Re: [Quickfixj-users] quickfixj and IB QA server interaction

[Walt J <wa...@gm...>]

After some more digging, I've determined my onMessage code for the
ExecutionReport was attempting to extract a field not present and that was
causing the problem. Because I was using "throws", the handling gets passed
up to quickfix which attempts to resolve the problem with IB by notifying
them more information was expected.

Can someone explain why the third message is type "j"? Isn't that type
"allocation"?




On Fri, Jan 14, 2022 at 12:29 AM Walt J <wa...@gm...> wrote:

> 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
>