. >>> So, I need some guidance on how to attack this problem. Any thoughts? >>> Best Regards >>> Dean Reese >>> BlackWave Technologies >>> www.blackwavetechnologies.com >>> >>>------------------------------------------------------------------------- >>>----- >>> Colocation vs. Managed Hosting >>> A question and answer guide to determining the best fit >>> for your organization - today and in the future. >>> http://p.sf.net/sfu/internap-sfd2d >>> _______________________________________________ >>> Quickfix-users mailing list >>> Qui...@li... >>> https://lists.sourceforge.net/lists/listinfo/quickfix-users >>> >>> >> > > > |
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From: Contact B. T. <co...@bl...> - 2011-03-17 19:38:45
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Yes -- I using the UseDataDictionary=Y flag. I am using the base dictionary, I have tried making changes to field 336 (the apparent culprit) and have not found a combination that avoids the error. On 3/17/11 1:55 PM, "Grant Birchmeier" <gbi...@co...> wrote: >Are you using the default data dictionary that comes with QF, or have >you made modifications? Do you have UseDataDictionary=Y in your spec? > >On Tue, Mar 15, 2011 at 1:33 PM, Contact BlackWave Technologies ><co...@bl...> wrote: >> Grant - >> >> Any thoughts on the messages that I posted? >> >> -Dean >> >> >> >> On 3/11/11 4:21 PM, "Grant Birchmeier" <gbi...@co...> >>wrote: >> >>>Normally, I'd guess that NADEX has made customizations to their FIX >>>DataDictionary, as most counterparties do. >>> >>>In this case, though, I'm not sure why QuickFIX is rejecting it. >>>According to Fiximate (http://fixprotocol.org/FIXimate3.0/), tag 336 >>>(TradingSessionID) is a string type. QF shouldn't care about the >>>value in a string field, it should just relay it to your app's logic. >>> >>>Can you post the troublesome message that you got from NADEX? (Please >>>convert the NULL characters to spaces or pipes.) >>> >>>-Grant >>> >>>On Fri, Mar 11, 2011 at 1:57 PM, Contact BlackWave Technologies >>><co...@bl...> wrote: >>>> QuickFIX Documentation: >>>>http://www.quickfixengine.org/quickfix/doc/html/index.html >>>> QuickFIX Support: http://www.quickfixengine.org/services.html >>>> >>>> >>>> I am in the process of starting a QuickFix project with the NADEX >>>>exchange which uses FIXT11 and FiX5SP2. >>>> I am using the Martket Data Gateway, in response to the 35=A message, >>>>NADEX returns a 35=h message. Within this message, tag 336 >>>>TradingSessionID is returned as 'Nadex' , not 0,1,2,3,etc as specified >>>>by the Dictionary. This causes QuickFix to reject the message >>>>completely and never setup a session for further usage. >>>> So, I need some guidance on how to attack this problem. Any thoughts? >>>> Best Regards >>>> Dean Reese >>>> BlackWave Technologies >>>> www.blackwavetechnologies.com >>>> >>>>----------------------------------------------------------------------- >>>>-- >>>>----- >>>> Colocation vs. Managed Hosting >>>> A question and answer guide to determining the best fit >>>> for your organization - today and in the future. >>>> http://p.sf.net/sfu/internap-sfd2d >>>> _______________________________________________ >>>> Quickfix-users mailing list >>>> Qui...@li... >>>> https://lists.sourceforge.net/lists/listinfo/quickfix-users >>>> >>>> >>> >> >> >> > |
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From: John V. <jva...@co...> - 2011-03-17 20:03:05
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What's in your configuration file? I'm just looking at the setup for the executor project that ships with QuickFIX. Are you using both the TransportDataDictionary and the AppDataDictionary? You need to specify the FIXT11.xml file as your TransportDataDictionary and FIX50.xml as your AppDataDictionary. UseDataDictionary is Y by default so you don't even need that--I think. What does your application config. file look like? John Vatianou Connamara Systems, LLC 2011/3/17 Contact BlackWave Technologies <co...@bl...> > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > Yes -- I using the UseDataDictionary=Y flag. I am using the base > dictionary, I have tried making changes to field 336 (the apparent > culprit) and have not found a combination that avoids the error. > > > > > > On 3/17/11 1:55 PM, "Grant Birchmeier" <gbi...@co...> wrote: > > >Are you using the default data dictionary that comes with QF, or have > >you made modifications? Do you have UseDataDictionary=Y in your spec? > > > >On Tue, Mar 15, 2011 at 1:33 PM, Contact BlackWave Technologies > ><co...@bl...> wrote: > >> Grant - > >> > >> Any thoughts on the messages that I posted? > >> > >> -Dean > >> > >> > >> > >> On 3/11/11 4:21 PM, "Grant Birchmeier" <gbi...@co...> > >>wrote: > >> > >>>Normally, I'd guess that NADEX has made customizations to their FIX > >>>DataDictionary, as most counterparties do. > >>> > >>>In this case, though, I'm not sure why QuickFIX is rejecting it. > >>>According to Fiximate (http://fixprotocol.org/FIXimate3.0/), tag 336 > >>>(TradingSessionID) is a string type. QF shouldn't care about the > >>>value in a string field, it should just relay it to your app's logic. > >>> > >>>Can you post the troublesome message that you got from NADEX? (Please > >>>convert the NULL characters to spaces or pipes.) > >>> > >>>-Grant > >>> > >>>On Fri, Mar 11, 2011 at 1:57 PM, Contact BlackWave Technologies > >>><co...@bl...