[Quickfixj-users] (no subject)

[Andrew M. <mun...@gm...>]

I'm receiving FIX 4.4 ExecutionReport msgs from Bloomberg and rejecting
them with:

"Rejecting invalid message: quickfix.FieldException: Tag not defined for
this message type, field=9610"

I'm using the DataDictionary Bloomberg provided.

I've rebuilt QF/J 2.1.1 on Windows using the provided DD.  My process to
rebuild is:
- delete all instances of FIX44.modified.xml in the QF directory tree
- copy the provided DD to
c:\java\qfj-2.1.1-bloomberg-map\quickfixj-messages\quickfixj-messages-fix44\src\main\resources\FIX44.modified.xml
- do not modify FIX44.xml
- mvn clean package -Dmaven.javadoc.skip=true -DskipTests
-PskipBundlePlugin -DskipAT=true

 Directory of
c:\java\qfj-2.1.1-bloomberg-map\quickfixj-messages\quickfixj-messages-fix44\src\main\resources
2019-07-11  09:16 AM           287,770 FIX44.modified.xml
2018-11-12  02:11 PM           336,023 FIX44.xml

I get warnings like these.  In the past I was able to ignore then when
building for other counterparties.

[WARNING] quickfixj-all-2.1.1.jar, quickfixj-messages-all-2.1.1.jar define
7190 overlapping classes:
[WARNING] quickfixj-all-2.1.1.jar, quickfixj-codegenerator-2.1.1.jar define
5 overlapping classes:
[WARNING] quickfixj-core-2.1.1.jar, quickfixj-all-2.1.1.jar define 238
overlapping classes:
[WARNING] quickfixj-dictgenerator-2.1.1.jar, quickfixj-all-2.1.1.jar define
13 overlapping classes:
[WARNING] quickfixj-core-2.1.1.jar, quickfixj-all-2.1.1.jar,
quickfixj-messages-all-2.1.1.jar define 2530 overlapping classes:
[WARNING] maven-shade-plugin has detected that some class files are
[WARNING] present in two or more JARs. When this happens, only one
[WARNING] single version of the class is copied to the uber jar.
[WARNING] Usually this is not harmful and you can skip these warnings,
[WARNING] otherwise try to manually exclude artifacts based on
[WARNING] mvn dependency:tree -Ddetail=true and the above output.
[WARNING] See http://maven.apache.org/plugins/maven-shade-plugin/

FIX44.modified.xml has:

<message name="ExecutionReport" msgtype="8"
msgcat="SingleGeneralOrderHandling">
  ...
  <component name="Notes" required="N"/>
</message>

<component name="Notes">
  <group name="NoNotes" required="N">
    <field name="NoteType" required="N"/>
    <field name="NoteLabel" required="N"/>
    <field name="NoteText" required="N"/>
  </group>
</component>

<field number="9610" name="NoNotes" type="NUMINGROUP"/>
<field number="9611" name="NoteType" type="STRING">
  <value enum="C" description="CustomerNote"/>
  <value enum="D" description="DealerNote"/>
  <value enum="I" description="PrivateOrInternalNote"/>
</field>
<field number="9612" name="NoteLabel" type="STRING"/>
<field number="9613" name="NoteText" type="STRING"/>

(cfg file)
[DEFAULT]
AllowUnknownMsgFields=Y
UseDataDictionary=Y
AppDataDictionary=./etc/FIX44.modified.xml
ValidateFieldsOutOfOrder=Y

I can successfully parse the ExecutionReport String they send to XML like
this:

void parseSingleBlbExec(String data) throws InvalidMessage, ConfigError {
        DataDictionary sessionDictionary = new
DataDictionary("c:\\temp\\FIX44.modified.xml");
        appDictionary = new DataDictionary("c:\\temp\\FIX44.modified.xml");
        appDictionary.setCheckFieldsOutOfOrder(true);
        appDictionary.setAllowUnknownMessageFields(false);
        appDictionary.setCheckUserDefinedFields(true);
        appDictionary.setCheckUnorderedGroupFields(true);
        quickfix.fix44.ExecutionReport message = new
quickfix.fix44.ExecutionReport();
        message.fromString(data, sessionDictionary, appDictionary, true);
        System.out.println(message.toXML(appDictionary));
}

But when the message arrives on a live session I generate a reject.

Messages are like this:

8=FIX.4.4|9=1400|35=8|49=BLP_MAP_PROD3|56=XXX_PROD3|34=780|128=914171|347=UTF-8|142=Voice|144=FI|115=DCSVC_278_4|43=Y|122=20190711-11:18:25|52=20190711-14:10:12|30=XOFF|60=20190710-21:38:48.671|150=F|1950=8|31=123.456|151=0|541=20290515|32=99999|423=1|64=20190712|6=123.456|37=VCON:20190710:9999:9|157=58|38=99999|39=2|159=99999.99|669=123.456|460=6|223=0.123|14=999999|854=0|15=USD|75=20190710|106=US
TREASURY
N/B|17=VCON:20190710:xxxx:x:xx|167=XXXXXX|48=XXXXX86T2|198=3739:20190710:XXXXX:X|470=US|1430=V|381=123456.31|22=1|1913=0|54=2|7014=21|55=[N/A]|236=0.99|118=9999999.49|453=6|448=GS|447=D|452=1|802=2|523=3788|803=4014|523=N|803=4069|448=XXXXXXXXXXX:99999999|447=D|452=11|802=4|523=14|803=4|523=XXX
XXXXX|803=9|523=NEW
YORK|803=34|523=US|803=38|448=XXXXXXXXX:99999999|447=D|452=12|802=3|523=XXX
XX|803=9|523=NEW
YORK|803=34|523=US|803=38|448=XXXX|447=D|452=13|802=2|523=99999|803=9999|523=N|803=9999|448=BXT|447=D|452=16|448=XXXXXX:9999999|447=D|452=36|802=3|523=XXXX
XXXX|803=9|523=NEW
YORK|803=34|523=US|803=38|9610=3|9611=C|9612=Group|9613=XXX.XXX|9611=C|9612=Spread|9613=0|9611=C|9612=Prime|9613=XXX|454=4|455=USXXXXXXXXX|456=4|455=999999999|456=1|455=999999999|456=A|455=T|456=8|768=3|769=20190710-21:38:48.671|770=1|769=20190710-21:39:54.335|770=2|769=20190711-11:18:25.539|770=113|2529=1|2530=100|2531=9.9999999|10=210

8=FIX.4.4|9=195|35=3|34=4|49=XXX_PROD3|52=20190711-14:10:12.422|56=BLP_MAP_PROD3|115=914171|128=DCSVC_278_4|143=Voice|145=FI|45=780|58=Tag
not defined for this message type, field=9610|371=9610|372=8|373=2|10=237|

Must <component> blocks in the dictionary's message definition appear in
the same order that the repeating groups arrive in?

What am I overlooking here?

Thanks