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Re: [Quickfixj-users] quickfixj and CME
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From: Vladimir K. <vla...@db...> - 2007-03-05 11:53:35
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Hi Chris I know the reason why I received logout. Yes, I didn't supply SenderSubID field. the problem is that quickfix can't handle this logout correctly because of SenderCompID/TargetCompID discrepancy and instead of processing logout message it tries to send reject back to the market and fails to do so because I'm not logged in. wbr _________________________________ Vladimir Kvasov "Chris Hurst" <chr...@ho...> Sent by: qui...@li... 05.03.2007 14:32 Please respond to Ch...@hu...; Please respond to qui...@li... To qui...@li... cc Subject Re: [Quickfixj-users] quickfixj and CME QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ QuickFIX/J Support: http://www.quickfixj.org/support/ 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. 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. 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 ... 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) From: Vladimir Kvasov <vla...@db...> Reply-To: qui...@li... To: qui...@li... Subject: [Quickfixj-users] quickfixj and CME Date: Mon, 5 Mar 2007 13:51:00 +0300 >QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ >QuickFIX/J Support: http://www.quickfixj.org/support/ Hi is there anyone who tried to use quickfixj to connect CME? I sent logon message: 8=FIX.4.2 9=83 35=A 34=1 49=XXX123U 52=20070301-12:18:22.505 56=CME 95=3 96=KXX 98=0 108=30 141=Y 10=021 and received logout as a result. 8=FIX.4.2 9=110 35=5 34=413 49=CME 50=G 52=20070301-12:47:32.372 56=XXX123 369=0 58=SenderSubId (50) tag is not present 789=1 10=063 as you can see SenderCompID in logon message and TargetCompID in logout message differs and this fact causes validation failure in quckfixj code. does CME breaks FIX protocol or quickfixj is too strict? _________________________________ Vladimir Kvasov --- This e-mail may contain confidential and/or privileged information. If you are not the intended recipient (or have received this e-mail in error) please notify the sender immediately and destroy this e-mail. Any unauthorized copying, disclosure or distribution of the material in this e-mail is strictly forbidden. >------------------------------------------------------------------------- >Take Surveys. Earn Cash. Influence the Future of IT >Join SourceForge.net's Techsay panel and you'll get the chance to share your >opinions on IT & business topics through brief surveys-and earn cash >http://www.techsay.com/default.php?page=join.php&p=sourceforge&CID=DEVDEV >_______________________________________________ >Quickfixj-users mailing list >Qui...@li... >https://lists.sourceforge.net/lists/listinfo/quickfixj-users Exclusive Ed Byrne daily comedy clips on MSN Video ------------------------------------------------------------------------- Take Surveys. Earn Cash. Influence the Future of IT Join SourceForge.net's Techsay panel and you'll get the chance to share your opinions on IT & business topics through brief surveys-and earn cash http://www.techsay.com/default.php?page=join.php&p=sourceforge&CID=DEVDEV _______________________________________________ Quickfixj-users mailing list Qui...@li... https://lists.sourceforge.net/lists/listinfo/quickfixj-users --- This e-mail may contain confidential and/or privileged information. If you are not the intended recipient (or have received this e-mail in error) please notify the sender immediately and destroy this e-mail. Any unauthorized copying, disclosure or distribution of the material in this e-mail is strictly forbidden. |
