Incorrect BeginString (FIX.4.4) in c# (Quickfixn) - quickfix

I'm trying to get the MarketData from fix, but I'm seemingly answering the "Incorrect BeginString (FIX.4.4)".
The "Logon" returns OK. but when I call MarketDataRequest it doesn't work. I checked my XML dictionary and it's set to FIX.4.4.
quickfix C+ Incorrect BeginString with FIXT.1.1 and FIX.5.0 - FIX.5.0SP2
I saw a post like mine but my dictionary xml is declared as FIX.4.4 and also "LOGON" is working.
so, I think a different case from the link above.
here is the log.
2020-11-10 17:27:44,148 [1] INFO QuickFixDemo.Program OnCreate FIX.4.4:xxxxxxxxxxxxxxxx->XXXXXX
2020-11-10 17:27:46,321 [8] INFO QuickFixDemo.Program ToAdmin 8=FIX.4.4|9=83|35=A|34=1|49=xxxxxxxxxxxxxxxx|52=20201110-08:27:46.309|56=XXXXXX|98=0|108=20|141=Y|10=112|
2020-11-10 17:27:46,666 [8] INFO QuickFixDemo.Program FromAdmin 8=FIX.4.4|9=83|35=A|34=1|49=XXXXXX|52=20201110-08:27:46.437|56=xxxxxxxxxxxxxxxx|98=0|108=20|141=Y|10=114|
2020-11-10 17:27:46,681 [8] INFO QuickFixDemo.Program OnLogon
2020-11-10 17:27:46,686 [8] INFO QuickFixDemo.Program ToApp 8=FIX.4.4|9=126|35=V|34=2|49=xxxxxxxxxxxxxxxx|52=20201110-08:27:46.685|56=XXXXXX|262=0|263=1|264=0|265=0|146=1|48=4004|22=8|267=2|269=1|269=0|10=033|
2020-11-10 17:27:47,093 [8] INFO QuickFixDemo.Program ToAdmin 8=FIX.4.4|9=100|35=5|34=3|49=xxxxxxxxxxxxxxxx|52=20201110-08:27:47.093|56=XXXXXX|58=Incorrect BeginString (FIX.4.4)|10=052|
2020-11-10 17:27:47,405 [8] INFO QuickFixDemo.Program FromAdmin 8=FIX.4.4|9=65|35=5|34=3|49=XXXXXX|52=20201110-08:27:47.187|56=xxxxxxxxxxxxxxxx|10=038|
2020-11-10 17:27:47,426 [8] INFO QuickFixDemo.Program OnLogout
my header of dictionary looks like this
<?xml version="1.0" encoding="UTF-8"?>
<fix major="4" minor="4" servicepack="0" type="FIX">
<header>
<field name="BeginString" required="Y"/>
<field name="BodyLength" required="Y"/>
<field name="MsgType" required="Y"/>
<field name="SenderCompID" required="Y"/>
<field name="TargetCompID" required="Y"/>
<field name="MsgSeqNum" required="Y"/>
<field name="PossDupFlag" required="N"/>
<field name="PossResend" required="N"/>
<field name="SendingTime" required="Y"/>
<field name="OrigSendingTime" required="N"/>
</header>
and my MarketDataRequest is like this:
<message name="MarketDataRequest" msgcat="app" msgtype="V">
<field name="MDReqID" required="Y"/>
<field name="SubscriptionRequestType" required="Y"/>
<field name="MarketDepth" required="Y"/>
<field name="MDUpdateType" required="N"/>
<field name="AggregatedBook" required="N"/>
<component name="MDReqGrp" required="Y"/>
<component name="InstrmtMDReqGrp" required="Y"/>
</message>
my config
[DEFAULT]
BeginString=FIX.4.4
ConnectionType=initiator
ReconnectInterval=10
FileStorePath=store
FileLogPath=log
StartTime=00:00:00
EndTime=00:00:00
UseDataDictionary=Y
DataDictionary=./Fix/LMAX.xml
SocketConnectHost=fix-marketdata.london-demo.lmax.com
SocketConnectPort=443
SSLEnable=Y
SSLValidateCertificates=N
HeartBtInt=20
[SESSION]
# inherit ConnectionType, ReconnectInterval and SenderCompID from default
SenderCompID=XXXXXXXXXXX
TargetCompID=LMXBDM
Username=XXXXXXXXXXXXXXXXXXXXX
Password=XXXXXXXXXXXXXXXX
ResetOnLogon=Y
---------------- aditional information 2020/11/11
I debugged the quickfix and found the place where it is returning me "UnsupportedVersion exception". follow the image of my debugger.
DefaultMessageFactory's "this._factories" is empty. then this class returns to me the UnsupportedVersion... I'm researching the reason for this. Would you have any tips?

the problem was that in linux Directory.GetFiles is Case Sensitive, so DefaultMessageFactory:LoadLocalDlls() wasn't able to find the local dlls in Linux. I created the pull request in github https://github.com/connamara/quickfixn/pull/663 and with this change it worked perfectly in Linux.