> wrote: > >>>> QuickFIX Documentation: > >>>>http://www.quickfixengine.org/quickfix/doc/html/index.html > >>>> QuickFIX Support: http://www.quickfixengine.org/services.html > >>>> > >>>> > >>>> I am in the process of starting a QuickFix project with the NADEX > >>>>exchange which uses FIXT11 and FiX5SP2. > >>>> I am using the Martket Data Gateway, in response to the 35=A message, > >>>>NADEX returns a 35=h message. Within this message, tag 336 > >>>>TradingSessionID is returned as 'Nadex' , not 0,1,2,3,etc as specified > >>>>by the Dictionary. This causes QuickFix to reject the message > >>>>completely and never setup a session for further usage. > >>>> So, I need some guidance on how to attack this problem. Any thoughts? > >>>> Best Regards > >>>> Dean Reese > >>>> BlackWave Technologies > >>>> www.blackwavetechnologies.com > >>>> > >>>>----------------------------------------------------------------------- > >>>>-- > >>>>----- > >>>> Colocation vs. Managed Hosting > >>>> A question and answer guide to determining the best fit > >>>> for your organization - today and in the future. > >>>> http://p.sf.net/sfu/internap-sfd2d > >>>> _______________________________________________ > >>>> Quickfix-users mailing list > >>>> Qui...@li... > >>>> https://lists.sourceforge.net/lists/listinfo/quickfix-users > >>>> > >>>> > >>> > >> > >> > >> > > > > > > > ------------------------------------------------------------------------------ > Colocation vs. Managed Hosting > A question and answer guide to determining the best fit > for your organization - today and in the future. > http://p.sf.net/sfu/internap-sfd2d > _______________________________________________ > Quickfix-users mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-users > |
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From: Contact B. T. <co...@bl...> - 2011-03-17 20:24:29
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In the SP2 data dictionary, there are some enumerated values. I have tried replacing, I have tried removing. In all cases after logon, I get errors . I get the 35=h message and QuickFix responds with an error "Unsupported Message Type" error shown below. (Received logon response) ---------- onLogon ------------- <20110317-19:53:15.234, FIXT.1.1:AGORA1-MD->NDXMD, incoming> (8=FIXT.1.1 9=7 335=h 34=2 56=AGORA1-MD 49=NDXMD 52=20110317-19:53:15.994 336=Nadex 340=2 10=015) <20110317-19:53:15.343, FIXT.1.1:AGORA1-MD->NDXMD, event> (Message 2 Rejected: Unsupported Message Type) ---------- toApp ------------- (8=FIXT.1.1 9=102 35=j 34=2 49=AGORA1-MD 52=20110317-19:53:15.343 56=NDXMD 45=2 58=Unsupported Message Type372=h380=310=127 <20110317-19:53:15.343, FIXT.1.1:AGORA1-MD->NDXMD, outgoing> (8=FIXT.1.1 9=102 35=j 34=2 49=AGORA1-MD 52=20110317-19:53:15.343 56=NDXMD 45=2 58=Unsupported Message Type372=h380=310=127) It looks to me like QuickFix does not know how to process the 35=h message and resend a reject message. On 3/17/11 1:55 PM, "Grant Birchmeier" <gbi...@co...> wrote: >Are you using the default data dictionary that comes with QF, or have >you made modifications? Do you have UseDataDictionary=Y in your spec? > >On Tue, Mar 15, 2011 at 1:33 PM, Contact BlackWave Technologies ><co...@bl...> wrote: >> Grant - >> >> Any thoughts on the messages that I posted? >> >> -Dean >> >> >> >> On 3/11/11 4:21 PM, "Grant Birchmeier" <gbi...@co...> >>wrote: >> >>>Normally, I'd guess that NADEX has made customizations to their FIX >>>DataDictionary, as most counterparties do. >>> >>>In this case, though, I'm not sure why QuickFIX is rejecting it. >>>According to Fiximate (http://fixprotocol.org/FIXimate3.0/), tag 336 >>>(TradingSessionID) is a string type. QF shouldn't care about the >>>value in a string field, it should just relay it to your app's logic. >>> >>>Can you post the troublesome message that you got from NADEX? (Please >>>convert the NULL characters to spaces or pipes.) >>> >>>-Grant >>> >>>On Fri, Mar 11, 2011 at 1:57 PM, Contact BlackWave Technologies >>><co...@bl...> wrote: >>>> QuickFIX Documentation: >>>>http://www.quickfixengine.org/quickfix/doc/html/index.html >>>> QuickFIX Support: http://www.quickfixengine.org/services.html >>>> >>>> >>>> I am in the process of starting a QuickFix project with the NADEX >>>>exchange which uses FIXT11 and FiX5SP2. >>>> I am using the Martket Data Gateway, in response to the 35=A message, >>>>NADEX returns a 35=h message. Within this message, tag 336 >>>>TradingSessionID is returned as 'Nadex' , not 0,1,2,3,etc as specified >>>>by the Dictionary. This causes QuickFix to reject the message >>>>completely and never setup a session for further usage. >>>> So, I need some guidance on how to attack this problem. Any thoughts? >>>> Best Regards >>>> Dean Reese >>>> BlackWave Technologies >>>> www.blackwavetechnologies.com >>>> >>>>----------------------------------------------------------------------- >>>>-- >>>>----- >>>> Colocation vs. Managed Hosting >>>> A question and answer guide to determining the best fit >>>> for your organization - today and in the future. >>>> http://p.sf.net/sfu/internap-sfd2d >>>> _______________________________________________ >>>> Quickfix-users mailing list >>>> Qui...@li... >>>> https://lists.sourceforge.net/lists/listinfo/quickfix-users >>>> >>>> >>> >> >> >> > |
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From: Contact B. T. <co...@bl...> - 2011-03-17 20:55:06
