Re: [Quickfixj-users] QuickFixJ received the FXSWAP message(167=FXSWAP) from Bloomberg, then sent the different message to our client application.

[Christoph J. <chr...@ma...>]

Hi,

additional to the point that Winfried noted: it could also be that your DataDictionary does not 
match the messages that your counterparty is sending.

Cheers,
Chris.

On 18.01.21 04:51, JianHe Liao wrote:
> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
> QuickFIX/J Support: http://www.quickfixj.org/support/
>
>
>
> Hi,
>
> The FXSWAP message received by QuickFixJ from Bloomberg is as following:
>
> <20210112-04:58:00, FIX.4.4:MAP_BOT_UAT->MAP_BLP_UAT, incoming> 
> (8=FIX.4.49=117935=849=MAP_BLP_UAT56=MAP_BOT_UAT34=301144=FX52=20210112-04:58:0130=XOFF60=20210112-04:58:00.353120=JPY150=F31=126.65151=032=100000064=202101146=126.651056=12665000037=3-2-806597788T-0-01057=Y38=1000000218=039=240=G460=41300=XOFF1390=011=3-2-806597788T-0-014=1000000194=126.65854=015=EUR75=20210112195=0.051917=3-2-806597788T-0-0167=FXSWAP797=Y22277=022280=054=B55=EUR/JPY119=126650000555=2600=EUR/JPY1788=1602=EUR/JPY603=6607=4609=FXSPOT624=2556=EUR687=1000000654=1587=0588=20210114637=126.651073=01074=126650000600=EUR/JPY1788=2602=EUR/JPY603=6607=4609=FXFWD624=1556=EUR687=1000000654=2587=6588=20210216637=126.70191073=0.05191074=12670190010009=110010=BGDM 
> Nts22486=022078=222079=1.214222080=2022081=1222079=0.00958622080=2022081=12453=4448=BTTF447=D452=13802=3523=BANK 
> OF TAIWAN803=1523=30025010803=2523=KOYAO TSENG803=9448=BGDM447=D452=1802=3523=TEST BLOOMBERG 
> DEMO803=1523=1638065803=2523=FXGO PRQA/CHRISTIAN L803=9448=PRODUCT TYPE447=D452=16802=1523=Dealing 
> (RFQ)803=4448=30025010447=D452=11768=2769=20210112-04:58:00.353770=1769=20210112-04:57:39.000770=1010=128)
>
> The FXSWAP message received by our client application from QuickFixJ is as following:
>
> 12:58:00,720 INFO [com.stp.quickFixJ.ClientApplication] (QFJ Message Processor)        message: 
> 8=FIX.4.49=46135=834=30149=MAP_BLP_UAT52=20210112-04:58:0156=MAP_BOT_UAT144=FX6=126.6511=3-2-806597788T-0-014=100000015=EUR17=3-2-806597788T-0-030=XOFF31=126.6532=100000037=3-2-806597788T-0-038=100000039=240=G54=B55=EUR/JPY60=20210112-04:58:00.35364=2021011475=20210112119=126650000120=JPY150=F151=0167=FXSWAP194=126.65195=0.0519218=0460=4797=Y854=01056=1266500001057=Y1300=XOFF1390=022277=022280=0555=1600=EUR/JPY602=EUR/JPY1788=110=146
>
> the same: e.g.
>
> 52=20210112-04:58:01
>
> 194=126.65
>
> the different: e.g.
>
> 9=1179 9=461
>
> 555=2 555=1
>
> Caller Hierarchy:
>
> fromApp(Message, SessionID) : void - com.stp.quickFixJ.ClientApplication
>
>   fromCallback(String, Message, SessionID) : void - quickfix.Session
>
>     verify(Message, boolean, boolean) : boolean - quickfix.Session
>
> We do not know what's wrong.
>
> Would you please help us?
>
> Best regards,
>
> Jianhe
>
>
>
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-- 
Christoph John
Software Engineering
T +49 241 557080-28
chr...@ma...

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