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From: Andrew M. <mun...@gm...> - 2019-07-11 17:46:40
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The DD is the one being used. If I rename it temporarily I get
Exception in thread "main" quickfix.ConfigError: Could not find data
dictionary: ./etc/FIX44.modified.xml
tags are present:
$ grep NoNotes2 FIX44.modified.xml
<group name="NoNotes2" required="N">
<field number="9610" name="NoNotes2" type="NUMINGROUP"/>
I tried renaming the group to NoNotes2 in case there was some naming
collision. Could this error be caused by some other field or group naming
collision elsewhere in the DD I was given?
Everything looks ok but I must be overlooking something.
Can I just in-line the Group into the ExecutionReport msg definition or
must Groups live in Components?
On Thu, Jul 11, 2019 at 12:35 PM Grant Birchmeier <gbi...@co...>
wrote:
> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
> QuickFIX/J <http://www.quickfixj.org/documentation/QuickFIX/J> Support:
> http://www.quickfixj.org/support/
>
>
> 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
>>> _______________________________________________
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>>>
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>
>
> --
> Grant Birchmeier
> *Connamara Systems, LLC*
> *Made-To-Measure Trading Solutions.*
> Exactly what you need. No more. No less.
> http://connamara.com
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>
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