Menu
▾
▴
quickfixj-users
|
From: Phil H. <phi...@sh...> - 2013-09-27 09:10:04
|
We have an interface with ICE utilising QuickFIXJ that has worked for some
time but now we are getting trades rejected with the following quickfix
FieldException for some trades but not for other very similar trades:
8=FIX.4.4 9=113 35=3 34=61 49=xx 50=x 52=20130924-10:56:16.861 56=ICE
45=514 58=Tag appears more than once 371=524 372=AE 373=13 10=222
As you can see the issue is reported as a problem with tag 524 but what
puzzles me is that
other trades with a very simlar stucture are parsed by QuickFIXJ with no
problems.
The only essential difference that I can see is that the failing trade has
compliance IDs.
I have tried the following but have yet to find a solution:
1. Upgraded to QuickFIXJ v1.5.3
2. Updated the data dictionary to include all tags used defined by ICE
(v2.0.32)
3. Included ValidateFieldsOutOfOrder=N and ValidateUnorderedGroupFields=N in
the config file
4. Re-arranged the data dictionary to have the tags used for spread legs in
the same order as specified and received from ICE
I am at this point in time of the belief that this is a QuickFIX/J
config/data dictionary problem since we have not made any changes to the
client and similar trades are accepted.
I a relative newbie so I would be grateful for any help that anyone can give
me :-)
The following is my config file:
[default]
ConnectionType=initiator
ReconnectInterval=60
FileStorePath=a path
FileLogPath=a path
UseDataDictionary=Y
SocketUseSSL=Y
TimeZone=Europe/London
[session]
BeginString=FIX.4.4
SenderCompID=ID
TargetCompID=ID
SenderSubID=SubID
TimeZone=Europe/London
StartTime=time
EndTime=time
SocketConnectHost=IP addresss
SocketConnectPort=port
HeartBtInt=300
SendResetSeqNumFlag=Y
ResetOnLogon=Y
ResetOnLogout=Y
ResetOnDisconnect=Y
CheckLatency=N
DataDictionary=ICEFIXTC44.xml
ValidateFieldsOutOfOrder=N
ValidateUnorderedGroupFields=N
ValidateFieldsHaveValues=N
ValidateUserDefinedFields=N
AllowUnknownMsgFields=Y
The following are the failing and passing trades re-arranged to be easier to
read:
Failing Trade
8=FIX.4.4
9=1155
35=AE
49=ICE
34=514
52=20130933-25:56:16.850
56=xx
57=x
571=163
487=0
856=0
828=0
150=F
17=785285930
39=2
570=N
55=2799146
48=zzzzz
22=8
461=FXXXXX
916=20130933
917=20131033
32=a number
31=a price
9018=5
9022=1
75=20130933
60=20130933-25:56:16.820
9413=0
552=1
54=2
37=10000614
11=105285930
453=6
448=Party ID 1
447=D
452=11
448=Party ID 2
447=D
452=13
448=Party ID 3
447=D
452=56
448=Party ID 4
447=D
452=37
448=Party ID 5
447=D
452=17
448=Party ID 6
447=D
452=50
376=1010000042ede85e4
555=2
600=1682605
602=wwwww
603=8
608=FXXXXX
624=2
637=a price
687=a number
654=10000618
9019=5
9023=1
9020=20130933
9021=20130933
539=3
524=Nested Party ID 1
525=D
538=37
524=Nested Party ID 2
525=D
538=17
524=Nested Party ID 3
525=D
538=50
9376=1010000042fa1171b97c9
600=1795888
602=vvvvv
603=8
608=FXXXXX
624=1
637=a price
687=a number
654=10000619
9019=5
9023=1
9020=10131001
9021=10131031
539=3
524=Nested Party ID 1
525=D
538=37
524=Nested Party ID 2
525=D
538=17
524=Nested Party ID 3
525=D
538=50
9376=10100000426515a1aea
10=048
Passing Trade
8=FIX.4.4
9=1182
35=AE
49=ICE
34=515
52=20130933-25:56:27.355
56=xx
57=x
571=165
487=0
856=0
828=0
150=F
17=919165149
39=2
570=N
55=2799146
48=zzzzz
22=8
461=FXXXXX
916=20130933
917=20131033
32=a number
31=a price
9018=5
9022=1
75=20130933
60=20130933-25:56:27.345
9413=0
552=1
54=1
37=10000615
11=109165149
453=7
448=Party ID 1
447=D
452=11
448=Party ID 2
447=D
452=13
448=Party ID 3
447=D
452=56
448=Party ID 4
447=D
452=4
448=Party ID 5
447=D
452=51
448=Party ID 6
447=D
452=60
448=Party ID 7
447=D
452=54
555=2
600=1682605
602=wwww
603=8
608=FXXXXX
624=1
637=a price
687=a number
654=10000620
9019=5
9023=1
9020=20130933
9021=20130933
539=4
524=Nested Party ID 1
525=D
538=4
524=Nested Party ID 2
525=D
538=51
524=Nested Party ID 3
525=D
538=60
524=Nested Party ID 4
525=D
538=54
600=1795888
602=vvvvv
603=8
608=FXXXXX
624=2
637=a price
687=a number
654=10000621
9019=5
9023=1
9020=10131001
9021=10131031
539=4
524=Nested Party ID 1
525=D
538=4
524=Nested Party ID 2
525=D
538=51
524=Nested Party ID 3
525=D
538=60
524=Nested Party ID 4
525=D
538=54
10=144
--
View this message in context: http://quickfix-j.364392.n2.nabble.com/Messages-rejected-due-to-Tag-appears-more-than-once-tp7578176.html
Sent from the QuickFIX/J mailing list archive at Nabble.com.
|
|
From: Phil H. <phi...@sh...> - 2013-09-26 14:50:46
|
We have an interface with ICE utilising QuickFIXJ that has worked for some time but now we are getting trades rejected with the following quickfix FieldException for some trades but not for other very similar trades: 8=FIX.4.4 9=113 35=3 34=61 49=xx 50=x 52=20130924-10:56:16.861 56=ICE 45=514 58=Tag appears more than once 371=524 372=AE 373=13 10=222 As you can see the issue is reported as a problem with tag 524 but what puzzles me is that other trades with a very simlar stucture are parsed by QuickFIXJ with no problems. The only essential difference that I can see is that the failing trade has compliance IDs. I have tried the following but have yet to find a solution: 1. Upgraded to QuickFIXJ v1.5.3 2. Updated the data dictionary to include all tags used defined by ICE (v2.0.32) 3. Included ValidateFieldsOutOfOrder=N and ValidateUnorderedGroupFields=N in the config file 4. Re-arranged the data dictionary to have the tags used for spread legs in the same order as specified and received from ICE I am at this point in time of the belief that this is a QuickFIX/J config/data dictionary problem since we have not made any changes to the client and similar trades are accepted. I a relative newbie so I would be grateful for any help that anyone can give me :-) The following is my config file: [default] ConnectionType=initiator ReconnectInterval=60 FileStorePath=a path FileLogPath=a path UseDataDictionary=Y SocketUseSSL=Y TimeZone=Europe/London [session] BeginString=FIX.4.4 SenderCompID=ID TargetCompID=ID SenderSubID=SubID TimeZone=Europe/London StartTime=time EndTime=time SocketConnectHost=IP addresss SocketConnectPort=port HeartBtInt=300 SendResetSeqNumFlag=Y ResetOnLogon=Y ResetOnLogout=Y ResetOnDisconnect=Y CheckLatency=N DataDictionary=ICEFIXTC44.xml ValidateFieldsOutOfOrder=N ValidateUnorderedGroupFields=N ValidateFieldsHaveValues=N ValidateUserDefinedFields=N AllowUnknownMsgFields=Y The following are the failing and passing trades re-arranged to be easier to read: Failing Trade 8=FIX.4.4 9=1155 35=AE 49=ICE 34=514 52=20130933-25:56:16.850 56=xx 57=x 571=163 487=0 856=0 828=0 150=F 17=785285930 39=2 570=N 55=2799146 48=zzzzz 22=8 461=FXXXXX 916=20130933 917=20131033 32=a number 31=a price 9018=5 9022=1 75=20130933 60=20130933-25:56:16.820 9413=0 552=1 54=2 37=10000614 11=105285930 453=6 448=Party ID 1 447=D 452=11 448=Party ID 2 447=D 452=13 448=Party ID 3 447=D 452=56 448=Party ID 4 447=D 452=37 448=Party ID 5 447=D 452=17 448=Party ID 6 447=D 452=50 376=1010000042ede85e4 555=2 600=1682605 602=wwwww 603=8 608=FXXXXX 624=2 637=a price 687=a number 654=10000618 9019=5 9023=1 9020=20130933 9021=20130933 539=3 524=Nested Party ID 1 525=D 538=37 524=Nested Party ID 2 525=D 538=17 524=Nested Party ID 3 525=D 538=50 9376=1010000042fa1171b97c9 600=1795888 602=vvvvv 603=8 608=FXXXXX 624=1 637=a price 687=a number 654=10000619 9019=5 9023=1 9020=10131001 9021=10131031 539=3 524=Nested Party ID 1 525=D 538=37 524=Nested Party ID 2 525=D 538=17 524=Nested Party ID 3 525=D 538=50 9376=10100000426515a1aea 10=048 Passing Trade 8=FIX.4.4 9=1182 35=AE 49=ICE 34=515 52=20130933-25:56:27.355 56=xx 57=x 571=165 487=0 856=0 828=0 150=F 17=919165149 39=2 570=N 55=2799146 48=zzzzz 22=8 461=FXXXXX 916=20130933 917=20131033 32=a number 31=a price 9018=5 9022=1 75=20130933 60=20130933-25:56:27.345 9413=0 552=1 54=1 37=10000615 11=109165149 453=7 448=Party ID 1 447=D 452=11 448=Party ID 2 447=D 452=13 448=Party ID 3 447=D 452=56 448=Party ID 4 447=D 452=4 448=Party ID 5 447=D 452=51 448=Party ID 6 447=D 452=60 448=Party ID 7 447=D 452=54 555=2 600=1682605 602=wwww 603=8 608=FXXXXX 624=1 637=a price 687=a number 654=10000620 9019=5 9023=1 9020=20130933 9021=20130933 539=4 524=Nested Party ID 1 525=D 538=4 524=Nested Party ID 2 525=D 538=51 524=Nested Party ID 3 525=D 538=60 524=Nested Party ID 4 525=D 538=54 600=1795888 602=vvvvv 603=8 608=FXXXXX 624=2 637=a price 687=a number 654=10000621 9019=5 9023=1 9020=10131001 9021=10131031 539=4 524=Nested Party ID 1 525=D 538=4 524=Nested Party ID 2 525=D 538=51 524=Nested Party ID 3 525=D 538=60 524=Nested Party ID 4 525=D 538=54 10=144 -- View this message in context: http://quickfix-j.364392.n2.nabble.com/Messages-rejected-due-to-Tag-appears-more-than-once-tp7578172.html Sent from the QuickFIX/J mailing list archive at Nabble.com. |
|
From: Christoph J. <chr...@ma...> - 2013-09-27 09:52:11
|
Hi, is tag 9376 the compliance ID? Where should this tag be according to the spec? Is it part of the NoLegs group? In my opinion I would carefully check if theuser-defined fields are defined in the correct repeating group. To me it sounds that you created the data dictionary by yourself and it was not provided by ICEso it might be the case that the fields were simply put to the wrong group. Regards, Chris. On 09/27/2013 11:09 AM, Phil Hopgood wrote: > QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ > QuickFIX/J Support: http://www.quickfixj.org/support/ > > > We have an interface with ICE utilising QuickFIXJ that has worked for some > time but now we are getting trades rejected with the following quickfix > FieldException for some trades but not for other very similar trades: > > 8=FIX.4.4 9=113 35=3 34=61 49=xx 50=x 52=20130924-10:56:16.861 56=ICE > 45=514 58=Tag appears more than once 371=524 372=AE 373=13 10=222 > > As you can see the issue is reported as a problem with tag 524 but what > puzzles me is that > other trades with a very simlar stucture are parsed by QuickFIXJ with no > problems. > The only essential difference that I can see is that the failing trade has > compliance IDs. > > I have tried the following but have yet to find a solution: > > 1. Upgraded to QuickFIXJ v1.5.3 > 2. Updated the data dictionary to include all tags used defined by ICE > (v2.0.32) > 3. Included ValidateFieldsOutOfOrder=N and ValidateUnorderedGroupFields=N in > the config file > 4. Re-arranged the data dictionary to have the tags used for spread legs in > the same order as specified and received from ICE > > I am at this point in time of the belief that this is a QuickFIX/J > config/data dictionary problem since we have not made any changes to the > client and similar trades are accepted. > > I a relative newbie so I would be grateful for any help that anyone can give > me :-) > > The following is my config file: > [default] > ConnectionType=initiator > ReconnectInterval=60 > FileStorePath=a path > FileLogPath=a path > UseDataDictionary=Y > SocketUseSSL=Y > TimeZone=Europe/London > > [session] > BeginString=FIX.4.4 > SenderCompID=ID > TargetCompID=ID > SenderSubID=SubID > TimeZone=Europe/London > StartTime=time > EndTime=time > SocketConnectHost=IP addresss > SocketConnectPort=port > HeartBtInt=300 > SendResetSeqNumFlag=Y > ResetOnLogon=Y > ResetOnLogout=Y > ResetOnDisconnect=Y > CheckLatency=N > DataDictionary=ICEFIXTC44.xml > ValidateFieldsOutOfOrder=N > ValidateUnorderedGroupFields=N > ValidateFieldsHaveValues=N > ValidateUserDefinedFields=N > AllowUnknownMsgFields=Y > > > The following are the failing and passing trades re-arranged to be easier to > read: > > Failing Trade > > 8=FIX.4.4 > 9=1155 > 35=AE > 49=ICE > 34=514 > 52=20130933-25:56:16.850 > 56=xx > 57=x > 571=163 > 487=0 > 856=0 > 828=0 > 150=F > 17=785285930 > 39=2 > 570=N > 55=2799146 > 48=zzzzz > 22=8 > 461=FXXXXX > 916=20130933 > 917=20131033 > 32=a number > 31=a price > 9018=5 > 9022=1 > 75=20130933 > 60=20130933-25:56:16.820 > 9413=0 > 552=1 > 54=2 > 37=10000614 > 11=105285930 > 453=6 > 448=Party ID 1 > 447=D > 452=11 > 448=Party ID 2 > 447=D > 452=13 > 448=Party ID 3 > 447=D > 452=56 > 448=Party ID 4 > 447=D > 452=37 > 448=Party ID 5 > 447=D > 452=17 > 448=Party ID 6 > 447=D > 452=50 > 376=1010000042ede85e4 > 555=2 > 600=1682605 > 602=wwwww > 603=8 > 608=FXXXXX > 624=2 > 637=a price > 687=a number > 654=10000618 > 9019=5 > 9023=1 > 9020=20130933 > 9021=20130933 > 539=3 > 524=Nested Party ID 1 > 525=D > 538=37 > 524=Nested Party ID 2 > 525=D > 538=17 > 524=Nested Party ID 3 > 525=D > 538=50 > 9376=1010000042fa1171b97c9 > 600=1795888 > 602=vvvvv > 603=8 > 608=FXXXXX > 624=1 > 637=a price > 687=a number > 654=10000619 > 9019=5 > 9023=1 > 9020=10131001 > 9021=10131031 > 539=3 > 524=Nested Party ID 1 > 525=D > 538=37 > 524=Nested Party ID 2 > 525=D > 538=17 > 524=Nested Party ID 3 > 525=D > 538=50 > 9376=10100000426515a1aea > 10=048 > > Passing Trade > > 8=FIX.4.4 > 9=1182 > 35=AE > 49=ICE > 34=515 > 52=20130933-25:56:27.355 > 56=xx > 57=x > 571=165 > 487=0 > 856=0 > 828=0 > 150=F > 17=919165149 > 39=2 > 570=N > 55=2799146 > 48=zzzzz > 22=8 > 461=FXXXXX > 916=20130933 > 917=20131033 > 32=a number > 31=a price > 9018=5 > 9022=1 > 75=20130933 > 60=20130933-25:56:27.345 > 9413=0 > 552=1 > 54=1 > 37=10000615 > 11=109165149 > 453=7 > 448=Party ID 1 > 447=D > 452=11 > 448=Party ID 2 > 447=D > 452=13 > 448=Party ID 3 > 447=D > 452=56 > 448=Party ID 4 > 447=D > 452=4 > 448=Party ID 5 > 447=D > 452=51 > 448=Party ID 6 > 447=D > 452=60 > 448=Party ID 7 > 447=D > 452=54 > 555=2 > 600=1682605 > 602=wwww > 603=8 > 608=FXXXXX > 624=1 > 637=a price > 687=a number > 654=10000620 > 9019=5 > 9023=1 > 9020=20130933 > 9021=20130933 > 539=4 > 524=Nested Party ID 1 > 525=D > 538=4 > 524=Nested Party ID 2 > 525=D > 538=51 > 524=Nested Party ID 3 > 525=D > 538=60 > 524=Nested Party ID 4 > 525=D > 538=54 > 600=1795888 > 602=vvvvv > 603=8 > 608=FXXXXX > 624=2 > 637=a price > 687=a number > 654=10000621 > 9019=5 > 9023=1 > 9020=10131001 > 9021=10131031 > 539=4 > 524=Nested Party ID 1 > 525=D > 538=4 > 524=Nested Party ID 2 > 525=D > 538=51 > 524=Nested Party ID 3 > 525=D > 538=60 > 524=Nested Party ID 4 > 525=D > 538=54 > 10=144 > > > > -- > View this message in context: http://quickfix-j.364392.n2.nabble.com/Messages-rejected-due-to-Tag-appears-more-than-once-tp7578176.html > Sent from the QuickFIX/J mailing list archive at Nabble.com. > > ------------------------------------------------------------------------------ > October Webinars: Code for Performance > Free Intel webinars can help you accelerate application performance. > Explore tips for MPI, OpenMP, advanced profiling, and more. Get the most from > the latest Intel processors and coprocessors. See abstracts and register > > http://pubads.g.doubleclick.net/gampad/clk?id=60133471&iu=/4140/ostg.clktrk > _______________________________________________ > Quickfixj-users mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfixj-users -- Christoph John Development & Support Direct: +49 241 557080-28 Mailto:Chr...@ma... http://www.macd.com <http://www.macd.com/> ---------------------------------------------------------------------------------------------------- ---------------------------------------------------------------------------------------------------- MACD GmbH Oppenhoffallee 103 D-52066 Aachen Tel: +49 241 557080-0 | Fax: +49 241 557080-10 Amtsgericht Aachen: HRB 8151 Ust.-Id: DE 813021663 Geschäftsführer: George Macdonald ---------------------------------------------------------------------------------------------------- ---------------------------------------------------------------------------------------------------- take care of the environment - print only if necessary |
