[Quickfixj-users] The order of the tags in the message I sent is mixed

[Pavel T. <pav...@wh...>]

 Hi,

I construct a message in the following way:


quickfix.fix44.MarketDataRequest message = new quickfix.fix44.
MarketDataRequest();
char zero = '0';
char one = '1';
message.setField(new quickfix.field.MDReqID("EURUSD")); // 262
message.setField(new quickfix.field.SubscriptionRequestType(one)); // 263
message.setField(new quickfix.field.MarketDepth(1)); // 264
message.setField(new quickfix.field.MDUpdateType(0)); // 265

message.setField(new quickfix.field.NoMDEntryTypes(2)); // 267
message.setField(new quickfix.field.MDEntryType(zero)); // 269
message.setField(new quickfix.field.MDEntryType(one)); // 269

message.setField(new quickfix.field.NoRelatedSym(1)); // 146
message.setField(new quickfix.field.SecurityID("4001")); // 48
message.setField(new quickfix.field.SecurityIDSource("8")); // 22
Session.sendToTarget(message, senderCompID, marketTargetCompID);

I also load a dictionary in which tags 146, 48 and 22 are after tag 269.
But the message sent to the trader looks like this:

8=FIX.4.4^A9=121^A35=V^A34=2^A49=USERNAME^A52=20190821-11:11:42.045^A56=TRADER^A22=8^A48=4001^A146=1^A262=EURUSD^A263=1^A264=1^A265=0^A267=2^A269=1^A10=191^A

The confusing thing is that tags 146, 48 and 22 are mixed and moved before
tag 262 even though the dictionary doesn't allow that.

I have two suggestion why this may happen:

   - Quickfix/J mixes the tags because of an issue or because I miss some
   configuration.
   - The dictionary provided by the trader is not loaded and I use some
   defaultdictionary which brings me to this issue.

I don't know if that would help but here is the cfg file:

[DEFAULT]
ConnectionType=initiator
BeginString=FIX.4.4

StartTime=08:30:00
EndTime=21:30:00
ReconnectInterval=5
HeartBtInt=5
LogonTimeout=60

FileStorePath=target/data/sessions/
FileLogPath=target/data/logs/

SenderCompID=USERNAME
UseDataDictionary=Y
SocketUseSSL=Y


[SESSION]
TargetCompID=TRADER
SocketConnectHost=URL_OF_THE_TRADER
SocketConnectPort=443
DataDictionary=/var/quickfixj/automated/DICTIONARY.xml


Regards,
Pavel