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From: <eri...@th...> - 2018-04-06 16:28:18
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I am trying to process a TradeCaptureReport (AE) message in FIX 5.0SP2
Based on the spec, one of the optional components is TrdInstrmtLegGrp.
Looking the dictionary In see it there in the message definition:
(It’s huge, so I am not including the entire message.)
<component name="TrdInstrmtLegGrp" required="N”/>
The component is defined with an InstrumentLeg:
<component name="InstrumentLeg" required="N”/> <- I’m interested in this guy
Which has a LegSecAltIDGrp:
<component name="LegSecAltIDGrp" required="N"/>
Which is this:
<component name="LegSecAltIDGrp">
<group name="NoLegSecurityAltID" required="N">
<field name="LegSecurityAltID" required="N"/>
<field name="LegSecurityAltIDSource" required="N"/>
</group>
</component>
With these fields:
<field number="604" name="NoLegSecurityAltID" type="NUMINGROUP"/>
<field number="605" name="LegSecurityAltID" type="STRING"/>
<field number="606" name="LegSecurityAltIDSource" type="STRING"/>
All of this agrees with the spec, of course.
But when I try to create a NoLegSecurityAltID group, MessageFactory returns a null.
When I ran my code in the debugger, LegSecAltIDGrp does not seem to be defined anywhere.
Am I missing something? |