|
From: Phil H. <phi...@sh...> - 2013-09-27 11:13:12
|
Hi Chris, Thank you very much for your response. Yes, 9376 is the LegCompliance ID and it is part of the NoLegs group. The following is an excerpt from the ICE ref man: <http://quickfix-j.364392.n2.nabble.com/file/n7578178/ICE_man_v32.png> The data dictionary was already in place when I took over this project so I'm not sure of it's origin. I have modified the DD to include newly added tags by ICE and I have also endeavoured to get the tags relating to groups and repeating tags within groups in the same order as those specified by ICE. What puzzles me most is why similar trades are not rejected. These rejects are just a few among many thousands that are not rejected so I have some confidence in the DD ..... just got an issue with this one situation. At this moment I think that tag 9376 may be a red herring because I think I have seen other trades which did not have tag 9376 rejected for the same reason. I need to go do some more testing. Thanks for your valued inputs. Regards, Phil. -- View this message in context: http://quickfix-j.364392.n2.nabble.com/Messages-rejected-due-to-Tag-appears-more-than-once-tp7578176p7578178.html Sent from the QuickFIX/J mailing list archive at Nabble.com. |
|
From: Christoph J. <chr...@ma...> - 2013-09-27 12:26:24
|
Hi Phil, OK, and how is this configured in the data dictionary? Could you send an excerpt of how the NoLegs group is defined in the DD? I think it is possible that it is somehow related to the user-defined tags. Did you also have other trades bearing tag 9376 that were not rejected? Regards, Chris. On 09/27/2013 01:13 PM, Phil Hopgood wrote: > QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ > QuickFIX/J Support: http://www.quickfixj.org/support/ > > > Hi Chris, > > Thank you very much for your response. > > Yes, 9376 is the LegCompliance ID and it is part of the NoLegs group. > The following is an excerpt from the ICE ref man: > > <http://quickfix-j.364392.n2.nabble.com/file/n7578178/ICE_man_v32.png> > > The data dictionary was already in place when I took over this project so > I'm not sure of it's origin. > I have modified the DD to include newly added tags by ICE and I have also > endeavoured to get the tags relating to groups and repeating tags within > groups in the same order as those specified by ICE. > > What puzzles me most is why similar trades are not rejected. > These rejects are just a few among many thousands that are not rejected so I > have some confidence in the DD ..... just got an issue with this one > situation. > > At this moment I think that tag 9376 may be a red herring because I think I > have seen other trades which did not have tag 9376 rejected for the same > reason. > > I need to go do some more testing. > > Thanks for your valued inputs. > Regards, > Phil. > > https://lists.sourceforge.net/lists/listinfo/quickfixj-users -- Christoph John Development & Support Direct: +49 241 557080-28 Mailto:Chr...@ma... http://www.macd.com <http://www.macd.com/> ---------------------------------------------------------------------------------------------------- ---------------------------------------------------------------------------------------------------- MACD GmbH Oppenhoffallee 103 D-52066 Aachen Tel: +49 241 557080-0 | Fax: +49 241 557080-10 Amtsgericht Aachen: HRB 8151 Ust.-Id: DE 813021663 Geschäftsführer: George Macdonald ---------------------------------------------------------------------------------------------------- ---------------------------------------------------------------------------------------------------- take care of the environment - print only if necessary |
|
From: Phil H. <phi...@sh...> - 2013-09-27 14:27:14
|
Hi Chris,
I seem to be getting ambiguous results now.
Today I have put through, or at least ICE to put through for me, some trades similar to that which failed and there are no failures!
Well I've changed nothing so I am a bit bemused .................. but I'll believe it if it continues to "not fail" :)
To answer your questions:
wrt ".... other trades bearing tag 9376 that were not rejected...": No, in this set of tests (prior to today) the failing trade was the only trade that had tag 9376. That's why I'm a bit suspicious about today's testing as these trades do not contain tag 9376, so how could they have been the same? I will be addressing ICE on this.
The following is the DD for NoSides and NoLegs:
Thanks very much for your help Chris, I really appreciate this.
" .......................
<field number="550" name="CrossPrioritization" type="INT">
<value enum="0" description="NONE"/>
<value enum="1" description="BUY_SIDE_IS_PRIORITIZED"/>
<value enum="2" description="SELL_SIDE_IS_PRIORITIZED"/>
</field>
<field number="551" name="OrigCrossID" type="STRING"/>
<field number="552" name="NoSides" type="NUMINGROUP"> <!-- Side repeating group instances. -->
<value enum="1" description="ONE_SIDE"/>
<value enum="2" description="BOTH_SIDES"/>
</field>
<field number="54" name="Side" type="CHAR">
<value enum="1" description="BUY"/>
<value enum="2" description="SELL"/>
<value enum="3" description="BUY_MINUS"/>
<value enum="4" description="SELL_PLUS"/>
<value enum="5" description="SELL_SHORT"/>
<value enum="6" description="SELL_SHORT_EXEMPT"/>
<value enum="7" description="UNDISCLOSED"/>
<value enum="8" description="CROSS"/>
<value enum="9" description="CROSS_SHORT"/>
<value enum="A" description="CROSS_SHORT_EXEMPT"/>
<value enum="B" description="AS_DEFINED"/>
<value enum="C" description="OPPOSITE"/>
<value enum="D" description="SUBSCRIBE"/>
<value enum="E" description="REDEEM"/>
<value enum="F" description="LEND"/>
<value enum="G" description="BORROW"/>
</field>
<field number="37" name="OrderID" type="STRING"/>
<field number="11" name="ClOrdID" type="STRING"/>
<field number="453" name="NoPartyIDs" type="NUMINGROUP"/> <!-- Party IDs -->
<field number="448" name="PartyID" type="STRING"/>
<field number="447" name="PartyIDSource" type="CHAR">
<value enum="B" description="BIC"/>
<value enum="C" description="GENERALLY_ACCEPTED_MARKET_PARTICIPANT_IDENTIFIER"/>
<value enum="D" description="PROPRIETARY_CUSTOM_CODE"/>
<value enum="E" description="ISO_COUNTRY_CODE"/>
<value enum="F" description="SETTLEMENT_ENTITY_LOCATION"/>
<value enum="G" description="MIC"/>
<value enum="H" description="CSD_PARTICIPANT_MEMBER_CODE"/>
<value enum="1" description="KOREAN_INVESTOR_ID"/>
<value enum="2" description="TAIWANESE_QUALIFIED_FOREIGN_INVESTOR_ID_QFII_FID"/>
<value enum="3" description="TAIWANESE_TRADING_ACCOUNT"/>
<value enum="4" description="MALAYSIAN_CENTRAL_DEPOSITORY_NUMBER"/>
<value enum="5" description="CHINESE_B_SHARE"/>
<value enum="6" description="UK_NATIONAL_INSURANCE_OR_PENSION_NUMBER"/>
<value enum="7" description="US_SOCIAL_SECURITY_NUMBER"/>
<value enum="8" description="US_EMPLOYER_IDENTIFICATION_NUMBER"/>
<value enum="9" description="AUSTRALIAN_BUSINESS_NUMBER"/>
<value enum="A" description="AUSTRALIAN_TAX_FILE_NUMBER"/>
<value enum="I" description="DIRECTED_BROKER"/>
</field>
<field number="452" name="PartyRole" type="STRING">
<value enum="1" description="EXECUTING_FIRM"/>
<value enum="3" description="CLIENT_ID"/>
<value enum="4" description="CLEARING_FIRM"/>
<value enum="11" description="ORDER_ORIGINATION_TRADER"/>
<value enum="12" description="EXECUTING_TRADER" />
<value enum="13" description="ORDER_ORIGINATION_FIRM"/>
<value enum="17" description="CONTRA_FIRM"/>
<value enum="21" description="CLEARING_ORGANIZATION" />
<value enum="35" description="LIQUIDITY_PROVIDER"/>
<value enum="37" description="CONTRA_TRADER"/>
<value enum="50" description="CONTRA_FIRM_ID"/>
<value enum="51" description="CLEARING_ACCOUNT_ID"/>
<value enum="52" description="CTI_CODE"/>
<value enum="53" description="HOUSE_NUMBER"/>
<value enum="54" description="ACCOUNT_CODE"/>
<value enum="55" description="ACCOUNT_ID"/>
<value enum="56" description="ORDER_ORIGINATION_FIRM_ID"/>
<value enum="57" description="ON_BEHALF_OF_COMP_ID"/>
<value enum="58" description="ON_BEHALF_OF_SUB_ID"/>
<value enum="59" description="ON_BEHALF_OF_LOCATION_ID"/>
<value enum="60" description="CLEARING_FIRM_NAME"/>
<value enum="61" description="EXECUTING_FIRM_ID"/>
<value enum="63" description="SYSTEMATIC_INTERNALISER"/>
</field>
<field number="802" name="NoPartySubIDs" type="NUMINGROUP"/>
<field number="523" name="PartySubID" type="STRING"/>
<field number="803" name="PartySubIDType" type="INT"/> <!-- End Party IDs -->
<field number="376" name="ComplianceID" type="STRING"/>
<field number="9425" name="BillingCode" type="INT"/>
<field number="78" name="NoAllocs" type="NUMINGROUP"/>
<field number="79" name="AllocAccount" type="STRING"/>
<field number="756" name="NoNested2PartyIDs" type="NUMINGROUP"/>
<field number="757" name="Nested2PartyID" type="STRING"/>
<field number="758" name="Nested2PartyIDSource" type="CHAR"/>
<field number="759" name="Nested2PartyRole" type="INT"/> <!-- End: Side repeating group instances. -->
<field number="555" name="NoLegs" type="NUMINGROUP"/> <!-- InstrumentLeg repeating group instances. -->
<field number="600" name="LegSymbol" type="STRING"/>
<field number="602" name="LegSecurityID" type="STRING"/>
<field number="603" name="LegSecurityIDSource" type="STRING"/>
<field number="608" name="LegCFICode" type="STRING"/>
<field number="612" name="LegStrikePrice" type="PRICE"/>
<field number="9404" name="LegOptionSymbol" type="STRING"/>
<field number="624" name="LegSide" type="CHAR"/>
<field number="637" name="LegLastPx" type="PRICE"/>
<field number="687" name="LegQty" type="QTY"/>
<field number="1017" name="LegOptionRatio" type="INT"/>
<field number="654" name="LegRefID" type="STRING"/>
<field number="9019" name="LegNumOfLots" type="INT"/>
<field number="9023" name="LegNumOfCycles" type="INT"/>
<field number="9020" name="LegStartDate" type="LOCALMKTDATE"/>
<field number="9021" name="LegEndDate" type="LOCALMKTDATE"/>
<field number="539" name="NoNestedPartyIDs" type="NUMINGROUP"/>
<field number="524" name="NestedPartyID" type="STRING"/>
<field number="525" name="NestedPartyIDSource" type="CHAR"/>
<field number="538" name="NestedPartyRole" type="INT">
<value enum="1" description="EXECUTING_FIRM"/>
<value enum="3" description="CLIENT_ID"/>
<value enum="4" description="CLEARING_FIRM"/>
<value enum="11" description="ORDER_ORIGINATION_TRADER"/>
<value enum="12" description="EXECUTING_TRADER" />
<value enum="13" description="ORDER_ORIGINATION_FIRM"/>
<value enum="17" description="CONTRA_FIRM"/>
<value enum="21" description="CLEARING_ORGANIZATION" />
<value enum="35" description="LIQUIDITY_PROVIDER"/>
<value enum="37" description="CONTRA_TRADER"/>
<value enum="50" description="CONTRA_FIRM_ID"/>
<value enum="51" description="CLEARING_ACCOUNT_ID"/>
<value enum="52" description="CTI_CODE"/>
<value enum="53" description="HOUSE_NUMBER"/>
<value enum="54" description="ACCOUNT_CODE"/>
<value enum="55" description="ACCOUNT_ID"/>
<value enum="56" description="ORDER_ORIGINATION_FIRM_ID"/>
<value enum="57" description="ON_BEHALF_OF_COMP_ID"/>
<value enum="58" description="ON_BEHALF_OF_SUB_ID"/>
<value enum="59" description="ON_BEHALF_OF_LOCATION_ID"/>
<value enum="60" description="CLEARING_FIRM_NAME"/>
<value enum="61" description="EXECUTING_FIRM_ID"/>
<value enum="63" description="SYSTEMATIC_INTERNALISER"/>
</field>
<field number="9376" name="LegComplianceID" type="STRING"/>
<field number="9426" name="LegBillingCode" type="INT"/> <!-- End InstrumentLeg repeating group instances. -->
<field number="553" name="Username" type="STRING"/>
<field number="554" name="Password" type="STRING"/>
<field number="556" name="LegCurrency" type="CURRENCY"/> ................."
