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From: Grant B. <gbi...@co...> - 2019-07-11 16:33:49
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Regarding your question about components, please read my SO answer here: https://stackoverflow.com/a/29774713/650475 I think that will clarify the concept. I don't see anything obviously wrong in your message or DD definitions. 9610 is ok to appear in any top-level (not in another group) part of the message, and must be immediately followed by 9611 and then optionally 9612/13 (I'm sure you know all this already). My gut says your engine isn't reading the right config. I mean, what you've posted all looks right. Are you sure you copied the new DD to /etc/FIX44.modified.xml ? On Thu, Jul 11, 2019 at 10:22 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/ > > > 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 >> > _______________________________________________ > Quickfixj-users mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfixj-users > -- Grant Birchmeier *Connamara Systems, LLC* *Made-To-Measure Trading Solutions.* Exactly what you need. 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