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John -- I tried both of those suggestions. No success in either case. On 3/17/11 1:55 PM, "Grant Birchmeier" <gbi...@co...> wrote: >Are you using the default data dictionary that comes with QF, or have >you made modifications? Do you have UseDataDictionary=Y in your spec? > >On Tue, Mar 15, 2011 at 1:33 PM, Contact BlackWave Technologies ><co...@bl...> wrote: >> Grant - >> >> Any thoughts on the messages that I posted? >> >> -Dean >> >> >> >> On 3/11/11 4:21 PM, "Grant Birchmeier" <gbi...@co...> >>wrote: >> >>>Normally, I'd guess that NADEX has made customizations to their FIX >>>DataDictionary, as most counterparties do. >>> >>>In this case, though, I'm not sure why QuickFIX is rejecting it. >>>According to Fiximate (http://fixprotocol.org/FIXimate3.0/), tag 336 >>>(TradingSessionID) is a string type. QF shouldn't care about the >>>value in a string field, it should just relay it to your app's logic. >>> >>>Can you post the troublesome message that you got from NADEX? (Please >>>convert the NULL characters to spaces or pipes.) >>> >>>-Grant >>> >>>On Fri, Mar 11, 2011 at 1:57 PM, Contact BlackWave Technologies >>><co...@bl...> wrote: >>>> QuickFIX Documentation: >>>>http://www.quickfixengine.org/quickfix/doc/html/index.html >>>> QuickFIX Support: http://www.quickfixengine.org/services.html >>>> >>>> >>>> I am in the process of starting a QuickFix project with the NADEX >>>>exchange which uses FIXT11 and FiX5SP2. >>>> I am using the Martket Data Gateway, in response to the 35=A message, >>>>NADEX returns a 35=h message. Within this message, tag 336 >>>>TradingSessionID is returned as 'Nadex' , not 0,1,2,3,etc as specified >>>>by the Dictionary. This causes QuickFix to reject the message >>>>completely and never setup a session for further usage. >>>> So, I need some guidance on how to attack this problem. Any thoughts? >>>> Best Regards >>>> Dean Reese >>>> BlackWave Technologies >>>> www.blackwavetechnologies.com >>>> >>>>----------------------------------------------------------------------- >>>>-- >>>>----- >>>> Colocation vs. Managed Hosting >>>> A question and answer guide to determining the best fit >>>> for your organization - today and in the future. >>>> http://p.sf.net/sfu/internap-sfd2d >>>> _______________________________________________ >>>> Quickfix-users mailing list >>>> Qui...@li... >>>> https://lists.sourceforge.net/lists/listinfo/quickfix-users >>>> >>>> >>> >> >> >> > |
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From: John V. <jva...@co...> - 2011-03-17 21:33:14
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I'm going to see if I can replicate this via the acceptance testing framework. John Vatianou Connamara Systems, LLC 2011/3/17 Contact BlackWave Technologies <co...@bl...> > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > John -- > > I tried both of those suggestions. No success in either case. > > > > > > > > > > On 3/17/11 1:55 PM, "Grant Birchmeier" <gbi...@co...> wrote: > > >Are you using the default data dictionary that comes with QF, or have > >you made modifications? Do you have UseDataDictionary=Y in your spec? > > > >On Tue, Mar 15, 2011 at 1:33 PM, Contact BlackWave Technologies > ><co...@bl...> wrote: > >> Grant - > >> > >> Any thoughts on the messages that I posted? > >> > >> -Dean > >> > >> > >> > >> On 3/11/11 4:21 PM, "Grant Birchmeier" <gbi...@co...> > >>wrote: > >> > >>>Normally, I'd guess that NADEX has made customizations to their FIX > >>>DataDictionary, as most counterparties do. > >>> > >>>In this case, though, I'm not sure why QuickFIX is rejecting it. > >>>According to Fiximate (http://fixprotocol.org/FIXimate3.0/), tag 336 > >>>(TradingSessionID) is a string type. QF shouldn't care about the > >>>value in a string field, it should just relay it to your app's logic. > >>> > >>>Can you post the troublesome message that you got from NADEX? (Please > >>>convert the NULL characters to spaces or pipes.) > >>> > >>>-Grant > >>> > >>>On Fri, Mar 11, 2011 at 1:57 PM, Contact BlackWave Technologies > >>><co...@bl...> wrote: > >>>> QuickFIX Documentation: > >>>>http://www.quickfixengine.org/quickfix/doc/html/index.html > >>>> QuickFIX Support: http://www.quickfixengine.org/services.html > >>>> > >>>> > >>>> I am in the process of starting a QuickFix project with the NADEX > >>>>exchange which uses FIXT11 and FiX5SP2. > >>>> I am using the Martket Data Gateway, in response to the 35=A message, > >>>>NADEX returns a 35=h message. Within this message, tag 336 > >>>>TradingSessionID is returned as 'Nadex' , not 0,1,2,3,etc as specified > >>>>by the Dictionary. This causes QuickFix to reject the message > >>>>completely and never setup a session for further usage. > >>>> So, I need some guidance on how to attack this problem. Any thoughts? > >>>> Best Regards > >>>> Dean Reese > >>>> BlackWave Technologies > >>>> www.blackwavetechnologies.com > >>>> > >>>>----------------------------------------------------------------------- > >>>>-- > >>>>----- > >>>> Colocation vs. Managed Hosting > >>>> A question and answer guide to determining the best fit > >>>> for your organization - today and in the future. > >>>> http://p.sf.net/sfu/internap-sfd2d > >>>> _______________________________________________ > >>>> Quickfix-users mailing list > >>>> Qui...@li... > >>>> https://lists.sourceforge.net/lists/listinfo/quickfix-users > >>>> > >>>> > >>> > >> > >> > >> > > > > > > > ------------------------------------------------------------------------------ > Colocation vs. Managed Hosting > A question and answer guide to determining the best fit > for your organization - today and in the future. > http://p.sf.net/sfu/internap-sfd2d > _______________________________________________ > Quickfix-users mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-users > |
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From: Contact B. T. <co...@bl...> - 2011-03-17 22:01:24
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> >Thanks John |
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From: John V. <jva...@co...> - 2011-03-18 21:47:12
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Dean:
I was not able to replicate your issue. At this point, I'm personally stuck
at what the problem is, but I did try to implement the TradingSessionStatus
using QuickFIX examples, use a Data Dictionary that did not have the
specified enum and get the same error you received, then updated the Data
Dictionary and successfully got past the TradingSessionStatus message.