Regards
Phil.
O&S Trading & Optimisation - Application Analyst WONA
Shell International Trading and Shipping Company Limited
80 Strand, London WC2R 0ZA, United Kingdom
Tel: +44 (0)207 546 2132
Email: phi...@sh...
Internet: http://www.shell.com
From: Christoph John [via QuickFIX/J] [mailto:ml-...@n2...]
Sent: 27 September 2013 13:27
To: Hopgood, Phil STASCO-ITST/VO
Subject: Re: Messages rejected due to "Tag appears more than once"
QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/
Hi Phil,
OK, and how is this configured in the data dictionary? Could you send an excerpt of how the NoLegs group is defined in the DD?
I think it is possible that it is somehow related to the user-defined tags. Did you also have other trades bearing tag 9376 that were not rejected?
Regards,
Chris.
On 09/27/2013 01:13 PM, Phil Hopgood wrote:
QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/
Hi Chris,
Thank you very much for your response.
Yes, 9376 is the LegCompliance ID and it is part of the NoLegs group.
The following is an excerpt from the ICE ref man:
<http://quickfix-j.364392.n2.nabble.com/file/n7578178/ICE_man_v32.png><http://quickfix-j.364392.n2.nabble.com/file/n7578178/ICE_man_v32.png>
The data dictionary was already in place when I took over this project so
I'm not sure of it's origin.
I have modified the DD to include newly added tags by ICE and I have also
endeavoured to get the tags relating to groups and repeating tags within
groups in the same order as those specified by ICE.
What puzzles me most is why similar trades are not rejected.
These rejects are just a few among many thousands that are not rejected so I
have some confidence in the DD ..... just got an issue with this one
situation.
At this moment I think that tag 9376 may be a red herring because I think I
have seen other trades which did not have tag 9376 rejected for the same
reason.
I need to go do some more testing.
Thanks for your valued inputs.
Regards,
Phil.
https://lists.sourceforge.net/lists/listinfo/quickfixj-users
--
Christoph John
Development & Support
Direct: +49 241 557080-28
Mailto:Christoph.John@...<Mailto:Chr...@ma...>
http://www.macd.com<http://www.macd.com/>
________________________________
________________________________
MACD GmbH
Oppenhoffallee 103
D-52066 Aachen
Tel: +49 241 557080-0 | Fax: +49 241 557080-10
Amtsgericht Aachen: HRB 8151
Ust.-Id: DE 813021663
Geschäftsführer: George Macdonald
________________________________
________________________________
take care of the environment - print only if necessary
------------------------------------------------------------------------------
October Webinars: Code for Performance
Free Intel webinars can help you accelerate application performance.
Explore tips for MPI, OpenMP, advanced profiling, and more. Get the most from
the latest Intel processors and coprocessors. See abstracts and register >
http://pubads.g.doubleclick.net/gampad/clk?id=60133471&iu=/4140/ostg.clktrk
_______________________________________________
Quickfixj-users mailing list
[hidden email]</user/SendEmail.jtp?type=node&node=7578179&i=0>
https://lists.sourceforge.net/lists/listinfo/quickfixj-users
________________________________
If you reply to this email, your message will be added to the discussion below:
http://quickfix-j.364392.n2.nabble.com/Messages-rejected-due-to-Tag-appears-more-than-once-tp7578176p7578179.html
To unsubscribe from Messages rejected due to "Tag appears more than once", click here<http://quickfix-j.364392.n2.nabble.com/template/NamlServlet.jtp?macro=unsubscribe_by_code&node=7578176&code=cGhpbC5ob3Bnb29kQHNoZWxsLmNvbXw3NTc4MTc2fDE5MTgyOTUxNzQ=>.
NAML<http://quickfix-j.364392.n2.nabble.com/template/NamlServlet.jtp?macro=macro_viewer&id=instant_html%21nabble%3Aemail.naml&base=nabble.naml.namespaces.BasicNamespace-nabble.view.web.template.NabbleNamespace-nabble.view.web.template.NodeNamespace&breadcrumbs=notify_subscribers%21nabble%3Aemail.naml-instant_emails%21nabble%3Aemail.naml-send_instant_email%21nabble%3Aemail.naml>
--
View this message in context: http://quickfix-j.364392.n2.nabble.com/Messages-rejected-due-to-Tag-appears-more-than-once-tp7578176p7578180.html
Sent from the QuickFIX/J mailing list archive at Nabble.com. |
|
From: Phil H. <phi...@sh...> - 2013-09-27 15:12:00
|
Hi Chris,
I seem to be getting ambiguous results now.
Today I have put through, or at least ICE to put through for me, some trades
similar to that which failed and there are no failures!
Well I’ve changed nothing so I am a bit bemused ……………… but I’ll believe it
if it continues to “not fail”
To answer your questions:
wrt “…. other trades bearing tag 9376 that were not rejected…”: No, in this
set of tests (prior to today) the failing trade was the only trade that had
tag 9376. That’s why I’m a bit suspicious about today’s testing as these
trades do not contain tag 9376, so how could they have been the same? I will
be addressing ICE on this.
I think I need to re-establish the old DD, try to recreate the failure, then
plug in the new DD and see if it goes away.
Thanks very much for your help Chris, I really appreciate this.
The following is the DD for NoSides and NoLegs:
“ …………………..
<field number="550" name="CrossPrioritization" type="INT">
<value enum="0" description="NONE"/>
<value enum="1" description="BUY_SIDE_IS_PRIORITIZED"/>
<value enum="2" description="SELL_SIDE_IS_PRIORITIZED"/>
</field>
<field number="551" name="OrigCrossID" type="STRING"/>
<field number="552" name="NoSides" type="NUMINGROUP">
<value enum="1" description="ONE_SIDE"/>
<value enum="2" description="BOTH_SIDES"/>
</field>
<field number="54" name="Side" type="CHAR">
<value enum="1" description="BUY"/>
<value enum="2" description="SELL"/>
<value enum="3" description="BUY_MINUS"/>
<value enum="4" description="SELL_PLUS"/>
<value enum="5" description="SELL_SHORT"/>
<value enum="6" description="SELL_SHORT_EXEMPT"/>
<value enum="7" description="UNDISCLOSED"/>
<value enum="8" description="CROSS"/>
<value enum="9" description="CROSS_SHORT"/>
<value enum="A" description="CROSS_SHORT_EXEMPT"/>
<value enum="B" description="AS_DEFINED"/>
<value enum="C" description="OPPOSITE"/>
<value enum="D" description="SUBSCRIBE"/>
<value enum="E" description="REDEEM"/>
<value enum="F" description="LEND"/>
<value enum="G" description="BORROW"/>
</field>
<field number="37" name="OrderID" type="STRING"/>
<field number="11" name="ClOrdID" type="STRING"/>
<field number="453" name="NoPartyIDs" type="NUMINGROUP"/>
<field number="448" name="PartyID" type="STRING"/>
<field number="447" name="PartyIDSource" type="CHAR">
<value enum="B" description="BIC"/>
<value enum="C"
description="GENERALLY_ACCEPTED_MARKET_PARTICIPANT_IDENTIFIER"/>
<value enum="D" description="PROPRIETARY_CUSTOM_CODE"/>
<value enum="E" description="ISO_COUNTRY_CODE"/>
<value enum="F" description="SETTLEMENT_ENTITY_LOCATION"/>
<value enum="G" description="MIC"/>
<value enum="H" description="CSD_PARTICIPANT_MEMBER_CODE"/>
<value enum="1" description="KOREAN_INVESTOR_ID"/>
<value enum="2"
description="TAIWANESE_QUALIFIED_FOREIGN_INVESTOR_ID_QFII_FID"/>
<value enum="3" description="TAIWANESE_TRADING_ACCOUNT"/>
<value enum="4" description="MALAYSIAN_CENTRAL_DEPOSITORY_NUMBER"/>
<value enum="5" description="CHINESE_B_SHARE"/>
<value enum="6"
description="UK_NATIONAL_INSURANCE_OR_PENSION_NUMBER"/>
<value enum="7" description="US_SOCIAL_SECURITY_NUMBER"/>
<value enum="8" description="US_EMPLOYER_IDENTIFICATION_NUMBER"/>
<value enum="9" description="AUSTRALIAN_BUSINESS_NUMBER"/>
<value enum="A" description="AUSTRALIAN_TAX_FILE_NUMBER"/>
<value enum="I" description="DIRECTED_BROKER"/>
</field>
<field number="452" name="PartyRole" type="STRING">
<value enum="1" description="EXECUTING_FIRM"/>
<value enum="3" description="CLIENT_ID"/>
<value enum="4" description="CLEARING_FIRM"/>
<value enum="11" description="ORDER_ORIGINATION_TRADER"/>
<value enum="12" description="EXECUTING_TRADER" />
<value enum="13" description="ORDER_ORIGINATION_FIRM"/>
<value enum="17" description="CONTRA_FIRM"/>
<value enum="21" description="CLEARING_ORGANIZATION" />
<value enum="35" description="LIQUIDITY_PROVIDER"/>
<value enum="37" description="CONTRA_TRADER"/>
<value enum="50" description="CONTRA_FIRM_ID"/>
<value enum="51" description="CLEARING_ACCOUNT_ID"/>
<value enum="52" description="CTI_CODE"/>
<value enum="53" description="HOUSE_NUMBER"/>
<value enum="54" description="ACCOUNT_CODE"/>
<value enum="55" description="ACCOUNT_ID"/>
<value enum="56" description="ORDER_ORIGINATION_FIRM_ID"/>
<value enum="57" description="ON_BEHALF_OF_COMP_ID"/>
<value enum="58" description="ON_BEHALF_OF_SUB_ID"/>
<value enum="59" description="ON_BEHALF_OF_LOCATION_ID"/>
<value enum="60" description="CLEARING_FIRM_NAME"/>
<value enum="61" description="EXECUTING_FIRM_ID"/>
<value enum="63" description="SYSTEMATIC_INTERNALISER"/>
</field>
<field number="802" name="NoPartySubIDs" type="NUMINGROUP"/>
<field number="523" name="PartySubID" type="STRING"/>
<field number="803" name="PartySubIDType" type="INT"/>
<field number="376" name="ComplianceID" type="STRING"/>
<field number="9425" name="BillingCode" type="INT"/>
<field number="78" name="NoAllocs" type="NUMINGROUP"/>
<field number="79" name="AllocAccount" type="STRING"/>
<field number="756" name="NoNested2PartyIDs" type="NUMINGROUP"/>
<field number="757" name="Nested2PartyID" type="STRING"/>
<field number="758" name="Nested2PartyIDSource" type="CHAR"/>
<field number="759" name="Nested2PartyRole" type="INT"/>
<field number="555" name="NoLegs" type="NUMINGROUP"/>
<field number="600" name="LegSymbol" type="STRING"/>
<field number="602" name="LegSecurityID" type="STRING"/>
<field number="603" name="LegSecurityIDSource" type="STRING"/>
<field number="608" name="LegCFICode" type="STRING"/>
<field number="612" name="LegStrikePrice" type="PRICE"/>
<field number="9404" name="LegOptionSymbol" type="STRING"/>
<field number="624" name="LegSide" type="CHAR"/>
<field number="637" name="LegLastPx" type="PRICE"/>
<field number="687" name="LegQty" type="QTY"/>
<field number="1017" name="LegOptionRatio" type="INT"/>
<field number="654" name="LegRefID" type="STRING"/>
<field number="9019" name="LegNumOfLots" type="INT"/>
<field number="9023" name="LegNumOfCycles" type="INT"/>
<field number="9020" name="LegStartDate" type="LOCALMKTDATE"/>
<field number="9021" name="LegEndDate" type="LOCALMKTDATE"/>
<field number="539" name="NoNestedPartyIDs" type="NUMINGROUP"/>
<field number="524" name="NestedPartyID" type="STRING"/>
<field number="525" name="NestedPartyIDSource" type="CHAR"/>
<field number="538" name="NestedPartyRole" type="INT">
<value enum="1" description="EXECUTING_FIRM"/>
<value enum="3" description="CLIENT_ID"/>
<value enum="4" description="CLEARING_FIRM"/>
<value enum="11" description="ORDER_ORIGINATION_TRADER"/>
<value enum="12" description="EXECUTING_TRADER" />
<value enum="13" description="ORDER_ORIGINATION_FIRM"/>
<value enum="17" description="CONTRA_FIRM"/>
<value enum="21" description="CLEARING_ORGANIZATION" />
<value enum="35" description="LIQUIDITY_PROVIDER"/>
<value enum="37" description="CONTRA_TRADER"/>
<value enum="50" description="CONTRA_FIRM_ID"/>
<value enum="51" description="CLEARING_ACCOUNT_ID"/>
<value enum="52" description="CTI_CODE"/>
<value enum="53" description="HOUSE_NUMBER"/>
<value enum="54" description="ACCOUNT_CODE"/>
<value enum="55" description="ACCOUNT_ID"/>
<value enum="56" description="ORDER_ORIGINATION_FIRM_ID"/>
<value enum="57" description="ON_BEHALF_OF_COMP_ID"/>
<value enum="58" description="ON_BEHALF_OF_SUB_ID"/>
<value enum="59" description="ON_BEHALF_OF_LOCATION_ID"/>
<value enum="60" description="CLEARING_FIRM_NAME"/>
<value enum="61" description="EXECUTING_FIRM_ID"/>
<value enum="63" description="SYSTEMATIC_INTERNALISER"/>
</field>
<field number="9376" name="LegComplianceID" type="STRING"/>
<field number="9426" name="LegBillingCode" type="INT"/>
<field number="553" name="Username" type="STRING"/>
<field number="554" name="Password" type="STRING"/>
<field number="556" name="LegCurrency" type="CURRENCY"/> ……………..”
Regards
Phil.
