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

[Colin D. <co...@ma...>]

Pretty sure 'j' is Business Message Reject, probably generated by QFJ when
it caught your exception

On Fri, Jan 14, 2022, 12:43 PM Walt J <wa...@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/
>
>
> 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
>>
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