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From: J L. <jlo...@gm...> - 2019-02-13 08:44:48
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I'm an initiator and am using C++ with quickfix. Below are the parameters for FIX44.xml [did not make any changes actually] <header> <field name='BeginString' required='Y' /> <field name='BodyLength' required='Y' /> <field name='MsgType' required='Y' /> <field name='SenderCompID' required='Y' /> <field name='TargetCompID' required='Y' /> ... <field name='MsgSeqNum' required='Y' /> ... <field name='SendingTime' required='Y' /> ... </header> Qn: Is MsgSeqNum and SendingTime is used for all FIX messages? When I try to send MarketDataRequest, example from quickfix FIX::MDReqID mdReqID( "MARKETDATAID" ); FIX::SubscriptionRequestType subType( FIX::SubscriptionRequestType_SNAPSHOT ); FIX::MarketDepth marketDepth( 0 ); FIX44::MarketDataRequest::NoMDEntryTypes marketDataEntryGroup; FIX::MDEntryType mdEntryType( FIX::MDEntryType_BID ); marketDataEntryGroup.set( mdEntryType ); FIX44::MarketDataRequest::NoRelatedSym symbolGroup; FIX::Symbol symbol( "EUR/USD" ); symbolGroup.set( symbol ); FIX44::MarketDataRequest message( mdReqID, subType, marketDepth ); message.addGroup( marketDataEntryGroup ); message.addGroup( symbolGroup ); However I notice the message did not include MsgSeqNum and SendingTime. Message that was sent is: 8=FIX.4.4|9=73|35=V|49=A|56=B|146=1|55=EUR/USD|262=MARKETDATAID|263=0|264=0|267=1|269=0|10=001| Intended message should be: 8=FIX.4.4|9=73|35=V|34=X|49=A|52=X|56=B|146=1|55=EUR/USD|262=MARKETDATAID|263=0|264=0|267=1|269=0|10=001| Could someone help please. Thank you |