--
View this message in context: http://quickfix-j.364392.n2.nabble.com/Messages-rejected-due-to-Tag-appears-more-than-once-tp7578176p7578181.html
Sent from the QuickFIX/J mailing list archive at Nabble.com.
|
|
From: Christoph J. <chr...@ma...> - 2013-09-27 15:20:17
|
Hi Phil, you're welcome. Regarding the DD, could you please also post the definition of the TradeCaptureReportmessage and its repeating groups? Thanks, Chris. On 09/27/2013 05:11 PM, Phil Hopgood wrote: > QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ > QuickFIX/J Support: http://www.quickfixj.org/support/ > > > Hi Chris, > > I seem to be getting ambiguous results now. > > Today I have put through, or at least ICE to put through for me, some trades > similar to that which failed and there are no failures! > Well I’ve changed nothing so I am a bit bemused ……………… but I’ll believe it > if it continues to “not fail” > > To answer your questions: > wrt “…. other trades bearing tag 9376 that were not rejected…”: No, in this > set of tests (prior to today) the failing trade was the only trade that had > tag 9376. That’s why I’m a bit suspicious about today’s testing as these > trades do not contain tag 9376, so how could they have been the same? I will > be addressing ICE on this. > > I think I need to re-establish the old DD, try to recreate the failure, then > plug in the new DD and see if it goes away. > > Thanks very much for your help Chris, I really appreciate this. > > The following is the DD for NoSides and NoLegs: > “ ………………….. > <field number="550" name="CrossPrioritization" type="INT"> > <value enum="0" description="NONE"/> > <value enum="1" description="BUY_SIDE_IS_PRIORITIZED"/> > <value enum="2" description="SELL_SIDE_IS_PRIORITIZED"/> > </field> > <field number="551" name="OrigCrossID" type="STRING"/> > <field number="552" name="NoSides" type="NUMINGROUP"> > <value enum="1" description="ONE_SIDE"/> > <value enum="2" description="BOTH_SIDES"/> > </field> > <field number="54" name="Side" type="CHAR"> > <value enum="1" description="BUY"/> > <value enum="2" description="SELL"/> > <value enum="3" description="BUY_MINUS"/> > <value enum="4" description="SELL_PLUS"/> > <value enum="5" description="SELL_SHORT"/> > <value enum="6" description="SELL_SHORT_EXEMPT"/> > <value enum="7" description="UNDISCLOSED"/> > <value enum="8" description="CROSS"/> > <value enum="9" description="CROSS_SHORT"/> > <value enum="A" description="CROSS_SHORT_EXEMPT"/> > <value enum="B" description="AS_DEFINED"/> > <value enum="C" description="OPPOSITE"/> > <value enum="D" description="SUBSCRIBE"/> > <value enum="E" description="REDEEM"/> > <value enum="F" description="LEND"/> > <value enum="G" description="BORROW"/> > </field> > <field number="37" name="OrderID" type="STRING"/> > <field number="11" name="ClOrdID" type="STRING"/> > <field number="453" name="NoPartyIDs" type="NUMINGROUP"/> > <field number="448" name="PartyID" type="STRING"/> > <field number="447" name="PartyIDSource" type="CHAR"> > <value enum="B" description="BIC"/> > <value enum="C" > description="GENERALLY_ACCEPTED_MARKET_PARTICIPANT_IDENTIFIER"/> > <value enum="D" description="PROPRIETARY_CUSTOM_CODE"/> > <value enum="E" description="ISO_COUNTRY_CODE"/> > <value enum="F" description="SETTLEMENT_ENTITY_LOCATION"/> > <value enum="G" description="MIC"/> > <value enum="H" description="CSD_PARTICIPANT_MEMBER_CODE"/> > <value enum="1" description="KOREAN_INVESTOR_ID"/> > <value enum="2" > description="TAIWANESE_QUALIFIED_FOREIGN_INVESTOR_ID_QFII_FID"/> > <value enum="3" description="TAIWANESE_TRADING_ACCOUNT"/> > <value enum="4" description="MALAYSIAN_CENTRAL_DEPOSITORY_NUMBER"/> > <value enum="5" description="CHINESE_B_SHARE"/> > <value enum="6" > description="UK_NATIONAL_INSURANCE_OR_PENSION_NUMBER"/> > <value enum="7" description="US_SOCIAL_SECURITY_NUMBER"/> > <value enum="8" description="US_EMPLOYER_IDENTIFICATION_NUMBER"/> > <value enum="9" description="AUSTRALIAN_BUSINESS_NUMBER"/> > <value enum="A" description="AUSTRALIAN_TAX_FILE_NUMBER"/> > <value enum="I" description="DIRECTED_BROKER"/> > </field> > <field number="452" name="PartyRole" type="STRING"> > <value enum="1" description="EXECUTING_FIRM"/> > <value enum="3" description="CLIENT_ID"/> > <value enum="4" description="CLEARING_FIRM"/> > <value enum="11" description="ORDER_ORIGINATION_TRADER"/> > <value enum="12" description="EXECUTING_TRADER" /> > <value enum="13" description="ORDER_ORIGINATION_FIRM"/> > <value enum="17" description="CONTRA_FIRM"/> > <value enum="21" description="CLEARING_ORGANIZATION" /> > <value enum="35" description="LIQUIDITY_PROVIDER"/> > <value enum="37" description="CONTRA_TRADER"/> > <value enum="50" description="CONTRA_FIRM_ID"/> > <value enum="51" description="CLEARING_ACCOUNT_ID"/> > <value enum="52" description="CTI_CODE"/> > <value enum="53" description="HOUSE_NUMBER"/> > <value enum="54" description="ACCOUNT_CODE"/> > <value enum="55" description="ACCOUNT_ID"/> > <value enum="56" description="ORDER_ORIGINATION_FIRM_ID"/> > <value enum="57" description="ON_BEHALF_OF_COMP_ID"/> > <value enum="58" description="ON_BEHALF_OF_SUB_ID"/> > <value enum="59" description="ON_BEHALF_OF_LOCATION_ID"/> > <value enum="60" description="CLEARING_FIRM_NAME"/> > <value enum="61" description="EXECUTING_FIRM_ID"/> > <value enum="63" description="SYSTEMATIC_INTERNALISER"/> > </field> > <field number="802" name="NoPartySubIDs" type="NUMINGROUP"/> > <field number="523" name="PartySubID" type="STRING"/> > <field number="803" name="PartySubIDType" type="INT"/> > <field number="376" name="ComplianceID" type="STRING"/> > <field number="9425" name="BillingCode" type="INT"/> > <field number="78" name="NoAllocs" type="NUMINGROUP"/> > <field number="79" name="AllocAccount" type="STRING"/> > <field number="756" name="NoNested2PartyIDs" type="NUMINGROUP"/> > <field number="757" name="Nested2PartyID" type="STRING"/> > <field number="758" name="Nested2PartyIDSource" type="CHAR"/> > <field number="759" name="Nested2PartyRole" type="INT"/> > <field number="555" name="NoLegs" type="NUMINGROUP"/> > <field number="600" name="LegSymbol" type="STRING"/> > <field number="602" name="LegSecurityID" type="STRING"/> > <field number="603" name="LegSecurityIDSource" type="STRING"/> > <field number="608" name="LegCFICode" type="STRING"/> > <field number="612" name="LegStrikePrice" type="PRICE"/> > <field number="9404" name="LegOptionSymbol" type="STRING"/> > <field number="624" name="LegSide" type="CHAR"/> > <field number="637" name="LegLastPx" type="PRICE"/> > <field number="687" name="LegQty" type="QTY"/> > <field number="1017" name="LegOptionRatio" type="INT"/> > <field number="654" name="LegRefID" type="STRING"/> > <field number="9019" name="LegNumOfLots" type="INT"/> > <field number="9023" name="LegNumOfCycles" type="INT"/> > <field number="9020" name="LegStartDate" type="LOCALMKTDATE"/> > <field number="9021" name="LegEndDate" type="LOCALMKTDATE"/> > <field number="539" name="NoNestedPartyIDs" type="NUMINGROUP"/> > <field number="524" name="NestedPartyID" type="STRING"/> > <field number="525" name="NestedPartyIDSource" type="CHAR"/> > <field number="538" name="NestedPartyRole" type="INT"> > <value enum="1" description="EXECUTING_FIRM"/> > <value enum="3" description="CLIENT_ID"/> > <value enum="4" description="CLEARING_FIRM"/> > <value enum="11" description="ORDER_ORIGINATION_TRADER"/> > <value enum="12" description="EXECUTING_TRADER" /> > <value enum="13" description="ORDER_ORIGINATION_FIRM"/> > <value enum="17" description="CONTRA_FIRM"/> > <value enum="21" description="CLEARING_ORGANIZATION" /> > <value enum="35" description="LIQUIDITY_PROVIDER"/> > <value enum="37" description="CONTRA_TRADER"/> > <value enum="50" description="CONTRA_FIRM_ID"/> > <value enum="51" description="CLEARING_ACCOUNT_ID"/> > <value enum="52" description="CTI_CODE"/> > <value enum="53" description="HOUSE_NUMBER"/> > <value enum="54" description="ACCOUNT_CODE"/> > <value enum="55" description="ACCOUNT_ID"/> > <value enum="56" description="ORDER_ORIGINATION_FIRM_ID"/> > <value enum="57" description="ON_BEHALF_OF_COMP_ID"/> > <value enum="58" description="ON_BEHALF_OF_SUB_ID"/> > <value enum="59" description="ON_BEHALF_OF_LOCATION_ID"/> > <value enum="60" description="CLEARING_FIRM_NAME"/> > <value enum="61" description="EXECUTING_FIRM_ID"/> > <value enum="63" description="SYSTEMATIC_INTERNALISER"/> > </field> > <field number="9376" name="LegComplianceID" type="STRING"/> > <field number="9426" name="LegBillingCode" type="INT"/> > <field number="553" name="Username" type="STRING"/> > <field number="554" name="Password" type="STRING"/> > <field number="556" name="LegCurrency" type="CURRENCY"/> ……………..” > > Regards > Phil. > > > > > -- > View this message in context: http://quickfix-j.364392.n2.nabble.com/Messages-rejected-due-to-Tag-appears-more-than-once-tp7578176p7578181.html > Sent from the QuickFIX/J mailing list archive at Nabble.com. > > ------------------------------------------------------------------------------ > October Webinars: Code for Performance > Free Intel webinars can help you accelerate application performance. > Explore tips for MPI, OpenMP, advanced profiling, and more. Get the most from > the latest Intel processors and coprocessors. See abstracts and register > > http://pubads.g.doubleclick.net/gampad/clk?id=60133471&iu=/4140/ostg.clktrk > _______________________________________________ > Quickfixj-users mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfixj-users -- Christoph John Development & Support Direct: +49 241 557080-28 Mailto:Chr...@ma... http://www.macd.com <http://www.macd.com/> ---------------------------------------------------------------------------------------------------- ---------------------------------------------------------------------------------------------------- MACD GmbH Oppenhoffallee 103 D-52066 Aachen Tel: +49 241 557080-0 | Fax: +49 241 557080-10 Amtsgericht Aachen: HRB 8151 Ust.-Id: DE 813021663 Geschäftsführer: George Macdonald ---------------------------------------------------------------------------------------------------- ---------------------------------------------------------------------------------------------------- take care of the environment - print only if necessary |
|
From: Phil H. <phi...@sh...> - 2013-10-04 10:38:46
|
Hi Chris,
Sorry for the slow reponse.
I have now editted the data dictionary to have the TradeCaptureReport (ref
below) to be in exactly the same order as that defined by ICE but to no
avail.
I don't know if this helps but it happens when we do a spread with a
bilateral and a cleared trade. It's the bilateral bit that fails.
The only difference I can see between a passing trade and a failing trade is
these accursed compliance tags, i.e. 376 and 9376.
The trades that pass do not have these tags. I note that the repeating group
associated with tag 376 doesn't throw up an error.
I'm wondering if you're right, it's to do with the custom version of that
tag, i.e. 9376
Thanks for all your help.
