Re: [Quickfixj-users] Problem when i add ValidateUnorderedGroupFields and how to get value from marketdataincremental refresh

[Fuad A. <fua...@gm...>]

I have check my broker document they send me
35 MsgType Y Defines message Type X
262 MDReqID Y A unique ID of your Market Data
Request
clientMD_123
268 NoMDEntries Y Number of entries 4

279 MDUpdateAction Y Action type of this entry. Possible
values:
0 = New
2 = Delete
0
55 Symbol Y Currency pair in form CCY1/CCY2 EUR/USD
269 MDEntryType Y The type of this entry. Possible
values:
0 = Bid
1 = Ask
2 = Last
H = Mid Price
V = Volatility
A = MarketOnClose
1
277 TradeCondition N This will be populated only on
trades (Tag 269=2) where a Quote
is on one side of the trade. The tag
will not be populated when the
trade is between orders
Values: I = Traded with Last Look
I
9700 MatchTime N This will be populated only on
trades (Tag 269=2) where Quote
is on one side of the trade. UTC
time at which the match
happened.
20110403-
18:06:23.551
278 MDEntryID Y Identifier of the entry.
MDEntryID is unique per symbol. .
When an MDEntryID value is
repeated, the new value replaces
the old value in the order book.
E123
270 MDEntryPX N Price of the entry 1.1234
271 MDEntrySize N Size for which that price is quoted. 1000000
110 MinQty N Minimum quantity of an order to be
executed.
200000

All of the field are in group if i check in my fix42.xml so if i want get
the value i must using repeating group as receive message right? Or what i
must to do?



