Re: [Quickfixj-users] Erroneous Reject (3) message being sent

[Toli K. <to...@ma...>]

Yes it does. The btobits.com site seems to have a broken link to their
legend diagram, so i'm attaching it to the message.

The FIX 4.4 spec says the NoQuoteEntires is not required when you are
canceling all quotes:
"The number of securities (instruments) whose quotes are to be
canceled. Not required when canceling all quotes.". If that's the
case, you shouldn't be sending any Symbol (tag 55) fields.

But if you are sending any 55=xxx fields, you need to wrap it in a
repeating group so you'll need to specify the NoQuoteEntires as well.

If you look at the FIX44.xml dictionary file in QFJ, you'll also see
that the Quote Request has Instrument block as a group:
   <message name="QuoteCancel" msgtype="Z" msgcat="app">
....
     <field name="TradingSessionSubID" required="N"/>
     <group name="NoQuoteEntries" required="N">
       <component name="Instrument" required="N"/>
.....


-- 
Toli Kuznets
http://www.marketcetera.com: Open-Source Trading Platform
download.run.trade.