/<field number="571" name="TradeReportID" type="STRING"/>
<field number="487" name="TradeReportTransType" type="INT">
<value enum="0" description="NEW"/>
<value enum="1" description="CANCEL"/>
<value enum="2" description="REPLACE"/>
<value enum="3" description="RELEASE"/>
<value enum="4" description="REVERSE"/>
</field>
<field number="856" name="TradeReportType" type="INT">
<value enum="0" description="SUBMIT"/>
<value enum="1" description="ALLEGED"/>
<value enum="2" description="ACCEPT"/>
<value enum="3" description="DECLINE"/>
<value enum="4" description="ADDENDUM"/>
<value enum="5" description="NO_WAS"/>
<value enum="6" description="TRADE_REPORT_CANCEL"/>
<value enum="7" description="LOCKED_IN_TRADE_BREAK"/>
</field>
<field number="568" name="TradeRequestID" type="STRING"/>
<field number="828" name="TrdType" type="CHAR">
<value enum="0" description="REGULAR_TRADE"/>
<value enum="9" description="CCX_EFP_TRADE"/>
<value enum="E" description="EFP_TRADE"/>
<value enum="F" description="EFS_EFP_CONTRA_TRADE"/>
<value enum="K" description="BLOCK_TRADE"/>
<value enum="O" description="NG_EFP_EFS_TRADE"/>
<value enum="S" description="EFS_TRADE"/>
<value enum="T" description="CONTRA_TRADE"/>
<value enum="V" description="BILATERAL_OFF_EXCHANGE_TRADE"/>
<value enum="Y" description="CROSS_CONTRA_TRADE"/>
<value enum="J" description="EFR_TRADE"/>
<value enum="A" description="OTHER_CLEARING_VENUE"/>
<value enum="I" description="EFM_TRADE"/>
<value enum="Q" description="EOO_TRADE"/>
</field>
<field number="1126" name="OrigTradeID" type="INT"/>
<field number="150" name="ExecType" type="CHAR">
<value enum="0" description="NEW"/>
<value enum="1" description="PARTIAL_FILL"/>
<value enum="2" description="FILL"/>
<value enum="3" description="DONE_FOR_DAY"/>
<value enum="4" description="CANCELED"/>
<value enum="5" description="REPLACE"/>
<value enum="6" description="PENDING_CANCEL"/>
<value enum="7" description="STOPPED"/>
<value enum="8" description="REJECTED"/>
<value enum="9" description="SUSPENDED"/>
<value enum="A" description="PENDING_NEW"/>
<value enum="B" description="CALCULATED"/>
<value enum="C" description="EXPIRED"/>
<value enum="D" description="RESTATED"/>
<value enum="E" description="PENDING_REPLACE"/>
<value enum="F" description="TRADE"/>
<value enum="G" description="TRADE_CORRECT"/>
<value enum="H" description="TRADE_CANCEL"/>
<value enum="I" description="ORDER_STATUS"/>
</field>
<field number="820" name="TradeLinkID" type="STRING"/>
<field number="9414" name="TradeLinkMktID" type="STRING"/>
<field number="17" name="ExecID" type="STRING"/>
<field number="39" name="OrdStatus" type="CHAR">
<value enum="0" description="NEW"/>
<value enum="1" description="PARTIALLY_FILLED"/>
<value enum="2" description="FILLED"/>
<value enum="3" description="DONE_FOR_DAY"/>
<value enum="4" description="CANCELED"/>
<value enum="5" description="REPLACED"/>
<value enum="6" description="PENDING_CANCEL"/>
<value enum="7" description="STOPPED"/>
<value enum="8" description="REJECTED"/>
<value enum="9" description="SUSPENDED"/>
<value enum="A" description="PENDING_NEW"/>
<value enum="B" description="CALCULATED"/>
<value enum="C" description="EXPIRED"/>
<value enum="D" description="ACCEPTED_FOR_BIDDING"/>
<value enum="E" description="PENDING_REPLACE"/>
</field>
<field number="570" name="PreviouslyReported" type="BOOLEAN"/>
<field number="55" name="Symbol" type="STRING"/>
<field number="48" name="SecurityID" type="STRING"/>
<field number="22" name="SecurityIDSource" type="STRING">
<value enum="1" description="CUSIP"/>
<value enum="2" description="SEDOL"/>
<value enum="3" description="QUIK"/>
<value enum="4" description="ISIN_NUMBER"/>
<value enum="5" description="RIC_CODE"/>
<value enum="6" description="ISO_CURRENCY_CODE"/>
<value enum="7" description="ISO_COUNTRY_CODE"/>
<value enum="8" description="EXCHANGE_SYMBOL"/>
<value enum="9" description="CONSOLIDATED_TAPE_ASSOCIATION"/>
<value enum="A" description="BLOOMBERG_SYMBOL"/>
<value enum="B" description="WERTPAPIER"/>
<value enum="C" description="DUTCH"/>
<value enum="D" description="VALOREN"/>
<value enum="E" description="SICOVAM"/>
<value enum="F" description="BELGIAN"/>
<value enum="G" description="COMMON"/>
<value enum="H" description="CLEARING_HOUSE_CLEARING_ORGANIZATION"/>
<value enum="I" description="ISDA_FPML_PRODUCT_SPECIFICATION"/>
<value enum="J" description="OPTIONS_PRICE_REPORTING_AUTHORITY"/>
</field>
<field number="461" name="CFICode" type="STRING"/>
<field number="202" name="StrikePrice" type="PRICE"/>
<field number="9403" name="OptionsSymbol" type="STRING"/>
<field number="916" name="StartDate" type="LOCALMKTDATE"/>
<field number="917" name="EndDate" type="LOCALMKTDATE"/>
<field number="32" name="LastQty" type="QTY"/>
<field number="31" name="LastPx" type="PRICE"/>
<field number="9018" name="NumOfLots" type="INT"/>
<field number="9022" name="NumOfCycles" type="INT"/>
<field number="75" name="TradeDate" type="LOCALMKTDATE"/>
<field number="60" name="TransactTime" type="UTCTIMESTAMP"/>
<field number="9413" name="ClientAppType" type="INT"/>
<field number="9500" name="NumofCombiDefinitions" type="NUMINGROUP"/>
<field number="9501" name="CombiPercentage" type="INT"/>
<field number="9502" name="CombiPriceBasis" type="STRING"/>
<field number="9503" name="CombiPriceBasisPeriod" type="STRING"/>
<field number="9504" name="CombiPriceBasisSubLevel" type="STRING"/>
<field number="9505" name="CombiLegPrice" type="PRICE"/>
<field number="9510" name="TermsQualityComments" type="STRING"/>
<field number="552" name="NoSides" type="NUMINGROUP">
<value enum="1" description="ONE_SIDE"/>
<value enum="2" description="BOTH_SIDES"/>
</field>
<field number="54" name="Side" type="CHAR">
<value enum="1" description="BUY"/>
<value enum="2" description="SELL"/>
<value enum="3" description="BUY_MINUS"/>
<value enum="4" description="SELL_PLUS"/>
<value enum="5" description="SELL_SHORT"/>
<value enum="6" description="SELL_SHORT_EXEMPT"/>
<value enum="7" description="UNDISCLOSED"/>
<value enum="8" description="CROSS"/>
<value enum="9" description="CROSS_SHORT"/>
<value enum="A" description="CROSS_SHORT_EXEMPT"/>
<value enum="B" description="AS_DEFINED"/>
<value enum="C" description="OPPOSITE"/>
<value enum="D" description="SUBSCRIBE"/>
<value enum="E" description="REDEEM"/>
<value enum="F" description="LEND"/>
<value enum="G" description="BORROW"/>
</field>
<field number="37" name="OrderID" type="STRING"/>
<field number="11" name="ClOrdID" type="STRING"/>
<field number="453" name="NoPartyIDs" type="NUMINGROUP"/>
<field number="448" name="PartyID" type="STRING"/>
<field number="447" name="PartyIDSource" type="CHAR">
<value enum="B" description="BIC"/>
<value enum="C"
description="GENERALLY_ACCEPTED_MARKET_PARTICIPANT_IDENTIFIER"/>
<value enum="D" description="PROPRIETARY_CUSTOM_CODE"/>
<value enum="E" description="ISO_COUNTRY_CODE"/>
<value enum="F" description="SETTLEMENT_ENTITY_LOCATION"/>
<value enum="G" description="MIC"/>
<value enum="H" description="CSD_PARTICIPANT_MEMBER_CODE"/>
<value enum="1" description="KOREAN_INVESTOR_ID"/>
<value enum="2"
description="TAIWANESE_QUALIFIED_FOREIGN_INVESTOR_ID_QFII_FID"/>
<value enum="3" description="TAIWANESE_TRADING_ACCOUNT"/>
<value enum="4" description="MALAYSIAN_CENTRAL_DEPOSITORY_NUMBER"/>
<value enum="5" description="CHINESE_B_SHARE"/>
<value enum="6"
description="UK_NATIONAL_INSURANCE_OR_PENSION_NUMBER"/>
<value enum="7" description="US_SOCIAL_SECURITY_NUMBER"/>
<value enum="8" description="US_EMPLOYER_IDENTIFICATION_NUMBER"/>
<value enum="9" description="AUSTRALIAN_BUSINESS_NUMBER"/>
<value enum="A" description="AUSTRALIAN_TAX_FILE_NUMBER"/>
<value enum="I" description="DIRECTED_BROKER"/>
</field>
<field number="452" name="PartyRole" type="STRING">
<value enum="1" description="EXECUTING_FIRM"/>
<value enum="3" description="CLIENT_ID"/>
<value enum="4" description="CLEARING_FIRM"/>
<value enum="11" description="ORDER_ORIGINATION_TRADER"/>
<value enum="12" description="EXECUTING_TRADER" />
<value enum="13" description="ORDER_ORIGINATION_FIRM"/>
<value enum="17" description="CONTRA_FIRM"/>
<value enum="21" description="CLEARING_ORGANIZATION" />
<value enum="35" description="LIQUIDITY_PROVIDER"/>
<value enum="37" description="CONTRA_TRADER"/>
<value enum="50" description="CONTRA_FIRM_ID"/>
<value enum="51" description="CLEARING_ACCOUNT_ID"/>
<value enum="52" description="CTI_CODE"/>
<value enum="53" description="HOUSE_NUMBER"/>
<value enum="54" description="ACCOUNT_CODE"/>
<value enum="55" description="ACCOUNT_ID"/>
<value enum="56" description="ORDER_ORIGINATION_FIRM_ID"/>
<value enum="57" description="ON_BEHALF_OF_COMP_ID"/>
<value enum="58" description="ON_BEHALF_OF_SUB_ID"/>
<value enum="59" description="ON_BEHALF_OF_LOCATION_ID"/>
<value enum="60" description="CLEARING_FIRM_NAME"/>
<value enum="61" description="EXECUTING_FIRM_ID"/>
<value enum="63" description="SYSTEMATIC_INTERNALISER"/>
</field>
<field number="802" name="NoPartySubIDs" type="NUMINGROUP"/>
<field number="523" name="PartySubID" type="STRING"/>
<field number="803" name="PartySubIDType" type="INT"/>
<field number="376" name="ComplianceID" type="STRING"/>
<field number="9425" name="BillingCode" type="INT"/>
<field number="78" name="NoAllocs" type="NUMINGROUP"/>
<field number="79" name="AllocAccount" type="STRING"/>
<field number="756" name="NoNested2PartyIDs" type="NUMINGROUP"/>
<field number="757" name="Nested2PartyID" type="STRING"/>
<field number="758" name="Nested2PartyIDSource" type="CHAR"/>
<field number="759" name="Nested2PartyRole" type="INT"/>
<field number="555" name="NoLegs" type="NUMINGROUP"/>
<field number="600" name="LegSymbol" type="STRING"/>
<field number="602" name="LegSecurityID" type="STRING"/>
<field number="603" name="LegSecurityIDSource" type="STRING"/>
<field number="608" name="LegCFICode" type="STRING"/>
<field number="612" name="LegStrikePrice" type="PRICE"/>
<field number="9404" name="LegOptionSymbol" type="STRING"/>
<field number="624" name="LegSide" type="CHAR"/>
<field number="637" name="LegLastPx" type="PRICE"/>
<field number="687" name="LegQty" type="QTY"/>
<field number="1017" name="LegOptionRatio" type="INT"/>
<field number="654" name="LegRefID" type="STRING"/>
<field number="9019" name="LegNumOfLots" type="INT"/>
<field number="9023" name="LegNumOfCycles" type="INT"/>
<field number="9020" name="LegStartDate" type="LOCALMKTDATE"/>
<field number="9021" name="LegEndDate" type="LOCALMKTDATE"/>
<field number="539" name="NoNestedPartyIDs" type="NUMINGROUP"/>
<field number="524" name="NestedPartyID" type="STRING"/>
<field number="525" name="NestedPartyIDSource" type="CHAR"/>
<field number="538" name="NestedPartyRole" type="INT">
<value enum="1" description="EXECUTING_FIRM"/>
<value enum="3" description="CLIENT_ID"/>
<value enum="4" description="CLEARING_FIRM"/>
<value enum="11" description="ORDER_ORIGINATION_TRADER"/>
<value enum="12" description="EXECUTING_TRADER" />
<value enum="13" description="ORDER_ORIGINATION_FIRM"/>
<value enum="17" description="CONTRA_FIRM"/>
<value enum="21" description="CLEARING_ORGANIZATION" />
<value enum="35" description="LIQUIDITY_PROVIDER"/>
<value enum="37" description="CONTRA_TRADER"/>
<value enum="50" description="CONTRA_FIRM_ID"/>
<value enum="51" description="CLEARING_ACCOUNT_ID"/>
<value enum="52" description="CTI_CODE"/>
<value enum="53" description="HOUSE_NUMBER"/>
<value enum="54" description="ACCOUNT_CODE"/>
<value enum="55" description="ACCOUNT_ID"/>
<value enum="56" description="ORDER_ORIGINATION_FIRM_ID"/>
<value enum="57" description="ON_BEHALF_OF_COMP_ID"/>
<value enum="58" description="ON_BEHALF_OF_SUB_ID"/>
<value enum="59" description="ON_BEHALF_OF_LOCATION_ID"/>
<value enum="60" description="CLEARING_FIRM_NAME"/>
<value enum="61" description="EXECUTING_FIRM_ID"/>
<value enum="63" description="SYSTEMATIC_INTERNALISER"/>
</field>
<field number="9376" name="LegComplianceID" type="STRING"/>
<field number="9426" name="LegBillingCode" type="INT"/> /
--
View this message in context: http://quickfix-j.364392.n2.nabble.com/Messages-rejected-due-to-Tag-appears-more-than-once-tp7578176p7578189.html
Sent from the QuickFIX/J mailing list archive at Nabble.com.
|
|
From: Christoph J. <chr...@ma...> - 2013-10-07 11:11:19
|
Hi Phil, apologies if you already did so but could you please post the definition of the TradeCaptureReport from the DD?The snippet you posted is the general definition of the fields. The messageitself (and its ordering) is defined in another section. So please paste from the DD everything starting starting from <message name="TradeCaptureReport" msgtype="AE" msgcat="app"> ... to the next </message> tag. Thanks, Chris. On 10/04/2013 12:38 PM, Phil Hopgood wrote: > QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ > QuickFIX/J Support: http://www.quickfixj.org/support/ > > > Hi Chris, > > Sorry for the slow reponse. > > I have now editted the data dictionary to have the TradeCaptureReport (ref > below) to be in exactly the same order as that defined by ICE but to no > avail. > I don't know if this helps but it happens when we do a spread with a > bilateral and a cleared trade. It's the bilateral bit that fails. > > The only difference I can see between a passing trade and a failing trade is > these accursed compliance tags, i.e. 376 and 9376. > The trades that pass do not have these tags. I note that the repeating group > associated with tag 376 doesn't throw up an error. > I'm wondering if you're right, it's to do with the custom version of that > tag, i.e. 9376 > > Thanks for all your help. > > /<field number="571" name="TradeReportID" type="STRING"/> > <field number="487" name="TradeReportTransType" type="INT"> > <value enum="0" description="NEW"/> > <value enum="1" description="CANCEL"/> > <value enum="2" description="REPLACE"/> > <value enum="3" description="RELEASE"/> > <value enum="4" description="REVERSE"/> > </field> > <field number="856" name="TradeReportType" type="INT"> > <value enum="0" description="SUBMIT"/> > <value enum="1" description="ALLEGED"/> > <value enum="2" description="ACCEPT"/> > <value enum="3" description="DECLINE"/> > <value enum="4" description="ADDENDUM"/> > <value enum="5" description="NO_WAS"/> > <value enum="6" description="TRADE_REPORT_CANCEL"/> > <value enum="7" description="LOCKED_IN_TRADE_BREAK"/> > </field> > <field number="568" name="TradeRequestID" type="STRING"/> > <field number="828" name="TrdType" type="CHAR"> > <value enum="0" description="REGULAR_TRADE"/> > <value enum="9" description="CCX_EFP_TRADE"/> > <value enum="E" description="EFP_TRADE"/> > <value enum="F" description="EFS_EFP_CONTRA_TRADE"/> > <value enum="K" description="BLOCK_TRADE"/> > <value enum="O" description="NG_EFP_EFS_TRADE"/> > <value enum="S" description="EFS_TRADE"/> > <value enum="T" description="CONTRA_TRADE"/> > <value enum="V" description="BILATERAL_OFF_EXCHANGE_TRADE"/> > <value enum="Y" description="CROSS_CONTRA_TRADE"/> > <value enum="J" description="EFR_TRADE"/> > <value enum="A" description="OTHER_CLEARING_VENUE"/> > <value enum="I" description="EFM_TRADE"/> > <value enum="Q" description="EOO_TRADE"/> > </field> > <field number="1126" name="OrigTradeID" type="INT"/> > <field number="150" name="ExecType" type="CHAR"> > <value enum="0" description="NEW"/> > <value enum="1" description="PARTIAL_FILL"/> > <value enum="2" description="FILL"/> > <value enum="3" description="DONE_FOR_DAY"/> > <value enum="4" description="CANCELED"/> > <value enum="5" description="REPLACE"/> > <value enum="6" description="PENDING_CANCEL"/> > <value