Admitedly, I'm not as technical as others, so at this point, hopefully
someone else in the community can help with your issue.
I had some trouble getting the acceptance tests to work, so I decided to see
if I can get executor and tradeclient to deal with the TradingSessionStatus
message. Here's what I did in executor/Application.cpp...
#include "quickfix/fix50/TradingSessionStatus.h"
void Application::onLogon( const FIX::SessionID& sessionID )
{
FIX50::TradingSessionStatus tradingSessionStatus =
FIX50::TradingSessionStatus (
FIX::TradingSessionID("jv"),
FIX::TradSesStatus(2)
);
try
{
FIX::Session::sendToTarget( tradingSessionStatus, sessionID
);
}
catch ( FIX::SessionNotFound& ) {}
}
All I'm doing here is saying the executor should send a TradingSessionStatus
message upon successful Logon.
Next in tradeclient/Appliation.h, I added...
#include "quickfix/fix50/TradingSessionStatus.h"
void onMessage( const FIX50::TradingSessionStatus&, const FIX::SessionID& );
And in tradeclient/Application.cpp I added...
void Application::onMessage
( const FIX50::TradingSessionStatus & msg, const FIX::SessionID& )
{
FIX::TradSesStatus status;
msg.get(status);
std::cout << "trading session status received: " << status <<
std::endl;
}
Both executor and tradeclient share the same FIX50SP2.xml that ships with
QuickFIX, which contains the lines...
<field number='336' name='TradingSessionID' type='STRING'>
<value enum='1' description='DAY' />
<value enum='2' description='HALFDAY' />
<value enum='3' description='MORNING' />
<value enum='4' description='AFTERNOON' />
<value enum='5' description='EVENING' />
<value enum='6' description='AFTER_HOURS' />
<value enum='jv' description='JV' />
</field>
I fired up the executor, then tried to connect tradeclient before adding the
'jv' enum to the Data Dictionary, and I got...
<20110318-21:24:48.816, FIXT.1.1:CLIENT1->EXECUTOR, incoming>
(8=FIXT.1.1|9=79|35=h|34=38|49=EXECUTOR|52=20110318-21:24:48.816|56=CLIENT1|1128=7|336=jv|340=2|10=001|)
<20110318-21:24:48.816, FIXT.1.1:CLIENT1->EXECUTOR, event>
(Message 38 Rejected: Value is incorrect (out of range) for this tag:336)
<20110318-21:24:48.816, FIXT.1.1:CLIENT1->EXECUTOR, outgoing>
(8=FIXT.1.1|9=135|35=3|34=27|49=CLIENT1|52=20110318-21:24:48.816|56=EXECUTOR|45=38|58=Value
is incorrect (out of range) for this tag|371=336|372=h|373=5|10=221|)
I then added the enum and received...
<20110318-21:25:57.459, FIXT.1.1:CLIENT1->EXECUTOR, incoming>
(8=FIXT.1.1|9=79|35=h|34=40|49=EXECUTOR|52=20110318-21:25:57.459|56=CLIENT1|1128=7|336=jv|340=2|10=254|)
trading session status received: 2
IN:
8=FIXT.1.1|9=79|35=h|34=40|49=EXECUTOR|52=20110318-21:25:57.459|56=CLIENT1|1128=7|336=jv|340=2|10=254|
Then the application successfully heartbeat with each other.
Sorry, I could not replicate your problem. Seems like the Data Dictionary
update worked for me. So something else must be going on.
Regards,
John Vatianou
Connamara Systems, LLC
On Thu, Mar 17, 2011 at 6:01 PM, Contact BlackWave Technologies <
co...@bl...> wrote:
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> >
> >Thanks John
>
>
>
>
>
> ------------------------------------------------------------------------------
> Colocation vs. Managed Hosting
> A question and answer guide to determining the best fit
> for your organization - today and in the future.
> http://p.sf.net/sfu/internap-sfd2d
> _______________________________________________
> Quickfix-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-users
>
|
|
From: Contact B. T. <co...@bl...> - 2011-03-19 19:27:37
|
I am using the C#/.Net version -- Is there a chance that the C#/.Net
version is different or does not work the same?