On Wed, Apr 1, 2020, 22:21 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/
>
>
> Yes.
>
> And of course, you'll need to verify every other message too, but not for
> this immediate problem.
>
> On Wed, Apr 1, 2020 at 9:37 AM Fuad Azhar <fua...@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/
>>
>>
>> Oke i will check my fix42.xml and my broker document... So i check
>> marketdataincrementalrefresh in my fix42.xml and my broker right?
>>
>> On Wed, Apr 1, 2020, 21:34 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/
>>>
>>>
>>> Yes, I told you: Go look at my answer to your SO question.
>>>
>>> On Wed, Apr 1, 2020 at 9:23 AM Fuad Azhar <fua...@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/
>>>>
>>>>
>>>> Yes i create question in here and in stackoverflow...if anyone can help
>>>> me how to fix it i very appreciate it...
>>>>
>>>> Best regards
>>>>
>>>> Fuad
>>>>
>>>> On Wed, Apr 1, 2020, 21:19 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/
>>>>>
>>>>>
>>>>> I just saw your StackOverflow question where you provided more
>>>>> information.
>>>>>
>>>>> https://stackoverflow.com/q/60969300/650475
>>>>>
>>>>> FieldNotFound is not your real problem, but a fake problem created by
>>>>> your misguided configuration.  You cannot configure your way out of having
>>>>> a bad data dictionary.  Please see my StackOverflow answer to your question.
>>>>>
>>>>>
>>>>> On Wed, Apr 1, 2020 at 8:37 AM Grant Birchmeier <
>>>>> gbi...@co...> wrote:
>>>>>
>>>>>> None of these configs will solve your problem.  They might even make
>>>>>> your problem harder to find and fix.  Delete them.
>>>>>>
>>>>>> ValidateUserDefinedFields=N
>>>>>> ValidateIncomingMessage=N
>>>>>> ValidateUnorderedGroupFields=N
>>>>>>
>>>>>>
>>>>>> Your FieldNotFound error has nothing to do with how you are
>>>>>> constructing messages.  This is an error that occurs when you are
>>>>>> *receiving* messages that were sent by your counterparty.
>>>>>>
>>>>>> FieldNotFound means you are trying to read a field that isn't there
>>>>>> (or maybe it's in a group but you are attempting to read it from the
>>>>>> top-level body).  Did you look at TestMarketdataRequest.java line 38?
>>>>>>
>>>>>> On Wed, Apr 1, 2020 at 5:47 AM Fuadazhar73 <fua...@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/
>>>>>>>
>>>>>>>
>>>>>>> First i have problem with my fix about
>>>>>>>
>>>>>>> Out of order repeating group members
>>>>>>> and for the solution i want to try add in my initiator config
>>>>>>> ValidateUserDefinedFields=N
>>>>>>> ValidateIncomingMessage=N
>>>>>>> ValidateUnorderedGroupFields=N
>>>>>>>
>>>>>>> but when i want to hit my broker for market data request i got this
>>>>>>> error
>>>>>>>
>>>>>>> quickfix.FieldNotFound: Field was not found in message, field=55
>>>>>>>         at quickfix.FieldMap.getField(FieldMap.java:223)
>>>>>>>         at quickfix.FieldMap.getString(FieldMap.java:237)
>>>>>>>         at
>>>>>>>
>>>>>>> com.dxtr.fastmatch.marketdatarequestapps.TestMarketdataRequest.fromApp(TestMarketdataRequest.java:38)
>>>>>>>         at quickfix.Session.fromCallback(Session.java:1847)
>>>>>>>         at quickfix.Session.verify(Session.java:1791)
>>>>>>>         at quickfix.Session.verify(Session.java:1862)
>>>>>>>         at quickfix.Session.next(Session.java:1047)
>>>>>>>         at quickfix.Session.next(Session.java:1204)
>>>>>>>         at
>>>>>>>
>>>>>>> quickfix.mina.SingleThreadedEventHandlingStrategy$SessionMessageEvent.processMessage(SingleThreadedEventHandlingStrategy.java:163)
>>>>>>>         at
>>>>>>>
>>>>>>> quickfix.mina.SingleThreadedEventHandlingStrategy.block(SingleThreadedEventHandlingStrategy.java:113)
>>>>>>>         at
>>>>>>>
>>>>>>> quickfix.mina.SingleThreadedEventHandlingStrategy.lambda$blockInThread$1(SingleThreadedEventHandlingStrategy.java:145)
>>>>>>>         at
>>>>>>>
>>>>>>> quickfix.mina.SingleThreadedEventHandlingStrategy$ThreadAdapter$RunnableWrapper.run(SingleThreadedEventHandlingStrategy.java:267)
>>>>>>>         at java.lang.Thread.run(Thread.java:748)
>>>>>>>
>>>>>>> i use this code for make marketdatarequest
>>>>>>> quickfix.fix42.MarketDataRequest.NoRelatedSym group1 = new
>>>>>>> quickfix.fix42.MarketDataRequest.NoRelatedSym();
>>>>>>>  group1.set(new Symbol("ALL"));
>>>>>>>  marketDataRequest.addGroup(group1);
>>>>>>> Session.sendToTarget(marketDataRequest, sessionID);
>>>>>>>
>>>>>>> so how to fix my problem ? and the next question is how to get value
>>>>>>> from
>>>>>>> field like symbol, avgprice,etc
>>>>>>> i have code like this
>>>>>>>
>>>>>>> MDReqID mdreqid = new MDReqID();
>>>>>>>                SendingTime sendingtime = new SendingTime();
>>>>>>>                NoMDEntries nomdentries = new NoMDEntries();
>>>>>>>
>>>>>>>  quickfix.fix42.MarketDataIncrementalRefresh.NoMDEntries group
>>>>>>>                    = new
>>>>>>> quickfix.fix42.MarketDataIncrementalRefresh.NoMDEntries();
>>>>>>>                MDUpdateAction mdupdateaction = new MDUpdateAction();
>>>>>>>                DeleteReason deletereason = new DeleteReason();
>>>>>>>                MDEntryType mdentrytype = new MDEntryType();
>>>>>>>                MDEntryID mdentryid = new MDEntryID();
>>>>>>>                Symbol symbol = new Symbol();
>>>>>>>                MDEntryOriginator mdentryoriginator = new
>>>>>>> MDEntryOriginator();
>>>>>>>                MDEntryPx mdentrypx = new MDEntryPx();
>>>>>>>                Currency currency = new Currency();
>>>>>>>                MDEntrySize mdentrysize = new MDEntrySize();
>>>>>>>                ExpireDate expiredate = new ExpireDate();
>>>>>>>                ExpireTime expiretime = new ExpireTime();
>>>>>>>                NumberOfOrders numberoforders = new NumberOfOrders();
>>>>>>>                MDEntryPositionNo mdentrypositionno = new
>>>>>>> MDEntryPositionNo();
>>>>>>>
>>>>>>>                message.getField(nomdentries);
>>>>>>>                message.getField(sendingtime);
>>>>>>>
>>>>>>>                message.getGroup(1, group);
>>>>>>>
>>>>>>>                int list = nomdentries.getValue();
>>>>>>>                for (int i = 0; i < list; i++)
>>>>>>>                {
>>>>>>>                    message.getGroup(i + 1, group);
>>>>>>>                    group.get(mdupdateaction);
>>>>>>>                    if (mdupdateaction.getValue() == '2')
>>>>>>>                         System.out.println("Enter");
>>>>>>>                    group.get(deletereason);
>>>>>>>                    group.get(mdentrytype);
>>>>>>>                    group.get(mdentryid);
>>>>>>>                    group.get(symbol);
>>>>>>>                    group.get(mdentryoriginator);
>>>>>>>                    if (mdupdateaction.getValue() == '0')
>>>>>>>                        group.get(mdentrypx);
>>>>>>>                    group.get(currency);
>>>>>>>                    if (mdupdateaction.getValue() == '0')
>>>>>>>                        group.get(mdentrysize);
>>>>>>>                }
>>>>>>>
>>>>>>>                System.out.printf("Got Symbol {0} Price {1}",
>>>>>>>            symbol.getValue(), mdentrypx.getValue());
>>>>>>>
>>>>>>>
>>>>>>> best regards,
>>>>>>>
>>>>>>> Fuad
>>>>>>>
>>>>>>>
>>>>>>>
>>>>>>>
>>>>>>> --
>>>>>>> Sent from: http://quickfix-j.364392.n2.nabble.com/
>>>>>>>
>>>>>>>
>>>>>>> _______________________________________________
>>>>>>> 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. No more. No less.
>>>>>> http://connamara.com
>>>>>>
>>>>>
>>>>>
>>>>> --
>>>>> Grant Birchmeier
>>>>> *Connamara Systems, LLC*
>>>>> *Made-To-Measure Trading Solutions.*
>>>>> Exactly what you need. No more. No less.
>>>>> http://connamara.com
>>>>>
>>>>> This email, along with any attachments, is confidential. If you
>>>>> believe you received this message in error, please contact the sender
>>>>> immediately and delete all copies of the message. Thank you from Connamara
>>>>> Systems, LLC._______________________________________________
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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
>>>
>>> This email, along with any attachments, is confidential. If you believe
>>> you received this message in error, please contact the sender immediately
>>> and delete all copies of the message. Thank you from Connamara Systems, LLC.
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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
>
> This email, along with any attachments, is confidential. If you believe
> you received this message in error, please contact the sender immediately
> and delete all copies of the message. Thank you from Connamara Systems, LLC.
> _______________________________________________
> Quickfixj-users mailing list
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> https://lists.sourceforge.net/lists/listinfo/quickfixj-users
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