enum="7" description="STOPPED"/> > <value enum="8" description="REJECTED"/> > <value enum="9" description="SUSPENDED"/> > <value enum="A" description="PENDING_NEW"/> > <value enum="B" description="CALCULATED"/> > <value enum="C" description="EXPIRED"/> > <value enum="D" description="RESTATED"/> > <value enum="E" description="PENDING_REPLACE"/> > <value enum="F" description="TRADE"/> > <value enum="G" description="TRADE_CORRECT"/> > <value enum="H" description="TRADE_CANCEL"/> > <value enum="I" description="ORDER_STATUS"/> > </field> > <field number="820" name="TradeLinkID" type="STRING"/> > <field number="9414" name="TradeLinkMktID" type="STRING"/> > <field number="17" name="ExecID" type="STRING"/> > <field number="39" name="OrdStatus" type="CHAR"> > <value enum="0" description="NEW"/> > <value enum="1" description="PARTIALLY_FILLED"/> > <value enum="2" description="FILLED"/> > <value enum="3" description="DONE_FOR_DAY"/> > <value enum="4" description="CANCELED"/> > <value enum="5" description="REPLACED"/> > <value enum="6" description="PENDING_CANCEL"/> > <value enum="7" description="STOPPED"/> > <value enum="8" description="REJECTED"/> > <value enum="9" description="SUSPENDED"/> > <value enum="A" description="PENDING_NEW"/> > <value enum="B" description="CALCULATED"/> > <value enum="C" description="EXPIRED"/> > <value enum="D" description="ACCEPTED_FOR_BIDDING"/> > <value enum="E" description="PENDING_REPLACE"/> > </field> > <field number="570" name="PreviouslyReported" type="BOOLEAN"/> > <field number="55" name="Symbol" type="STRING"/> > <field number="48" name="SecurityID" type="STRING"/> > <field number="22" name="SecurityIDSource" type="STRING"> > <value enum="1" description="CUSIP"/> > <value enum="2" description="SEDOL"/> > <value enum="3" description="QUIK"/> > <value enum="4" description="ISIN_NUMBER"/> > <value enum="5" description="RIC_CODE"/> > <value enum="6" description="ISO_CURRENCY_CODE"/> > <value enum="7" description="ISO_COUNTRY_CODE"/> > <value enum="8" description="EXCHANGE_SYMBOL"/> > <value enum="9" description="CONSOLIDATED_TAPE_ASSOCIATION"/> > <value enum="A" description="BLOOMBERG_SYMBOL"/> > <value enum="B" description="WERTPAPIER"/> > <value enum="C" description="DUTCH"/> > <value enum="D" description="VALOREN"/> > <value enum="E" description="SICOVAM"/> > <value enum="F" description="BELGIAN"/> > <value enum="G" description="COMMON"/> > <value enum="H" description="CLEARING_HOUSE_CLEARING_ORGANIZATION"/> > <value enum="I" description="ISDA_FPML_PRODUCT_SPECIFICATION"/> > <value enum="J" description="OPTIONS_PRICE_REPORTING_AUTHORITY"/> > </field> > <field number="461" name="CFICode" type="STRING"/> > <field number="202" name="StrikePrice" type="PRICE"/> > <field number="9403" name="OptionsSymbol" type="STRING"/> > <field number="916" name="StartDate" type="LOCALMKTDATE"/> > <field number="917" name="EndDate" type="LOCALMKTDATE"/> > <field number="32" name="LastQty" type="QTY"/> > <field number="31" name="LastPx" type="PRICE"/> > <field number="9018" name="NumOfLots" type="INT"/> > <field number="9022" name="NumOfCycles" type="INT"/> > <field number="75" name="TradeDate" type="LOCALMKTDATE"/> > <field number="60" name="TransactTime" type="UTCTIMESTAMP"/> > <field number="9413" name="ClientAppType" type="INT"/> > <field number="9500" name="NumofCombiDefinitions" type="NUMINGROUP"/> > <field number="9501" name="CombiPercentage" type="INT"/> > <field number="9502" name="CombiPriceBasis" type="STRING"/> > <field number="9503" name="CombiPriceBasisPeriod" type="STRING"/> > <field number="9504" name="CombiPriceBasisSubLevel" type="STRING"/> > <field number="9505" name="CombiLegPrice" type="PRICE"/> > <field number="9510" name="TermsQualityComments" type="STRING"/> > <field number="552" name="NoSides" type="NUMINGROUP"> > <value enum="1" description="ONE_SIDE"/> > <value enum="2" description="BOTH_SIDES"/> > </field> > <field number="54" name="Side" type="CHAR"> > <value enum="1" description="BUY"/> > <value enum="2" description="SELL"/> > <value enum="3" description="BUY_MINUS"/> > <value enum="4" description="SELL_PLUS"/> > <value enum="5" description="SELL_SHORT"/> > <value enum="6" description="SELL_SHORT_EXEMPT"/> > <value enum="7" description="UNDISCLOSED"/> > <value enum="8" description="CROSS"/> > <value enum="9" description="CROSS_SHORT"/> > <value enum="A" description="CROSS_SHORT_EXEMPT"/> > <value enum="B" description="AS_DEFINED"/> > <value enum="C" description="OPPOSITE"/> > <value enum="D" description="SUBSCRIBE"/> > <value enum="E" description="REDEEM"/> > <value enum="F" description="LEND"/> > <value enum="G" description="BORROW"/> > </field> > <field number="37" name="OrderID" type="STRING"/> > <field number="11" name="ClOrdID" type="STRING"/> > <field number="453" name="NoPartyIDs" type="NUMINGROUP"/> > <field number="448" name="PartyID" type="STRING"/> > <field number="447" name="PartyIDSource" type="CHAR"> > <value enum="B" description="BIC"/> > <value enum="C" > description="GENERALLY_ACCEPTED_MARKET_PARTICIPANT_IDENTIFIER"/> > <value enum="D" description="PROPRIETARY_CUSTOM_CODE"/> > <value enum="E" description="ISO_COUNTRY_CODE"/> > <value enum="F" description="SETTLEMENT_ENTITY_LOCATION"/> > <value enum="G" description="MIC"/> > <value enum="H" description="CSD_PARTICIPANT_MEMBER_CODE"/> > <value enum="1" description="KOREAN_INVESTOR_ID"/> > <value enum="2" > description="TAIWANESE_QUALIFIED_FOREIGN_INVESTOR_ID_QFII_FID"/> > <value enum="3" description="TAIWANESE_TRADING_ACCOUNT"/> > <value enum="4" description="MALAYSIAN_CENTRAL_DEPOSITORY_NUMBER"/> > <value enum="5" description="CHINESE_B_SHARE"/> > <value enum="6" > description="UK_NATIONAL_INSURANCE_OR_PENSION_NUMBER"/> > <value enum="7" description="US_SOCIAL_SECURITY_NUMBER"/> > <value enum="8" description="US_EMPLOYER_IDENTIFICATION_NUMBER"/> > <value enum="9" description="AUSTRALIAN_BUSINESS_NUMBER"/> > <value enum="A" description="AUSTRALIAN_TAX_FILE_NUMBER"/> > <value enum="I" description="DIRECTED_BROKER"/> > </field> > <field number="452" name="PartyRole" type="STRING"> > <value enum="1" description="EXECUTING_FIRM"/> > <value enum="3" description="CLIENT_ID"/> > <value enum="4" description="CLEARING_FIRM"/> > <value enum="11" description="ORDER_ORIGINATION_TRADER"/> > <value enum="12" description="EXECUTING_TRADER" /> > <value enum="13" description="ORDER_ORIGINATION_FIRM"/> > <value enum="17" description="CONTRA_FIRM"/> > <value enum="21" description="CLEARING_ORGANIZATION" /> > <value enum="35" description="LIQUIDITY_PROVIDER"/> > <value enum="37" description="CONTRA_TRADER"/> > <value enum="50" description="CONTRA_FIRM_ID"/> > <value enum="51" description="CLEARING_ACCOUNT_ID"/> > <value enum="52" description="CTI_CODE"/> > <value enum="53" description="HOUSE_NUMBER"/> > <value enum="54" description="ACCOUNT_CODE"/> > <value enum="55" description="ACCOUNT_ID"/> > <value enum="56" description="ORDER_ORIGINATION_FIRM_ID"/> > <value enum="57" description="ON_BEHALF_OF_COMP_ID"/> > <value enum="58" description="ON_BEHALF_OF_SUB_ID"/> > <value enum="59" description="ON_BEHALF_OF_LOCATION_ID"/> > <value enum="60" description="CLEARING_FIRM_NAME"/> > <value enum="61" description="EXECUTING_FIRM_ID"/> > <value enum="63" description="SYSTEMATIC_INTERNALISER"/> > </field> > <field number="802" name="NoPartySubIDs" type="NUMINGROUP"/> > <field number="523" name="PartySubID" type="STRING"/> > <field number="803" name="PartySubIDType" type="INT"/> > <field number="376" name="ComplianceID" type="STRING"/> > <field number="9425" name="BillingCode" type="INT"/> > <field number="78" name="NoAllocs" type="NUMINGROUP"/> > <field number="79" name="AllocAccount" type="STRING"/> > <field number="756" name="NoNested2PartyIDs" type="NUMINGROUP"/> > <field number="757" name="Nested2PartyID" type="STRING"/> > <field number="758" name="Nested2PartyIDSource" type="CHAR"/> > <field number="759" name="Nested2PartyRole" type="INT"/> > <field number="555" name="NoLegs" type="NUMINGROUP"/> > <field number="600" name="LegSymbol" type="STRING"/> > <field number="602" name="LegSecurityID" type="STRING"/> > <field number="603" name="LegSecurityIDSource" type="STRING"/> > <field number="608" name="LegCFICode" type="STRING"/> > <field number="612" name="LegStrikePrice" type="PRICE"/> > <field number="9404" name="LegOptionSymbol" type="STRING"/> > <field number="624" name="LegSide" type="CHAR"/> > <field number="637" name="LegLastPx" type="PRICE"/> > <field number="687" name="LegQty" type="QTY"/> > <field number="1017" name="LegOptionRatio" type="INT"/> > <field number="654" name="LegRefID" type="STRING"/> > <field number="9019" name="LegNumOfLots" type="INT"/> > <field number="9023" name="LegNumOfCycles" type="INT"/> > <field number="9020" name="LegStartDate" type="LOCALMKTDATE"/> > <field number="9021" name="LegEndDate" type="LOCALMKTDATE"/> > <field number="539" name="NoNestedPartyIDs" type="NUMINGROUP"/> > <field number="524" name="NestedPartyID" type="STRING"/> > <field number="525" name="NestedPartyIDSource" type="CHAR"/> > <field number="538" name="NestedPartyRole" type="INT"> > <value enum="1" description="EXECUTING_FIRM"/> > <value enum="3" description="CLIENT_ID"/> > <value enum="4" description="CLEARING_FIRM"/> > <value enum="11" description="ORDER_ORIGINATION_TRADER"/> > <value enum="12" description="EXECUTING_TRADER" /> > <value enum="13" description="ORDER_ORIGINATION_FIRM"/> > <value enum="17" description="CONTRA_FIRM"/> > <value enum="21" description="CLEARING_ORGANIZATION" /> > <value enum="35" description="LIQUIDITY_PROVIDER"/> > <value enum="37" description="CONTRA_TRADER"/> > <value enum="50" description="CONTRA_FIRM_ID"/> > <value enum="51" description="CLEARING_ACCOUNT_ID"/> > <value enum="52" description="CTI_CODE"/> > <value enum="53" description="HOUSE_NUMBER"/> > <value enum="54" description="ACCOUNT_CODE"/> > <value enum="55" description="ACCOUNT_ID"/> > <value enum="56" description="ORDER_ORIGINATION_FIRM_ID"/> > <value enum="57" description="ON_BEHALF_OF_COMP_ID"/> > <value enum="58" description="ON_BEHALF_OF_SUB_ID"/> > <value enum="59" description="ON_BEHALF_OF_LOCATION_ID"/> > <value enum="60" description="CLEARING_FIRM_NAME"/> > <value enum="61" description="EXECUTING_FIRM_ID"/> > <value enum="63" description="SYSTEMATIC_INTERNALISER"/> > </field> > <field number="9376" name="LegComplianceID" type="STRING"/> > <field number="9426" name="LegBillingCode" type="INT"/> / > > > > -- > View this message in context: http://quickfix-j.364392.n2.nabble.com/Messages-rejected-due-to-Tag-appears-more-than-once-tp7578176p7578189.html > Sent from the QuickFIX/J mailing list archive at Nabble.com. > > ------------------------------------------------------------------------------ > October Webinars: Code for Performance > Free Intel webinars can help you accelerate application performance. > Explore tips for MPI, OpenMP, advanced profiling, and more. Get the most from > the latest Intel processors and coprocessors. See abstracts and register > > http://pubads.g.doubleclick.net/gampad/clk?id=60134791&iu=/4140/ostg.clktrk > _______________________________________________ > Quickfixj-users mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfixj-users -- Christoph John Development & Support Direct: +49 241 557080-28 Mailto:Chr...@ma... http://www.macd.com <http://www.macd.com/> ---------------------------------------------------------------------------------------------------- ---------------------------------------------------------------------------------------------------- MACD GmbH Oppenhoffallee 103 D-52066 Aachen Tel: +49 241 557080-0 | Fax: +49 241 557080-10 Amtsgericht Aachen: HRB 8151 Ust.-Id: DE 813021663 Geschäftsführer: George Macdonald ---------------------------------------------------------------------------------------------------- ---------------------------------------------------------------------------------------------------- take care of the environment - print only if necessary |
|
From: Phil H. <phi...@sh...> - 2013-09-27 15:47:20
|
Hi Chris, I think you may have hit upon something there I’ve ordered NoSides and NoLegs ok ………… I think ……….. but …………. …. from the ICE ref man TradeCapture starts off with tag 571, 487, 856, …. and then we get to a custom group ……… then NoSide and NoLegs . Unfortunately NoSides and NoLegs come before 571 and the custom group is right at the end ………… might this be the problem? …. maybe. I’ll put together a more detailed post on Monday. Meanwhile, have a good weekend Regards Phil. -- View this message in context: http://quickfix-j.364392.n2.nabble.com/Messages-rejected-due-to-Tag-appears-more-than-once-tp7578176p7578183.html Sent from the QuickFIX/J mailing list archive at Nabble.com. |
|
From: Grant B. <gbi...@co...> - 2013-09-27 16:02:08
|
Do you have UseDataDictionary=Y in your config? It sounds to me like the engine is not actually using your DD. Do you mind pasting your config? On Fri, Sep 27, 2013 at 10:47 AM, Phil Hopgood <phi...@sh...>wrote: > QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ > QuickFIX/J Support: http://www.quickfixj.org/support/ > > > Hi Chris, > > I think you may have hit upon something there > > I’ve ordered NoSides and NoLegs ok ………… I think ……….. but …………. > > …. from the ICE ref man TradeCapture starts off with tag 571, 487, 856, …. > and then we get to a custom group ……… then NoSide and NoLegs . > > Unfortunately NoSides and NoLegs come before 571 and the custom group is > right at the end ………… might this be the problem? …. maybe. > > I’ll put together a more detailed post on Monday. > > Meanwhile, have a good weekend > > Regards > Phil. > > > > > -- > View this message in context: > http://quickfix-j.364392.n2.nabble.com/Messages-rejected-due-to-Tag-appears-more-than-once-tp7578176p7578183.html > Sent from the QuickFIX/J mailing list archive at Nabble.com. > > > ------------------------------------------------------------------------------ > October Webinars: Code for Performance > Free Intel webinars can help you accelerate application performance. > Explore tips for MPI, OpenMP, advanced profiling, and more. Get the most > from > the latest Intel processors and coprocessors. See abstracts and register > > http://pubads.g.doubleclick.net/gampad/clk?id=60133471&iu=/4140/ostg.clktrk > _______________________________________________ > Quickfixj-users mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfixj-users > -- Grant Birchmeier *Connamara Systems, LLC* *Made-To-Measure Trading Solutions.* Exactly what you need. No more. No less.* * http://connamara.com |
|
From: Phil H. <phi...@sh...> - 2013-09-30 08:35:02
|
Hi Grant, My config file is as above at the start in the original posting and yes I do have "UseDataDictionary=Y", twas the first thing I checked Like you I wondered if somehow the DD was not being accessed so I re-named it and the client app would not start. Also I deliberately defined a field wrongly in the XML file - I missed a / off - and again it would not start. So I concluded that the specified DD was being accessed. Thanks for your help. Regards, Phil. -- View this message in context: http://quickfix-j.364392.n2.nabble.com/Messages-rejected-due-to-Tag-appears-more-than-once-tp7578176p7578188.html Sent from the QuickFIX/J mailing list archive at Nabble.com. |
|
From: Phil H. <phi...@sh...> - 2013-10-07 11:34:18
|
Hi Chris,
No appologies necessary .......... you can tell I'm a rookie can't you
...... thanks for your patience.