>Dean:
>
>I was not able to replicate your issue. At this point, I'm personally
>stuck
>at what the problem is, but I did try to implement the
>TradingSessionStatus
>using QuickFIX examples, use a Data Dictionary that did not have the
>specified enum and get the same error you received, then updated the Data
>Dictionary and successfully got past the TradingSessionStatus message.
>Admitedly, I'm not as technical as others, so at this point, hopefully
>someone else in the community can help with your issue.
>
>I had some trouble getting the acceptance tests to work, so I decided to
>see
>if I can get executor and tradeclient to deal with the
>TradingSessionStatus
>message. Here's what I did in executor/Application.cpp...
>
>#include "quickfix/fix50/TradingSessionStatus.h"
>
>void Application::onLogon( const FIX::SessionID& sessionID )
> {
> FIX50::TradingSessionStatus tradingSessionStatus =
>FIX50::TradingSessionStatus (
> FIX::TradingSessionID("jv"),
> FIX::TradSesStatus(2)
> );
>
> try
> {
> FIX::Session::sendToTarget( tradingSessionStatus,
>sessionID
>);
> }
> catch ( FIX::SessionNotFound& ) {}
> }
>
>All I'm doing here is saying the executor should send a
>TradingSessionStatus
>message upon successful Logon.
>
>Next in tradeclient/Appliation.h, I added...
>#include "quickfix/fix50/TradingSessionStatus.h"
>void onMessage( const FIX50::TradingSessionStatus&, const FIX::SessionID&
>);
>
>And in tradeclient/Application.cpp I added...
>void Application::onMessage
>( const FIX50::TradingSessionStatus & msg, const FIX::SessionID& )
>{
> FIX::TradSesStatus status;
> msg.get(status);
> std::cout << "trading session status received: " << status <<
>std::endl;
>}
>
>Both executor and tradeclient share the same FIX50SP2.xml that ships with
>QuickFIX, which contains the lines...
><field number='336' name='TradingSessionID' type='STRING'>
> <value enum='1' description='DAY' />
> <value enum='2' description='HALFDAY' />
> <value enum='3' description='MORNING' />
> <value enum='4' description='AFTERNOON' />
> <value enum='5' description='EVENING' />
> <value enum='6' description='AFTER_HOURS' />
> <value enum='jv' description='JV' />
> </field>
>
>I fired up the executor, then tried to connect tradeclient before adding
>the
>'jv' enum to the Data Dictionary, and I got...
><20110318-21:24:48.816, FIXT.1.1:CLIENT1->EXECUTOR, incoming>
>
>(8=FIXT.1.1|9=79|35=h|34=38|49=EXECUTOR|52=20110318-21:24:48.816|56=CLIENT
>1|1128=7|336=jv|340=2|10=001|)
><20110318-21:24:48.816, FIXT.1.1:CLIENT1->EXECUTOR, event>
> (Message 38 Rejected: Value is incorrect (out of range) for this
>tag:336)
><20110318-21:24:48.816, FIXT.1.1:CLIENT1->EXECUTOR, outgoing>
>
>(8=FIXT.1.1|9=135|35=3|34=27|49=CLIENT1|52=20110318-21:24:48.816|56=EXECUT
>OR|45=38|58=Value
>is incorrect (out of range) for this tag|371=336|372=h|373=5|10=221|)
>
>I then added the enum and received...
><20110318-21:25:57.459, FIXT.1.1:CLIENT1->EXECUTOR, incoming>
>
>(8=FIXT.1.1|9=79|35=h|34=40|49=EXECUTOR|52=20110318-21:25:57.459|56=CLIENT
>1|1128=7|336=jv|340=2|10=254|)
>trading session status received: 2
>
>IN:
>8=FIXT.1.1|9=79|35=h|34=40|49=EXECUTOR|52=20110318-21:25:57.459|56=CLIENT1
>|1128=7|336=jv|340=2|10=254|
>
>Then the application successfully heartbeat with each other.
>
>Sorry, I could not replicate your problem. Seems like the Data Dictionary
>update worked for me. So something else must be going on.
>
>Regards,
>John Vatianou
>Connamara Systems, LLC
>
>On Thu, Mar 17, 2011 at 6:01 PM, Contact BlackWave Technologies <
>co...@bl...> wrote:
>
>> QuickFIX Documentation:
>> http://www.quickfixengine.org/quickfix/doc/html/index.html
>> QuickFIX Support: http://www.quickfixengine.org/services.html
>>
>> >
>> >Thanks John
>>
>>
>>
>>
>>
>>
>>-------------------------------------------------------------------------
>>-----
>> Colocation vs. Managed Hosting
>> A question and answer guide to determining the best fit
>> for your organization - today and in the future.
>> http://p.sf.net/sfu/internap-sfd2d
>> _______________________________________________
>> Quickfix-users mailing list
>> Qui...@li...
