Re: [Quickfixj-users] QuickFixJ received the FXSWAP message(167=FXSWAP) from Bloomberg, then sent

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Hi

you need to check the repeating groups in the message. The order of tags in the received message's repeating groups has to be the same as in the dictionary. This obviously isn't the case otherwise you wouldn't see that error message. 

Cheers,
Chris. 

Am 21. Januar 2021 05:01:54 MEZ schrieb JianHe Liao <jia...@me...>:
>Hi Chris,
>
>The Bloomberg emailed us MAP_v1.8_QuickFIX.xml as DataDictionary.
>We did the test again and QuickFixJ rejected this FXSWAP fix message.
>The FIX message and error message in the log file:
>
><20210120-01:28:55, FIX.4.4:MAP_BOT_UAT->MAP_BLP_UAT, incoming>
>(8=FIX.4.4|9=1172|35=8|49=MAP_BLP_UAT|56=MAP_BOT_UAT|34=92|144=FX|52=20210120-01:28:55|30=XOFF|60=20210120-01:28:54.204|120=GBP|150=F|31=0.88985|151=0|32=1000000|64=20210122|6=0.88985|1056=889850|37=3-2-806707596T-0-0|1057=Y|38=1000000|218=0|39=2|40=G|460=4|1300=XOFF|1390=0|11=3-2-806707596T-0-0|14=1000000|194=0.88985|854=0|15=EUR|75=20210120|195=0.000473|17=3-2-806707596T-0-0|167=FXSWAP|797=Y|22277=0|22280=0|54=B|55=EUR/GBP|119=889850|555=2|600=EUR/GBP|1788=1|602=EUR/GBP|603=6|607=4|609=FXSPOT|624=2|556=EUR|687=1000000|654=1|587=0|588=20210122|637=0.88985|1073=0|1074=889850|600=EUR/GBP|1788=2|602=EUR/GBP|603=6|607=4|609=FXFWD|624=1|556=EUR|687=1000000|654=2|587=6|588=20210222|637=0.890323|1073=0.000473|1074=890323|10009=1|10010=BGDM
>Nts|22486=0|22078=2|22079=1.2138|22080=20|22081=12|22079=1.3639|22080=20|22081=12|453=4|448=BTTF|447=D|452=13|802=3|523=BANK
>OF TAIWAN|803=1|523=30025010|803=2|523=KOYAO
>TSENG|803=9|448=BGDM|447=D|452=1|802=3|523=TEST BLOOMBERG
>DEMO|803=1|523=1638065|803=2|523=FXGO PRQA/CHRISTIAN
>L|803=9|448=PRODUCT TYPE|447=D|452=16|802=1|523=Dealing
>(RFQ)|803=4|448=30025010|447=D|452=11|768=2|769=20210120-01:28:54.204|770=1|769=20210120-01:28:39.000|770=10|10=223|)
>
><20210120-01:28:55, FIX.4.4:MAP_BOT_UAT->MAP_BLP_UAT, error> (Rejecting
>invalid message: quickfix.FieldException: Out of order repeating group
>members, field=602:
>8=FIX.4.4|9=1172|35=8|49=MAP_BLP_UAT|56=MAP_BOT_UAT|34=92|144=FX|52=20210120-01:28:55|30=XOFF|60=20210120-01:28:54.204|120=GBP|150=F|31=0.88985|151=0|32=1000000|64=20210122|6=0.88985|1056=889850|37=3-2-806707596T-0-0|1057=Y|38=1000000|218=0|39=2|40=G|460=4|1300=XOFF|1390=0|11=3-2-806707596T-0-0|14=1000000|194=0.88985|854=0|15=EUR|75=20210120|195=0.000473|17=3-2-806707596T-0-0|167=FXSWAP|797=Y|22277=0|22280=0|54=B|55=EUR/GBP|119=889850|555=2|600=EUR/GBP|1788=1|602=EUR/GBP|603=6|607=4|609=FXSPOT|624=2|556=EUR|687=1000000|654=1|587=0|588=20210122|637=0.88985|1073=0|1074=889850|600=EUR/GBP|1788=2|602=EUR/GBP|603=6|607=4|609=FXFWD|624=1|556=EUR|687=1000000|654=2|587=6|588=20210222|637=0.890323|1073=0.000473|1074=890323|10009=1|10010=BGDM
>Nts|22486=0|22078=2|22079=1.2138|22080=20|22081=12|22079=1.3639|22080=20|22081=12|453=4|448=BTTF|447=D|452=13|802=3|523=BANK
>OF TAIWAN|803=1|523=30025010|803=2|523=KOYAO
>TSENG|803=9|448=BGDM|447=D|452=1|802=3|523=TEST BLOOMBERG
>DEMO|803=1|523=1638065|803=2|523=FXGO PRQA/CHRISTIAN
>L|803=9|448=PRODUCT TYPE|447=D|452=16|802=1|523=Dealing
>(RFQ)|803=4|448=30025010|447=D|452=11|768=2|769=20210120-01:28:54.204|770=1|769=20210120-01:28:39.000|770=10|10=223|)
>
><20210120-01:28:55, FIX.4.4:MAP_BOT_UAT->MAP_BLP_UAT, error> (Reject
>sent for message 92: Out of order repeating group members, field=602)
>
>
>The Bloomberg people said:
>Your vendor system is not reading the repeart group tag 602 correctly
>and causing the reject. They need to review and fix the problem.
>
>We have no idea how to find out the cause of error.
>Would you please help us?
>
>
>Best regards,
>Jianhe
>
>
>From: Christoph John <chr...@ma...>
>Sent: Monday, January 18, 2021 6:41 PM
>To: qui...@li...; JianHe Liao
><jia...@me...>
>Subject: Re: [Quickfixj-users] QuickFixJ received the FXSWAP
>message(167=FXSWAP) from Bloomberg, then sent the different message to
>our client application.
>
>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...<mailto:chr...@ma...>
>
>
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Re: [Quickfixj-users] QuickFixJ received the FXSWAP message(167=FXSWAP) from Bloomberg, then sent

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