To date I had only really considered the fields section. With regard to the
message section, I now see what you mean ...... I think.
The definition of the TradeCaptureReport/AE in the message section is way
out I would think and
if that's where the ordering is defined then I expect that's where the
problem lies.
I'll go check that now.
Below is how the TradeCaptureReport/AE in the message section stands now.
Thanks once again for your help.
Regards,
Phil.
<message name="TradeCaptureReport" msgtype="AE" msgcat="app">
<field name="TradeReportID" required="Y"/>
<field name="TradeReportTransType" required="N"/>
<field name="TradeReportType" required="N"/>
<field name="TradeRequestID" required="N"/>
<field name="TrdType" required="N"/>
<field name="TrdSubType" required="N"/>
<field name="SecondaryTrdType" required="N"/>
<field name="TransferReason" required="N"/>
<field name="ExecType" required="N"/>
<field name="TotNumTradeReports" required="N"/>
<field name="LastRptRequested" required="N"/>
<field name="UnsolicitedIndicator" required="N"/>
<field name="SubscriptionRequestType" required="N"/>
<field name="TradeReportRefID" required="N"/>
<field name="SecondaryTradeReportRefID" required="N"/>
<field name="SecondaryTradeReportID" required="N"/>
<field name="TradeLinkID" required="N"/>
<field name="TradeLinkMktID" required="N"/>
<field name="TrdMatchID" required="N"/>
<field name="ExecID" required="N"/>
<field name="OrdStatus" required="N"/>
<field name="SecondaryExecID" required="N"/>
<field name="ExecRestatementReason" required="N"/>
<field name="PreviouslyReported" required="Y"/>
<field name="PriceType" required="N"/>
<component name="Instrument" required="Y"/>
<component name="FinancingDetails" required="N"/>
<component name="OrderQtyData" required="N"/>
<field name="QtyType" required="N"/>
<component name="YieldData" required="N"/>
<group name="NoUnderlyings" required="N">
<component name="UnderlyingInstrument" required="N"/>
</group>
<field name="UnderlyingTradingSessionID" required="N"/>
<field name="UnderlyingTradingSessionSubID" required="N"/>
<field name="LastQty" required="Y"/>
<field name="LastPx" required="Y"/>
<field name="NumOfLots" required="N"/>
<field name="OptionsSymbol" required="N"/>
<field name="LastParPx" required="N"/>
<field name="LastSpotRate" required="N"/>
<field name="LastForwardPoints" required="N"/>
<field name="LastMkt" required="N"/>
<field name="TradeDate" required="Y"/>
<field name="ClearingBusinessDate" required="N"/>
<field name="AvgPx" required="N"/>
<component name="SpreadOrBenchmarkCurveData" required="N"/>
<field name="AvgPxIndicator" required="N"/>
<component name="PositionAmountData" required="N"/>
<field name="MultiLegReportingType" required="N"/>
<field name="TradeLegRefID" required="N"/>
<group name="NoLegs" required="N">
<component name="InstrumentLeg" required="N"/>
<field name="LegQty" required="N"/>
<field name="LegSwapType" required="N"/>
<component name="LegStipulations" required="N"/>
<field name="LegPositionEffect" required="N"/>
<field name="LegCoveredOrUncovered" required="N"/>
<component name="NestedParties" required="N"/>
<field name="LegRefID" required="N"/>
<field name="LegPrice" required="N"/>
<field name="LegSettlType" required="N"/>
<field name="LegSettlDate" required="N"/>
<field name="LegLastPx" required="N"/>
<field name="LegNumOfLots" required="N"/>
<field name="LegNumOfCycles" required="N"/>
<field name="LegStartDate" required="N"/>
<field name="LegEndDate" required="N"/>
</group>
<field name="TransactTime" required="Y"/>
<component name="TrdRegTimestamps" required="N"/>
<field name="SettlType" required="N"/>
<field name="SettlDate" required="N"/>
<field name="MatchStatus" required="N"/>
<field name="MatchType" required="N"/>
<group name="NoSides" required="Y">
<field name="Side" required="Y"/>
<field name="OrderID" required="Y"/>
<field name="SecondaryOrderID" required="N"/>
<field name="ClOrdID" required="N"/>
<field name="SecondaryClOrdID" required="N"/>
<field name="ListID" required="N"/>
<component name="Parties" required="N"/>
<field name="Account" required="N"/>
<field name="AcctIDSource" required="N"/>
<field name="AccountType" required="N"/>
<field name="ProcessCode" required="N"/>
<field name="OddLot" required="N"/>
<group name="NoClearingInstructions" required="N">
<field name="ClearingInstruction" required="N"/>
</group>
<field name="ClearingFeeIndicator" required="N"/>
<field name="TradeInputSource" required="N"/>
<field name="TradeInputDevice" required="N"/>
<field name="OrderInputDevice" required="N"/>
<field name="Currency" required="N"/>
<field name="ComplianceID" required="N"/>
<field name="SolicitedFlag" required="N"/>
<field name="OrderCapacity" required="N"/>
<field name="OrderRestrictions" required="N"/>
<field name="CustOrderCapacity" required="N"/>
<field name="OrdType" required="N"/>
<field name="ExecInst" required="N"/>
<field name="TransBkdTime" required="N"/>
<field name="TradingSessionID" required="N"/>
<field name="TradingSessionSubID" required="N"/>
<field name="TimeBracket" required="N"/>
<component name="CommissionData" required="N"/>
<field name="GrossTradeAmt" required="N"/>
<field name="NumDaysInterest" required="N"/>
<field name="ExDate" required="N"/>
<field name="AccruedInterestRate" required="N"/>
<field name="AccruedInterestAmt" required="N"/>
<field name="InterestAtMaturity" required="N"/>
<field name="EndAccruedInterestAmt" required="N"/>
<field name="StartCash" required="N"/>
<field name="EndCash" required="N"/>
<field name="Concession" required="N"/>
<field name="TotalTakedown" required="N"/>
<field name="NetMoney" required="N"/>
<field name="SettlCurrAmt" required="N"/>
<field name="SettlCurrency" required="N"/>
<field name="SettlCurrFxRate" required="N"/>
<field name="SettlCurrFxRateCalc" required="N"/>
<field name="PositionEffect" required="N"/>
<field name="Text" required="N"/>
<field name="EncodedTextLen" required="N"/>
<field name="EncodedText" required="N"/>
<field name="SideMultiLegReportingType" required="N"/>
<group name="NoContAmts" required="N">
<field name="ContAmtType" required="N"/>
<field name="ContAmtValue" required="N"/>
<field name="ContAmtCurr" required="N"/>
</group>
<component name="Stipulations" required="N"/>
<group name="NoMiscFees" required="N">
<field name="MiscFeeAmt" required="N"/>
<field name="MiscFeeCurr" required="N"/>
<field name="MiscFeeType" required="N"/>
<field name="MiscFeeBasis" required="N"/>
</group>
<field name="ExchangeRule" required="N"/>
<field name="TradeAllocIndicator" required="N"/>
<field name="PreallocMethod" required="N"/>
<field name="AllocID" required="N"/>
<group name="NoAllocs" required="N">
<field name="AllocAccount" required="N"/>
<field name="AllocAcctIDSource" required="N"/>
<field name="AllocSettlCurrency" required="N"/>
<field name="IndividualAllocID" required="N"/>
<component name="NestedParties2" required="N"/>
<field name="AllocQty" required="N"/>
</group>
</group>
<field name="CopyMsgIndicator" required="N"/>
<field name="PublishTrdIndicator" required="N"/>
<field name="ShortSaleReason" required="N"/>
</message>
--
View this message in context: http://quickfix-j.364392.n2.nabble.com/Messages-rejected-due-to-Tag-appears-more-than-once-tp7578176p7578195.html
Sent from the QuickFIX/J mailing list archive at Nabble.com.
|
|
From: Phil H. <phi...@sh...> - 2014-08-08 15:29:23
|
Hi Naveen, Yes I have but I don't think you'll like the solution much :) ................. because it's real hard work sorting it out!! What it means is that your data dictionary does not correspond with that of the host you are pulling the FIX messages from. So when QuickFIXJ tries to crack the message it gets upset and gives you a best guess as to what might be wrong. I say "might be wrong" because the error messages are not always that helpful if it's something subtle. In my case it was a group. I can't remember the specifics now but as an illustration; this is an excerpt of what is in the ICE specification for the Trade Capture Report: Response: [cid:image003.jpg@01CFB323.9A78F7C0] and this is an excerpt of how the message for Trade Capture Report Response is defined in the data dictionary: [cid:image004.jpg@01CFB323.9A78F7C0] If one of the fields in a group is in the wrong position or is missing then you may well get this error message. Now, I know you are going to say the order does not matter, that's not been my experience! Just make the data dictionary correspond with how it is defined in your host's specification and you should be ok. As I say, it's not much fun sorting out a data dictionary that is wrongly set up. Good luck :) Regards Phil. O&S Trading & Optimisation - Application Analyst WONA Shell International Trading and Shipping Company Limited 80 Strand, London WC2R 0ZA, United Kingdom Tel: +44 (0)207 546 2132 Email: phi...@sh... Internet: http://www.shell.com From: naveen [via QuickFIX/J] [mailto:ml-...@n2...] Sent: 08 August 2014 15:50 To: Hopgood, Phil STASCO-ITD/TCO Subject: RE: Messages rejected due to "Tag appears more than once" Hi Phil, I am facing same problem. Can you please provide that solution details how you have fixed this issue? Thanks In Advance! Naveen G ________________________________ If you reply to this email, your message will be added to the discussion below: http://quickfix-j.364392.n2.nabble.com/Messages-rejected-due-to-Tag-appears-more-than-once-tp7578176p7578632.html To unsubscribe from Messages rejected due to "Tag appears more than once", click here<http://quickfix-j.364392.n2.nabble.com/template/NamlServlet.jtp?macro=unsubscribe_by_code&node=7578176&code=cGhpbC5ob3Bnb29kQHNoZWxsLmNvbXw3NTc4MTc2fDE5MTgyOTUxNzQ=>. NAML<http://quickfix-j.364392.n2.nabble.com/template/NamlServlet.jtp?macro=macro_viewer&id=instant_html%21nabble%3Aemail.naml&base=nabble.naml.namespaces.BasicNamespace-nabble.view.web.template.NabbleNamespace-nabble.view.web.template.NodeNamespace&breadcrumbs=notify_subscribers%21nabble%3Aemail.naml-instant_emails%21nabble%3Aemail.naml-send_instant_email%21nabble%3Aemail.naml> image003.jpg (65K) <http://quickfix-j.364392.n2.nabble.com/attachment/7578633/0/image003.jpg> image004.jpg (48K) <http://quickfix-j.364392.n2.nabble.com/attachment/7578633/1/image004.jpg> -- View this message in context: http://quickfix-j.364392.n2.nabble.com/Messages-rejected-due-to-Tag-appears-more-than-once-tp7578176p7578633.html Sent from the QuickFIX/J mailing list archive at Nabble.com. |
|
From: Grant B. <gbi...@co...> - 2014-08-08 15:39:13
|
"Now, I know you are going to say the order does not matter, that’s not been my experience!" In FIX4.x, the order of fields within repeating groups is fixed. In FIX5, this is loosened, so only the delimiter field of each group must come first. On Fri, Aug 8, 2014 at 10:13 AM, Phil Hopgood <phi...@sh...> wrote: > QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ > QuickFIX/J Support: http://www.quickfixj.org/support/ > > > > Hi Naveen, > > > > Yes I have but I don’t think you’ll like the solution much J …………….. > because it’s real hard work sorting it out!! > > > > What it means is that your data dictionary does not correspond with that > of the host you are pulling the FIX messages from. So when QuickFIXJ tries > to crack the message it gets upset and gives you a best guess as to what > *might* be wrong. I say “might be wrong” because the error messages are > not always that helpful if it’s something subtle. > > > > In my case it was a group. I can’t remember the specifics now but as an > illustration; this is an excerpt of what is in the ICE specification for > the Trade Capture Report: > > Response: > > > > and this is an excerpt of how the message for Trade Capture Report > Response is defined in the data dictionary: > > > > If one of the fields in a group is in the wrong position or is missing > then you may well get this error message. > > > > Now, I know you are going to say the order does not matter, that’s not > been my experience! > > Just make the data dictionary correspond with how it is defined in your > host’s specification and you should be ok. > > > > As I say, it’s not much fun sorting out a data dictionary that is wrongly > set up. > > > > Good luck J > > > > Regards > > Phil. > > > > O&S Trading & Optimisation – Application Analyst WONA > > Shell International Trading and Shipping Company Limited > > 80 Strand, London WC2R 0ZA, United Kingdom > > Tel: +44 (0)207 546 2132 > > Email: [hidden email] > <http://user/SendEmail.jtp?type=node&node=7578633&i=0> > > Internet: http://www.shell.com > > > > *From:* naveen [via QuickFIX/J] [mailto:ml-node+[hidden email] > <http://user/SendEmail.jtp?type=node&node=7578633&i=1>] > *Sent:* 08 August 2014 15:50 > *To:* Hopgood, Phil STASCO-ITD/TCO > *Subject:* RE: Messages rejected due to "Tag appears more than once" > > > > Hi Phil, > I am facing same problem. Can you please provide that solution details how > you have fixed this issue? > > Thanks In Advance! > Naveen G > ------------------------------ > > *If you reply to this email, your message will be added to the discussion > below:* > > > http://quickfix-j.364392.n2.nabble.com/Messages-rejected-due-to-Tag-appears-more-than-once-tp7578176p7578632.html > > To unsubscribe from Messages rejected due to "Tag appears more than once", click > here. > NAML > <http://quickfix-j.364392.n2.nabble.com/template/NamlServlet.jtp?macro=macro_viewer&id=instant_html%21nabble%3Aemail.naml&base=nabble.naml.namespaces.BasicNamespace-nabble.view.web.template.NabbleNamespace-nabble.view.web.template.NodeNamespace&breadcrumbs=notify_subscribers%21nabble%3Aemail.naml-instant_emails%21nabble%3Aemail.naml-send_instant_email%21nabble%3Aemail.naml> > > ------------------------------ > View this message in context: RE: Messages rejected due to "Tag appears > more than once" > <http://quickfix-j.364392.n2.nabble.com/Messages-rejected-due-to-Tag-appears-more-than-once-tp7578176p7578633.html> > Sent from the QuickFIX/J mailing list archive > <http://quickfix-j.364392.n2.nabble.com/> at Nabble.com. > > > ------------------------------------------------------------------------------ > Want fast and easy access to all the code in your enterprise? Index and > search up to 200,000 lines of code with a free copy of Black Duck > Code Sight - the same software that powers the world's largest code > search on Ohloh, the Black Duck Open Hub! Try it now. > http://p.sf.net/sfu/bds > _______________________________________________ > Quickfixj-users mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfixj-users > > -- Grant Birchmeier *Connamara Systems, LLC* *Made-To-Measure Trading Solutions.* Exactly what you need. No more. No less. http://connamara.com |
|
From: Ishmael R. <ir...@di...> - 2014-08-08 16:12:38
|