>> https://lists.sourceforge.net/lists/listinfo/quickfix-users
>>
|
|
From: John V. <jva...@co...> - 2011-03-21 16:35:54
|
I should think that the different versions have the same functionality. John Vatianou Connamara Systems, LLC On Sat, Mar 19, 2011 at 3:27 PM, Contact BlackWave Technologies < co...@bl...> wrote: > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > I am using the C#/.Net version -- Is there a chance that the C#/.Net > version is different or does not work the same? > > > > > >Dean: > > > >I was not able to replicate your issue. At this point, I'm personally > >stuck > >at what the problem is, but I did try to implement the > >TradingSessionStatus > >using QuickFIX examples, use a Data Dictionary that did not have the > >specified enum and get the same error you received, then updated the Data > >Dictionary and successfully got past the TradingSessionStatus message. > >Admitedly, I'm not as technical as others, so at this point, hopefully > >someone else in the community can help with your issue. > > > >I had some trouble getting the acceptance tests to work, so I decided to > >see > >if I can get executor and tradeclient to deal with the > >TradingSessionStatus > >message. Here's what I did in executor/Application.cpp... > > > >#include "quickfix/fix50/TradingSessionStatus.h" > > > >void Application::onLogon( const FIX::SessionID& sessionID ) > > { > > FIX50::TradingSessionStatus tradingSessionStatus = > >FIX50::TradingSessionStatus ( > > FIX::TradingSessionID("jv"), > > FIX::TradSesStatus(2) > > ); > > > > try > > { > > FIX::Session::sendToTarget( tradingSessionStatus, > >sessionID > >); > > } > > catch ( FIX::SessionNotFound& ) {} > > } > > > >All I'm doing here is saying the executor should send a > >TradingSessionStatus > >message upon successful Logon. > > > >Next in tradeclient/Appliation.h, I added... > >#include "quickfix/fix50/TradingSessionStatus.h" > >void onMessage( const FIX50::TradingSessionStatus&, const FIX::SessionID& > >); > > > >And in tradeclient/Application.cpp I added... > >void Application::onMessage > >( const FIX50::TradingSessionStatus & msg, const FIX::SessionID& ) > >{ > > FIX::TradSesStatus status; > > msg.get(status); > > std::cout << "trading session status received: " << status << > >std::endl; > >} > > > >Both executor and tradeclient share the same FIX50SP2.xml that ships with > >QuickFIX, which contains the lines... > ><field number='336' name='TradingSessionID' type='STRING'> > > <value enum='1' description='DAY' /> > > <value enum='2' description='HALFDAY' /> > > <value enum='3' description='MORNING' /> > > <value enum='4' description='AFTERNOON' /> > > <value enum='5' description='EVENING' /> > > <value enum='6' description='AFTER_HOURS' /> > > <value enum='jv' description='JV' /> > > </field> > > > >I fired up the executor, then tried to connect tradeclient before adding > >the > >'jv' enum to the Data Dictionary, and I got... > ><20110318-21:24:48.816, FIXT.1.1:CLIENT1->EXECUTOR, incoming> > > > >(8=FIXT.1.1|9=79|35=h|34=38|49=EXECUTOR|52=20110318-21:24:48.816|56=CLIENT > >1|1128=7|336=jv|340=2|10=001|) > ><20110318-21:24:48.816, FIXT.1.1:CLIENT1->EXECUTOR, event> > > (Message 38 Rejected: Value is incorrect (out of range) for this > >tag:336) > ><20110318-21:24:48.816, FIXT.1.1:CLIENT1->EXECUTOR, outgoing> > > > >(8=FIXT.1.1|9=135|35=3|34=27|49=CLIENT1|52=20110318-21:24:48.816|56=EXECUT > >OR|45=38|58=Value > >is incorrect (out of range) for this tag|371=336|372=h|373=5|10=221|) > > > >I then added the enum and received... > ><20110318-21:25:57.459, FIXT.1.1:CLIENT1->EXECUTOR, incoming> > > > >(8=FIXT.1.1|9=79|35=h|34=40|49=EXECUTOR|52=20110318-21:25:57.459|56=CLIENT > >1|1128=7|336=jv|340=2|10=254|) > >trading session status received: 2 > > > >IN: > >8=FIXT.1.1|9=79|35=h|34=40|49=EXECUTOR|52=20110318-21:25:57.459|56=CLIENT1 > >|1128=7|336=jv|340=2|10=254| > > > >Then the application successfully heartbeat with each other. > > > >Sorry, I could not replicate your problem. Seems like the Data Dictionary > >update worked for me. So something else must be going on. > > > >Regards, > >John Vatianou > >Connamara Systems, LLC > > > >On Thu, Mar 17, 2011 at 6:01 PM, Contact BlackWave Technologies < > >co...@bl...> wrote: > > > >> QuickFIX Documentation: > >> http://www.quickfixengine.org/quickfix/doc/html/index.html > >> QuickFIX Support: http://www.quickfixengine.org/services.html > >> > >> > > >> >Thanks John > >> > >> > >> > >> > >> > >> > >>------------------------------------------------------------------------- > >>----- > >> Colocation vs. Managed Hosting > >> A question and answer guide to determining the best fit > >> for your organization - today and in the future. > >> http://p.sf.net/sfu/internap-sfd2d > >> _______________________________________________ > >> Quickfix-users mailing list > >> Qui...@li... > >> https://lists.sourceforge.net/lists/listinfo/quickfix-users > >> > > > > > ------------------------------------------------------------------------------ > Colocation vs. Managed Hosting > A question and answer guide to determining the best fit > for your organization - today and in the future. > http://p.sf.net/sfu/internap-sfd2d > _______________________________________________ > Quickfix-users mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-users > |
|
From: Contact B. T. <co...@bl...> - 2011-03-21 23:26:38
|
