QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html


Hello Experts,

I am sending a "QuoteRequest" message to my broker application and it is 100% according to the provided specifications:

8=FIX.4.4_9=111_35=R_34=2_49=ClientStream_52=20111003-13:24:52.462_56=ServerStream_1=21281100001_38=1000_55=EURUSD_131=1_146=1_10=076_

But I keep getting "Tag not defined for this message type":

8=FIX.4.4_9=131_35=3_34=2_49=ServerStream_52=20111003-13:24:56.749_56=ClientStream_45=2_58=Tag not defined for this message type_371=1_372=R_373=2_10=029_

Now I can't understand where is the issue. When I talk to broker support they say it should work fine and the message shouldn't be rejected as my QuoteRequest message is according to the specifications.

I am badly stuck, it looks to me that its something else which is causing this problem...

Can someone guide me how should I debug it? How can I find the issue?

Thanks in advance...

--
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//R

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QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html

If your broker says it should work, sounds like is a problem with them.

The reject is telling you the message is rejects because of field 1. (371 is RefTagID).

Do you have the data dictionary setup appropriately? 

--
Kenny Stone
Connamara Systems, LLC

On Mon, Oct 3, 2011 at 8:37 AM, Rasheed Waraich <rashiedwaraich-Re5JQEeQqe8AvxtiuMwx3w@public.gmane.org> wrote:

QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html


Hello Experts,

I am sending a "QuoteRequest" message to my broker application and it is 100% according to the provided specifications:

8=FIX.4.4_9=111_35=R_34=2_49=ClientStream_52=20111003-13:24:52.462_56=ServerStream_1=21281100001_38=1000_55=EURUSD_131=1_146=1_10=076_

But I keep getting "Tag not defined for this message type":

8=FIX.4.4_9=131_35=3_34=2_49=ServerStream_52=20111003-13:24:56.749_56=ClientStream_45=2_58=Tag not defined for this message type_371=1_372=R_373=2_10=029_

Now I can't understand where is the issue. When I talk to broker support they say it should work fine and the message shouldn't be rejected as my QuoteRequest message is according to the specifications.

(Continue reading)

Thanks Kenny for quick response.

Can there be any issue in my data dictionary in this case?

I am newbie to this QuickFIX world... so, it would be great if you can guide me what I should fix in my data dictionary....

Please find attached with:

1) My_DD44.xml
2) Broker_DD44.xml

On Mon, Oct 3, 2011 at 3:48 PM, Kenny Stone <kstone-NJyyKCDeABCB+jHODAdFcQ@public.gmane.org> wrote:

If your broker says it should work, sounds like is a problem with them.

The reject is telling you the message is rejects because of field 1. (371 is RefTagID).

Do you have the data dictionary setup appropriately? 

--
Kenny Stone
Connamara Systems, LLC

On Mon, Oct 3, 2011 at 8:37 AM, Rasheed Waraich <rashiedwaraich-Re5JQEeQqe8AvxtiuMwx3w@public.gmane.org> wrote:

(Continue reading)

But I am bit confused here now...

How can I use same the data dictionary - DD?

Lets take e.g.

      <field name="Username" required="Y" />
      <field name="Password" required="N" />

The "broker" application needs username in the Logon request but "my" application doesn't need those fields. And if I use this DD then my QuickFIX engine starts rejecting the Logon response, because broker won't sent "Username" field in the message.

Am I missing something here?

Thanks for guidance and help...

On Mon, Oct 3, 2011 at 4:44 PM, Kenny Stone <kstone-NJyyKCDeABCB+jHODAdFcQ@public.gmane.org> wrote:

Without looking at the data dictionaries, they should just be the same.  The goal of the data dictionary is to tell QuickFIX how a counter party has tweaked the protocol.  You want to match it with the person you are connecting with.  If you have their dictionary, just use it.

--
Kenny Stone
Connamara Systems, LLC

On Mon, Oct 3, 2011 at 8:59 AM, Rasheed Waraich <rashiedwaraich-Re5JQEeQqe8AvxtiuMwx3w@public.gmane.org> wrote:

Thanks Kenny for quick response.

Can there be any issue in my data dictionary in this case?

I am newbie to this QuickFIX world... so, it would be great if you can guide me what I should fix in my data dictionary....

Please find attached with:

1) My_DD44.xml
2) Broker_DD44.xml

On Mon, Oct 3, 2011 at 3:48 PM, Kenny Stone <kstone-NJyyKCDeABCB+jHODAdFcQ@public.gmane.org> wrote:

(Continue reading)

QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html

Hi,

I wonder what's the difference between "conditional required tag" and "required tag".

I am using the latest QuickFIX C++, and QuickFIX generated the following in response to an execution report from my vendor:

20111006-23:17:37.049 : 8=FIXT.1.1^A9=171^A35=j^A34=1081^A49=[ccc]^A50=[bbb]^A52=20111006-23:17:37.049^A56=[xxx]^A57=[yyy]^A142=[aaa]^A45=1077^A58=Conditionally Required Field Missing (44)^A372=8^A380=5^A10=078^A

However, in the application dictionary file, I do set "required" to "N" for Price (tag 44).

Any idea?

Thanks in advance.

(Continue reading)