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From: Walt J <wa...@gm...> - 2022-01-14 05:29:20
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I'm attempting to get quickfixj to play nice with Interactive Brokers. I'm new to quickfix. I've been able to get my app to place orders and move the price (cancel/replace) on the IB QA fix server. However, it doesn't route fill messages to my onMessage(ExecutionReport message, SessionID sessionID) method. It works fine when I get messages related to status being "new", "cancel", or "replaced". Obviously, I'm misunderstanding something with the way the cracker works. Here is an example to illustrate the problem I'm having with understanding what's going on. The first message below is an order to buy IBM that I sent to IB. The second message is the fill message sent by IB to me, and the third message is quickfix's message back to IB. My onMessage code wasn't called. I was hoping someone could help me understand what's going on here. Thanks Walt 8=FIX.4.2 9=138 35=D 34=51 49=qafa021 52=20220114-03:42:55.261 56=IB 1=U003021 11=1728.0 15=USD 38=2 40=2 44=5.52 54=1 55=IBM 59=0 167=CS 204=0 207=SMART 10=111 8=FIX.4.2 9=000266 35=8 34=000079 43=N 52=20220114-03:42:55.352 49=IB 56=qafa021 11=1728.0 17=00002b0c.61dfb30a.01.01 150=2 20=0 39=2 55=IBM 38=2 44=5.52 32=2 30=NYSE 31=2.7 14=2 151=0 6=2.7 54=1 37=000009b6.0000468d.61dfea33.0001 1=U003021 167=CS 60=20220114-03:42:55.352 40=2 15=USD 10=205 8=FIX.4.2 9=126 35=j 34=65 49=qafa021 52=20220114-03:42:55.599 56=IB 45=000079 58=Conditionally Required Field Missing, field=231 372=8 380=5 10=177 8 |