After a lot of trial and error and some fluke luck -- it seems my entire issue had to do with threading. As soon as I inserted a delay in processing the the 35=h message, everything worked. Strange and bizarre -- sounds like a bug to me. Thanks for the help and patience. Best Regards Dean Reese BlackWave Technologies www.blackwavetechnologies.com > |
|
From: John V. <jva...@co...> - 2011-03-17 19:15:38
|
Dean: What values do you have in your Data Dictionary for Tag 336? Per Grant, this field is a String field, and QF should accept any string therein. Are you using a Data Dictionary? I just checked an example Data Dictionary that ships with QuickFIX...FIX50.xml... <field number='336' name='TradingSessionID' type='STRING' /> What's in yours? John On Tue, Mar 15, 2011 at 1:33 PM, Contact BlackWave Technologies < co...@bl...> wrote: > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > Grant - > > Any thoughts on the messages that I posted? > > -Dean > > > > On 3/11/11 4:21 PM, "Grant Birchmeier" <gbi...@co...> wrote: > > >Normally, I'd guess that NADEX has made customizations to their FIX > >DataDictionary, as most counterparties do. > > > >In this case, though, I'm not sure why QuickFIX is rejecting it. > >According to Fiximate (http://fixprotocol.org/FIXimate3.0/), tag 336 > >(TradingSessionID) is a string type. QF shouldn't care about the > >value in a string field, it should just relay it to your app's logic. > > > >Can you post the troublesome message that you got from NADEX? (Please > >convert the NULL characters to spaces or pipes.) > > > >-Grant > > > >On Fri, Mar 11, 2011 at 1:57 PM, Contact BlackWave Technologies > ><co...@bl...> wrote: > >> QuickFIX Documentation: > >>http://www.quickfixengine.org/quickfix/doc/html/index.html > >> QuickFIX Support: http://www.quickfixengine.org/services.html > >> > >> > >> I am in the process of starting a QuickFix project with the NADEX > >>exchange which uses FIXT11 and FiX5SP2. > >> I am using the Martket Data Gateway, in response to the 35=A message, > >>NADEX returns a 35=h message. Within this message, tag 336 > >>TradingSessionID is returned as 'Nadex' , not 0,1,2,3,etc as specified > >>by the Dictionary. This causes QuickFix to reject the message > >>completely and never setup a session for further usage. > >> So, I need some guidance on how to attack this problem. Any thoughts? > >> Best Regards > >> Dean Reese > >> BlackWave Technologies > >> www.blackwavetechnologies.com > >> > >>------------------------------------------------------------------------- > >>----- > >> Colocation vs. Managed Hosting > >> A question and answer guide to determining the best fit > >> for your organization - today and in the future. > >> http://p.sf.net/sfu/internap-sfd2d > >> _______________________________________________ > >> Quickfix-users mailing list > >> Qui...@li... > >> https://lists.sourceforge.net/lists/listinfo/quickfix-users > >> > >> > > > > > > > ------------------------------------------------------------------------------ > Colocation vs. Managed Hosting > A question and answer guide to determining the best fit > for your organization - today and in the future. > http://p.sf.net/sfu/internap-sfd2d > _______________________________________________ > Quickfix-users mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-users > |
|
From: Dean R. <co...@bl...> - 2011-03-17 20:15:19
|
My full config is below. [DEFAULT] ConnectionType=initiator SenderCompID=AGORA1-MD TargetCompID=NDXMD FileLogPath=./ FileStorePath=./ LogonTimeout=15 ReconnectInterval=20 ResetOnLogon=Y ResetOnLogout=Y ScreenLogShowHeartBeats=N Timezone=America/New_York StartDay=Sunday StartTime=00:00:00 EndDay=Sunday EndTime=00:00:00 ValidateUserDefinedFields=N ValidateFieldsHaveValues=N ValidateFieldsOutOfOrder=N AllowUnknownMsgFields=Y SocketTcpNoDelay=Y UseDataDictionary=Y [SESSION] BeginString=FIXT.1.1 DefaultApplVerID=FIX.5.0SP2 HeartBtInt=30 SocketConnectPort=7710 SocketConnectHost=demo-fix.nadex.com EncryptMethod=0 Password=password UserName=AGORA1 TransportDataDictionary=FIXT11.xml AppDataDictionary=FIX50SP2.xml On 3/17/2011 2:55 PM, Grant Birchmeier wrote: > Are you using the default data dictionary that comes with QF, or have > you made modifications? Do you have UseDataDictionary=Y in your spec? > > On Tue, Mar 15, 2011 at 1:33 PM, Contact BlackWave Technologies > <co...@bl...> wrote: >> Grant - >> >> Any thoughts on the messages that I posted? >> >> -Dean >> >> >> >> On 3/11/11 4:21 PM, "Grant Birchmeier"<gbi...@co...> wrote: >> >>> Normally, I'd guess that NADEX has made customizations to their FIX >>> DataDictionary, as most counterparties do. >>> >>> In this case, though, I'm not sure why QuickFIX is rejecting it. >>> According to Fiximate (http://fixprotocol.org/FIXimate3.0/), tag 336 >>> (TradingSessionID) is a string type. QF shouldn't care about the >>> value in a string field, it should just relay it to your app's logic. >>> >>> Can you post the troublesome message that you got from NADEX? (Please >>> convert the NULL characters to spaces or pipes.) >>> >>> -Grant >>> >>> On Fri, Mar 11, 2011 at 1:57 PM, Contact BlackWave Technologies >>> <co...@bl...