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From: Andrew M. <mun...@gm...> - 2019-07-11 15:22:30
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Adding subject On Thu, Jul 11, 2019 at 11:05 AM Andrew Munn <mun...@gm...> wrote: > QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ > QuickFIX/J <http://www.quickfixj.org/documentation/QuickFIX/J> Support: > http://www.quickfixj.org/support/ > > > 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 > _______________________________________________ > Quickfixj-users mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfixj-users > |