An example of the fix message that's causing problems would help too. On Fri, Aug 8, 2014 at 10:38 AM, Grant Birchmeier <gbi...@co... > wrote: > QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ > QuickFIX/J Support: http://www.quickfixj.org/support/ > > > > "Now, I know you are going to say the order does not matter, that’s not > been my experience!" > > In FIX4.x, the order of fields within repeating groups is fixed. > > In FIX5, this is loosened, so only the delimiter field of each group must > come first. > > > On Fri, Aug 8, 2014 at 10:13 AM, Phil Hopgood <phi...@sh...> > wrote: > >> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ >> QuickFIX/J <http://www.quickfixj.org/documentation/QuickFIX/J> Support: >> http://www.quickfixj.org/support/ >> >> >> >> Hi Naveen, >> >> >> >> Yes I have but I don’t think you’ll like the solution much J …………….. >> because it’s real hard work sorting it out!! >> >> >> >> What it means is that your data dictionary does not correspond with that >> of the host you are pulling the FIX messages from. So when QuickFIXJ tries >> to crack the message it gets upset and gives you a best guess as to what >> *might* be wrong. I say “might be wrong” because the error messages are >> not always that helpful if it’s something subtle. >> >> >> >> In my case it was a group. I can’t remember the specifics now but as an >> illustration; this is an excerpt of what is in the ICE specification for >> the Trade Capture Report: >> >> Response: >> >> >> >> and this is an excerpt of how the message for Trade Capture Report >> Response is defined in the data dictionary: >> >> >> >> If one of the fields in a group is in the wrong position or is missing >> then you may well get this error message. >> >> >> >> Now, I know you are going to say the order does not matter, that’s not >> been my experience! >> >> Just make the data dictionary correspond with how it is defined in your >> host’s specification and you should be ok. >> >> >> >> As I say, it’s not much fun sorting out a data dictionary that is wrongly >> set up. >> >> >> >> Good luck J >> >> >> >> Regards >> >> Phil. >> >> >> >> O&S Trading & Optimisation – Application Analyst WONA >> >> Shell International Trading and Shipping Company Limited >> >> 80 Strand, London WC2R 0ZA, United Kingdom >> >> Tel: +44 (0)207 546 2132 >> >> Email: [hidden email] >> <http://user/SendEmail.jtp?type=node&node=7578633&i=0> >> >> Internet: http://www.shell.com >> >> >> >> *From:* naveen [via QuickFIX/J] [mailto:ml-node+[hidden email] >> <http://user/SendEmail.jtp?type=node&node=7578633&i=1>] >> *Sent:* 08 August 2014 15:50 >> *To:* Hopgood, Phil STASCO-ITD/TCO >> *Subject:* RE: Messages rejected due to "Tag appears more than once" >> >> >> >> Hi Phil, >> I am facing same problem. Can you please provide that solution details >> how you have fixed this issue? >> >> Thanks In Advance! >> Naveen G >> ------------------------------ >> >> *If you reply to this email, your message will be added to the discussion >> below:* >> >> >> http://quickfix-j.364392.n2.nabble.com/Messages-rejected-due-to-Tag-appears-more-than-once-tp7578176p7578632.html >> >> To unsubscribe from Messages rejected due to "Tag appears more than >> once", click here. >> NAML >> <http://quickfix-j.364392.n2.nabble.com/template/NamlServlet.jtp?macro=macro_viewer&id=instant_html%21nabble%3Aemail.naml&base=nabble.naml.namespaces.BasicNamespace-nabble.view.web.template.NabbleNamespace-nabble.view.web.template.NodeNamespace&breadcrumbs=notify_subscribers%21nabble%3Aemail.naml-instant_emails%21nabble%3Aemail.naml-send_instant_email%21nabble%3Aemail.naml> >> >> ------------------------------ >> View this message in context: RE: Messages rejected due to "Tag appears >> more than once" >> <http://quickfix-j.364392.n2.nabble.com/Messages-rejected-due-to-Tag-appears-more-than-once-tp7578176p7578633.html> >> Sent from the QuickFIX/J mailing list archive >> <http://quickfix-j.364392.n2.nabble.com/> at Nabble.com. >> >> >> ------------------------------------------------------------------------------ >> Want fast and easy access to all the code in your enterprise? Index and >> search up to 200,000 lines of code with a free copy of Black Duck >> Code Sight - the same software that powers the world's largest code >> search on Ohloh, the Black Duck Open Hub! Try it now. >> http://p.sf.net/sfu/bds >> _______________________________________________ >> Quickfixj-users mailing list >> Qui...@li... >> https://lists.sourceforge.net/lists/listinfo/quickfixj-users >> >> > > > -- > Grant Birchmeier > *Connamara Systems, LLC* > *Made-To-Measure Trading Solutions.* > Exactly what you need. No more. No less. > http://connamara.com > > > ------------------------------------------------------------------------------ > Want fast and easy access to all the code in your enterprise? Index and > search up to 200,000 lines of code with a free copy of Black Duck > Code Sight - the same software that powers the world's largest code > search on Ohloh, the Black Duck Open Hub! Try it now. > http://p.sf.net/sfu/bds > _______________________________________________ > Quickfixj-users mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfixj-users > > |
|
From: Øyvind M. W. <oyv...@os...> - 2014-08-08 17:38:44
|
And to add to that, if I remember correctly, QF/J by default requires the fields in the same order AS defined in the dictionary. -Øyvind > Den 8. aug. 2014 kl. 17:38 skrev Grant Birchmeier <gbi...@co...>: > > QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ > QuickFIX/J Support: http://www.quickfixj.org/support/ > > > "Now, I know you are going to say the order does not matter, that’s not been my experience!" > > In FIX4.x, the order of fields within repeating groups is fixed. > > In FIX5, this is loosened, so only the delimiter field of each group must come first. > > >> On Fri, Aug 8, 2014 at 10:13 AM, Phil Hopgood <phi...@sh...> wrote: >> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ >> QuickFIX/J Support: http://www.quickfixj.org/support/ >> >> >> >> Hi Naveen, >> >> >> >> Yes I have but I don’t think you’ll like the solution much J …………….. because it’s real hard work sorting it out!! >> >> >> >> What it means is that your data dictionary does not correspond with that of the host you are pulling the FIX messages from. So when QuickFIXJ tries to crack the message it gets upset and gives you a best guess as to what might be wrong. I say “might be wrong” because the error messages are not always that helpful if it’s something subtle. >> >> >> >> In my case it was a group. I can’t remember the specifics now but as an illustration; this is an excerpt of what is in the ICE specification for the Trade Capture Report: >> >> Response: >> >> >> >> >> >> and this is an excerpt of how the message for Trade Capture Report Response is defined in the data dictionary: >> >> >> >> >> >> If one of the fields in a group is in the wrong position or is missing then you may well get this error message. >> >> >> >> Now, I know you are going to say the order does not matter, that’s not been my experience! >> >> Just make the data dictionary correspond with how it is defined in your host’s specification and you should be ok. >> >> >> >> As I say, it’s not much fun sorting out a data dictionary that is wrongly set up. >> >> >> >> Good luck J >> >> >> >> Regards >> >> Phil. >> >> >> >> O&S Trading & Optimisation – Application Analyst WONA >> >> Shell International Trading and Shipping Company Limited >> >> 80 Strand, London WC2R 0ZA, United Kingdom >> >> Tel: +44 (0)207 546 2132 >> >> Email: [hidden email] >> >> Internet: http://www.shell.com >> >> >> >> From: naveen [via QuickFIX/J] [mailto:ml-node+[hidden email]] >> Sent: 08 August 2014 15:50 >> To: Hopgood, Phil STASCO-ITD/TCO >> Subject: RE: Messages rejected due to "Tag appears more than once" >> >> >> >> Hi Phil, >> I am facing same problem. Can you please provide that solution details how you have fixed this issue? >> >> Thanks In Advance! >> Naveen G >> >> If you reply to this email, your message will be added to the discussion below: >> >> http://quickfix-j.364392.n2.nabble.com/Messages-rejected-due-to-Tag-appears-more-than-once-tp7578176p7578632.html >> >> To unsubscribe from Messages rejected due to "Tag appears more than once", click here. >> NAML >> >> >> View this message in context: RE: Messages rejected due to "Tag appears more than once" >> Sent from the QuickFIX/J mailing list archive at Nabble.com. >> >> ------------------------------------------------------------------------------ >> Want fast and easy access to all the code in your enterprise? Index and >> search up to 200,000 lines of code with a free copy of Black Duck >> Code Sight - the same software that powers the world's largest code >> search on Ohloh, the Black Duck Open Hub! Try it now. >> http://p.sf.net/sfu/bds >> _______________________________________________ >> Quickfixj-users mailing list >> Qui...@li... >> https://lists.sourceforge.net/lists/listinfo/quickfixj-users > > > > -- > Grant Birchmeier > Connamara Systems, LLC > Made-To-Measure Trading Solutions. > Exactly what you need. No more. No less. > http://connamara.com > ------------------------------------------------------------------------------ > Want fast and easy access to all the code in your enterprise? Index and > search up to 200,000 lines of code with a free copy of Black Duck > Code Sight - the same software that powers the world's largest code > search on Ohloh, the Black Duck Open Hub! Try it now. > http://p.sf.net/sfu/bds > _______________________________________________ > Quickfixj-users mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfixj-users |
|
From: Grant B. <gbi...@co...> - 2014-08-09 03:52:23
|
Uh, yeah, that's the "fixed" order I was talking about. On Fri, Aug 8, 2014 at 12:23 PM, Øyvind Matheson Wergeland < oyv...@os...> wrote: > QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ > QuickFIX/J Support: http://www.quickfixj.org/support/ > > > > And to add to that, if I remember correctly, QF/J by default requires the > fields in the same order AS defined in the dictionary. > > -Øyvind > > Den 8. aug. 2014 kl. 17:38 skrev Grant Birchmeier < > gbi...@co...>: > > QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ > QuickFIX/J Support: http://www.quickfixj.org/support/ > > > "Now, I know you are going to say the order does not matter, that’s not > been my experience!" > > In FIX4.x, the order of fields within repeating groups is fixed. > > In FIX5, this is loosened, so only the delimiter field of each group must > come first. > > > On Fri, Aug 8, 2014 at 10:13 AM, Phil Hopgood <phi...@sh...> > wrote: > >> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ >> QuickFIX/J <http://www.quickfixj.org/documentation/QuickFIX/J> Support: >> http://www.quickfixj.org/support/ >> >> >> >> Hi Naveen, >> >> >> >> Yes I have but I don’t think you’ll like the solution much J …………….. >> because it’s real hard work sorting it out!! >> >> >> >> What it means is that your data dictionary does not correspond with that >> of the host you are pulling the FIX messages from. So when QuickFIXJ tries >> to crack the message it gets upset and gives you a best guess as to what >> *might* be wrong. I say “might be wrong” because the error messages are >> not always that helpful if it’s something subtle. >> >> >> >> In my case it was a group. I can’t remember the specifics now but as an >> illustration; this is an excerpt of what is in the ICE specification for >> the Trade Capture Report: >> >> Response: >> >> >> >> and this is an excerpt of how the message for Trade Capture Report >> Response is defined in the data dictionary: >> >> >> >> If one of the fields in a group is in the wrong position or is missing >> then you may well get this error message. >> >> >> >> Now, I know you are going to say the order does not matter, that’s not >> been my experience! >> >> Just make the data dictionary correspond with how it is defined in your >> host’s specification and you should be ok. >> >> >> >> As I say, it’s not much fun sorting out a data dictionary that is wrongly >> set up. >> >> >> >> Good luck J >> >> >> >> Regards >> >> Phil. >> >> >> >> O&S Trading & Optimisation – Application Analyst WONA >> >> Shell International Trading and Shipping Company Limited >> >> 80 Strand, London WC2R 0ZA, United Kingdom >> >> Tel: +44 (0)207 546 2132 >> >> Email: [hidden email] >> <http://user/SendEmail.jtp?type=node&node=7578633&i=0> >> >> Internet: http://www.shell.com >> >> >> >> *From:* naveen [via QuickFIX/J] [mailto:ml-node+[hidden email] >> <http://user/SendEmail.jtp?type=node&node=7578633&i=1>] >> *Sent:* 08 August 2014 15:50 >> *To:* Hopgood, Phil STASCO-ITD/TCO >> *Subject:* RE: Messages rejected due to "Tag appears more than once" >> >> >> >> Hi Phil, >> I am facing same problem. Can you please provide that solution details >> how you have fixed this issue? >> >> Thanks In Advance! >> Naveen G >> ------------------------------ >> >> *If you reply to this email, your message will be added to the discussion >> below:* >> >> >> http://quickfix-j.364392.n2.nabble.com/Messages-rejected-due-to-Tag-appears-more-than-once-tp7578176p7578632.html >> >> To unsubscribe from Messages rejected due to "Tag appears more than >> once", click here. >> NAML >> <http://quickfix-j.364392.n2.nabble.com/template/NamlServlet.jtp?macro=macro_viewer&id=instant_html%21nabble%3Aemail.naml&base=nabble.naml.namespaces.BasicNamespace-nabble.view.web.template.NabbleNamespace-nabble.view.web.template.NodeNamespace&breadcrumbs=notify_subscribers%21nabble%3Aemail.naml-instant_emails%21nabble%3Aemail.naml-send_instant_email%21nabble%3Aemail.naml> >> >> ------------------------------ >> View this message in context: RE: Messages rejected due to "Tag appears >> more than once" >> <http://quickfix-j.364392.n2.nabble.com/Messages-rejected-due-to-Tag-appears-more-than-once-tp7578176p7578633.html> >> Sent from the QuickFIX/J mailing list archive >> <http://quickfix-j.364392.n2.nabble.com/> at Nabble.com. >> >> >> ------------------------------------------------------------------------------ >> Want fast and easy access to all the code in your enterprise? Index and >> search up to 200,000 lines of code with a free copy of Black Duck >> Code Sight - the same software that powers the world's largest code >> search on Ohloh, the Black Duck Open Hub! Try it now. >> http://p.sf.net/sfu/bds >> _______________________________________________ >> Quickfixj-users mailing list >> Qui...@li... >> https://lists.sourceforge.net/lists/listinfo/quickfixj-users >> >> > > > -- > Grant Birchmeier > *Connamara Systems, LLC* > *Made-To-Measure Trading Solutions.* > Exactly what you need. No more. No less. > http://connamara.com > > > ------------------------------------------------------------------------------ > Want fast and easy access to all the code in your enterprise? Index and > search up to 200,000 lines of code with a free copy of Black Duck > Code Sight - the same software that powers the world's largest code > search on Ohloh, the Black Duck Open Hub! Try it now. > http://p.sf.net/sfu/bds > > _______________________________________________ > Quickfixj-users mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfixj-users > > > > ------------------------------------------------------------------------------ > Want fast and easy access to all the code in your enterprise? Index and > search up to 200,000 lines of code with a free copy of Black Duck > Code Sight - the same software that powers the world's largest code > search on Ohloh, the Black Duck Open Hub! Try it now. > http://p.sf.net/sfu/bds > _______________________________________________ > Quickfixj-users mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfixj-users > > -- Grant Birchmeier *Connamara Systems, LLC* *Made-To-Measure Trading Solutions.* Exactly what you need. No more. No less. http://connamara.com |
×
Want the latest updates on software, tech news, and AI?
Get latest updates about software, tech news, and AI from SourceForge directly in your inbox once a month.
Thanks for helping keep SourceForge clean.
X