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Re: [Quickfixj-users] quickfixj and CME
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From: Chris H. <chr...@ho...> - 2007-03-05 11:32:30
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<html><div style='background-color:'><DIV class=RTE> <P>Yeah we do, for the FIX conversations we use I have some documentation on my desk that says SenderSubID is CME required as opposed to FIX required , which is fine I think.</P> <P>QuickFIXJ is doing the raw FIX fine, the CME has added restrictions to the FIX message in defining their message specification , i.e. they have writen their own message specification on top of FIX which is more restrictive on the header but still a valid thing to do.</P> <P>a) You MUST populate tag 50 on logon, for a CME logon as opposed to a generic FIX logon, this is the issue with your failed logon not what you highlight ...</P> <P>b) (The change you highlight in bold is because the last letter the missing U is the FTI (fault tolerance indicator van be U or P or B or N) i.e. its not part of the identifier as such) its NOT this that causes your error is a)<BR><BR></P><FONT style="FONT-SIZE: 11px; FONT-FAMILY: tahoma,sans-serif"> <P> <HR color=#a0c6e5 SIZE=1> </P></DIV> <BLOCKQUOTE style="PADDING-LEFT: 5px; MARGIN-LEFT: 5px; BORDER-LEFT: #a0c6e5 2px solid; MARGIN-RIGHT: 0px"> <DIV></DIV>From: <I>Vladimir Kvasov <vla...@db...></I><BR>Reply-To: <I>qui...@li...</I><BR>To: <I>qui...@li...</I><BR>Subject: <I>[Quickfixj-users] quickfixj and CME</I><BR>Date: <I>Mon, 5 Mar 2007 13:51:00 +0300</I><BR>>QuickFIX/J Documentation: http://www.quickfixj.org/documentation/<BR>>QuickFIX/J Support: http://www.quickfixj.org/support/<BR> <P> <DIV></DIV><BR> <DIV></DIV><BR><FONT face=sans-serif size=2>Hi</FONT> <DIV></DIV><BR> <DIV></DIV><BR><FONT face=sans-serif size=2>is there anyone who tried to use quickfixj <DIV></DIV>to connect CME?</FONT> <DIV></DIV><BR> <DIV></DIV><BR><FONT face=sans-serif size=2>I sent logon message:</FONT> <DIV></DIV><BR> <DIV></DIV><BR><FONT face=sans-serif size=2>8=FIX.4.2</FONT> <DIV></DIV><BR><FONT face=sans-serif size=2>9=83</FONT> <DIV></DIV><BR><FONT face=sans-serif size=2>35=A</FONT> <DIV></DIV><BR><FONT face=sans-serif size=2>34=1</FONT> <DIV></DIV><BR><FONT face=sans-serif size=2><B>49=XXX123U</B></FONT> <DIV></DIV><BR><FONT face=sans-serif size=2>52=20070301-12:18:22.505</FONT> <DIV></DIV><BR><FONT face=sans-serif size=2>56=CME</FONT> <DIV></DIV><BR><FONT face=sans-serif size=2>95=3</FONT> <DIV></DIV><BR><FONT face=sans-serif size=2>96=KXX</FONT> <DIV></DIV><BR><FONT face=sans-serif size=2>98=0</FONT> <DIV></DIV><BR><FONT face=sans-serif size=2>108=30</FONT> <DIV></DIV><BR><FONT face=sans-serif size=2>141=Y</FONT> <DIV></DIV><BR><FONT face=sans-serif size=2>10=021</FONT> <DIV></DIV><BR> <DIV></DIV><BR><FONT face=sans-serif size=2>and received logout as a result. </FONT> <DIV></DIV><BR> <DIV></DIV><BR><FONT face=sans-serif size=2>8=FIX.4.2</FONT> <DIV></DIV><BR><FONT face=sans-serif size=2>9=110</FONT> <DIV></DIV><BR><FONT face=sans-serif size=2>35=5</FONT> <DIV></DIV><BR><FONT face=sans-serif size=2>34=413</FONT> <DIV></DIV><BR><FONT face=sans-serif size=2>49=CME</FONT> <DIV></DIV><BR><FONT face=sans-serif size=2>50=G</FONT> <DIV></DIV><BR><FONT face=sans-serif size=2>52=20070301-12:47:32.372</FONT> <DIV></DIV><BR><FONT face=sans-serif size=2><B>56=XXX123</B></FONT> <DIV></DIV><BR><FONT face=sans-serif size=2>369=0</FONT> <DIV></DIV><BR><FONT face=sans-serif size=2>58=SenderSubId (50) tag is not present</FONT> <DIV></DIV><BR><FONT face=sans-serif size=2>789=1</FONT> <DIV></DIV><BR><FONT face=sans-serif size=2>10=063</FONT> <DIV></DIV><BR> <DIV></DIV><BR><FONT face=sans-serif size=2>as you can see SenderCompID in logon <DIV></DIV>message and TargetCompID in logout message differs and this fact causes <DIV></DIV>validation failure in quckfixj code.</FONT> <DIV></DIV><BR><FONT face=sans-serif size=2>does CME breaks FIX protocol or quickfixj <DIV></DIV>is too strict?</FONT> <DIV></DIV><BR> <DIV></DIV><BR> <DIV></DIV><BR><FONT face=sans-serif size=2>_________________________________<BR> <DIV></DIV>Vladimir Kvasov<BR> <DIV></DIV></FONT> <DIV></DIV><BR> <DIV></DIV><SPAN style="FONT-SIZE: 10pt; COLOR: #000000; FONT-FAMILY: sans-serif,helvetica">---</SPAN><BR> <DIV></DIV><BR> <DIV></DIV><SPAN style="FONT-SIZE: 10pt; COLOR: #000000; FONT-FAMILY: sans-serif,helvetica">This e-mail may contain confidential and/or privileged information. 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