> wrote: >>>> QuickFIX Documentation: >>>> http://www.quickfixengine.org/quickfix/doc/html/index.html >>>> QuickFIX Support: http://www.quickfixengine.org/services.html >>>> >>>> >>>> I am in the process of starting a QuickFix project with the NADEX >>>> exchange which uses FIXT11 and FiX5SP2. >>>> I am using the Martket Data Gateway, in response to the 35=A message, >>>> NADEX returns a 35=h message. Within this message, tag 336 >>>> TradingSessionID is returned as 'Nadex' , not 0,1,2,3,etc as specified >>>> by the Dictionary. This causes QuickFix to reject the message >>>> completely and never setup a session for further usage. >>>> So, I need some guidance on how to attack this problem. Any thoughts? >>>> Best Regards >>>> Dean Reese >>>> BlackWave Technologies >>>> www.blackwavetechnologies.com >>>> >>>> ------------------------------------------------------------------------- >>>> ----- >>>> Colocation vs. Managed Hosting >>>> A question and answer guide to determining the best fit >>>> for your organization - today and in the future. >>>> http://p.sf.net/sfu/internap-sfd2d >>>> _______________________________________________ >>>> Quickfix-users mailing list >>>> Qui...@li... >>>> https://lists.sourceforge.net/lists/listinfo/quickfix-users >>>> >>>> >> >> > |
|
From: John V. <jva...@co...> - 2011-03-17 20:27:08
|
And you've tried adding... <value enum='Nadex' description='Nadex' /> ...to the list of enums for TradingSessionID in FIX50SP2.xml? I'm assuming yes, but just wanted to check anyway. The odd part of that Data Dictionary is also that there's enums below a STRING field. I wonder, have you tried removing all the enums and just making the line read... <field number='336' name='TradingSessionID' type='STRING' /> ...? John Vatianou Connamara Systems, LLC On Thu, Mar 17, 2011 at 3:08 PM, Dean Reese < co...@bl...> wrote: > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > My full config is below. > > > [DEFAULT] > ConnectionType=initiator > SenderCompID=AGORA1-MD > TargetCompID=NDXMD > FileLogPath=./ > FileStorePath=./ > LogonTimeout=15 > ReconnectInterval=20 > ResetOnLogon=Y > ResetOnLogout=Y > > ScreenLogShowHeartBeats=N > > Timezone=America/New_York > StartDay=Sunday > StartTime=00:00:00 > EndDay=Sunday > EndTime=00:00:00 > > ValidateUserDefinedFields=N > ValidateFieldsHaveValues=N > ValidateFieldsOutOfOrder=N > AllowUnknownMsgFields=Y > SocketTcpNoDelay=Y > > UseDataDictionary=Y > > > [SESSION] > BeginString=FIXT.1.1 > DefaultApplVerID=FIX.5.0SP2 > HeartBtInt=30 > SocketConnectPort=7710 > SocketConnectHost=demo-fix.nadex.com > > EncryptMethod=0 > Password=password > UserName=AGORA1 > TransportDataDictionary=FIXT11.xml > AppDataDictionary=FIX50SP2.xml > > > > > > On 3/17/2011 2:55 PM, Grant Birchmeier wrote: > > Are you using the default data dictionary that comes with QF, or have > > you made modifications? Do you have UseDataDictionary=Y in your spec? > > > > On Tue, Mar 15, 2011 at 1:33 PM, Contact BlackWave Technologies > > <co...@bl...> wrote: > >> Grant - > >> > >> Any thoughts on the messages that I posted? > >> > >> -Dean > >> > >> > >> > >> On 3/11/11 4:21 PM, "Grant Birchmeier"<gbi...@co...> > wrote: > >> > >>> Normally, I'd guess that NADEX has made customizations to their FIX > >>> DataDictionary, as most counterparties do. > >>> > >>> In this case, though, I'm not sure why QuickFIX is rejecting it. > >>> According to Fiximate (http://fixprotocol.org/FIXimate3.0/), tag 336 > >>> (TradingSessionID) is a string type. QF shouldn't care about the > >>> value in a string field, it should just relay it to your app's logic. > >>> > >>> Can you post the troublesome message that you got from NADEX? (Please > >>> convert the NULL characters to spaces or pipes.) > >>> > >>> -Grant > >>> > >>> On Fri, Mar 11, 2011 at 1:57 PM, Contact BlackWave Technologies > >>> <co...@bl...> wrote: > >>>> QuickFIX Documentation: > >>>> http://www.quickfixengine.org/quickfix/doc/html/index.html > >>>> QuickFIX Support: http://www.quickfixengine.org/services.html > >>>> > >>>> > >>>> I am in the process of starting a QuickFix project with the NADEX > >>>> exchange which uses FIXT11 and FiX5SP2. > >>>> I am using the Martket Data Gateway, in response to the 35=A message, > >>>> NADEX returns a 35=h message. Within this message, tag 336 > >>>> TradingSessionID is returned as 'Nadex' , not 0,1,2,3,etc as > specified > >>>> by the Dictionary. This causes QuickFix to reject the message > >>>> completely and never setup a session for further usage. > >>>> So, I need some guidance on how to attack this problem. Any thoughts? > >>>> Best Regards > >>>> Dean Reese > >>>> BlackWave Technologies > >>>> www.blackwavetechnologies.com > >>>> > >>>> > ------------------------------------------------------------------------- > >>>> ----- > >>>> Colocation vs. Managed Hosting > >>>> A question and answer guide to determining the best fit > >>>> for your organization - today and in the future. > >>>> http://p.sf.net/sfu/internap-sfd2d > >>>> _______________________________________________ > >>>> Quickfix-users mailing list > >>>> Qui...@li... > >>>> https://lists.sourceforge.net/lists/listinfo/quickfix-users > >>>> > >>>> > >> > >> > > > > > ------------------------------------------------------------------------------ > Colocation vs. Managed Hosting > A question and answer guide to determining the best fit > for your organization - today and in the future. > http://p.sf.net/sfu/internap-sfd2d > _______________________________________________ > Quickfix-users mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-users > |
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