Related

Incorrect NumInGroup count for repeating group (Field=268)

When I recieve a Market Data Snapshot Full Refresh message, my app cannot consume it.
This is how the message looks like:
8=FIX.4.4|9=160|35=W|34=1625|49=DummyBroker|56=DummyID|52=20220201-15:17:17.201806|262=43_MarketDataChange|55=USD/CHF|268=6|269=0|270=0.92282|271=400000|269=1|270=0.92293|271=400000|10=227|
Human readable format (please ignore the Invalid lines):
Error message my app is sending back to the server: Rejected: Incorrect NumInGroup count for repeating group (Field=268)
268=6 seems ok to me, so I am guessing that something is wrong with the DataDictionary.
This is how the message appears in my DataDictionary:
<message name="MarketDataSnapshotFullRefresh" msgtype="W" msgcat="app">
<field name="MDReqID" required="N"/>
<field name="Symbol" required="Y"/>
<group name="NoMDEntries" required="Y">
<field name="MDEntryType" required="Y"/>
<field name="MDEntryPx" required="Y"/>
<field name="MDEntrySize" required="Y"/>
</group>
</message>
Relevant fields:
<field number="268" name="NoMDEntries" type="NUMINGROUP"/>
<field number="269" name="MDEntryType" type="CHAR">
<value enum="0" description="BID" />
<value enum="1" description="OFFER" />
</field>
<field number="270" name="MDEntryPx" type="PRICE"/>
<field number="271" name="MDEntrySize" type="QTY"/>
In my config file ValidateFieldsHaveValues=N, ValidateFieldsOutOfOrder=N.
Anyone knows where the issue is?
As #ChristophJohn mentioned NoMDEntries should be 2 not 6, so the error is on the broker side.
It was already explained here:
what is "NoMDEntries"?
The correct message should look like this:
8=FIX.4.4|9=160|35=W|34=1625|49=DummyBroker|56=DummyID|52=20220201-15:17:17.201806|262=43_MarketDataChange|55=USD/CHF|268=2|269=0|270=0.92282|271=400000|269=1|270=0.92293|271=400000|10=227|

FIX 4.2 Tag Not Defined

20180216-17:21:04.640 : 8=FIX.4.2;9=115;35=V;34=3;49=SNDJ;52=20180216-17:21:04.640;56=BROKER;55=EUR/USD;146=1;262=676;263=1;264=1;265=1;266=Y;267=1;269=0;10=061;
20180216-17:21:04.641 : 8=FIX.4.2;9=119;35=3;34=3;49=BROKER;52=20180216-17:21:04.641;56=SNDJ;45=3;58=Tag not defined for this message type;371=55;372=V;373=2;10=237;
I receive 'tag not defined for this message type' rejects (35=3) when attempting to send 35=V messages. I have added and removed ValidateUserDefinedFields, ValidateFieldsOutOfOrder.
I have razed the group structure, re-added it, redefined both Symbol and NoRelatedSym types (to string, symbol, int, numingroup etc.), changed the symbol being sent to EURUSD, TEST, etc. and nothing works.
Have I missed something very simple here? It seems related to the fact that the request message puts the symbol tag ahead of the group, but I do not know why.
MarketDataRequest.h:
FIELD_SET(*this, FIX::NoRelatedSym);
class NoRelatedSym: public FIX::Group
{
public:
NoRelatedSym() :
FIX::Group(146,55,FIX::message_order(55,65,48,22,167,200,205,201,2
02,206,231,223,207,106,348,349,107,350,351,336,0)) {}
FIELD_SET(*this, FIX::Symbol);
....
};
My current FIX 4.2 .xml set up for MarketDataRequest messages looks like:
<message name='MarketDataRequest' msgtype='V' msgcat='app'>
<field name='MDReqID' required='Y' />
<field name='SubscriptionRequestType' required='Y' />
<field name='MarketDepth' required='Y' />
<field name='MDUpdateType' required='N' />
<field name='AggregatedBook' required='N' />
<group name='NoMDEntryTypes' required='Y'>
<field name='MDEntryType' required='Y' />
</group>
<group name='NoRelatedSym' required='Y'>
<field name='Symbol' required='Y' />
<field name='SymbolSfx' required='N' />
<field name='SecurityID' required='N' />
<field name='IDSource' required='N' />
<field name='SecurityType' required='N' />
<field name='MaturityMonthYear' required='N' />
<field name='MaturityDay' required='N' />
<field name='PutOrCall' required='N' />
<field name='StrikePrice' required='N' />
<field name='OptAttribute' required='N' />
<field name='ContractMultiplier' required='N' />
<field name='CouponRate' required='N' />
<field name='SecurityExchange' required='N' />
<field name='Issuer' required='N' />
<field name='EncodedIssuerLen' required='N' />
<field name='EncodedIssuer' required='N' />
<field name='SecurityDesc' required='N' />
<field name='EncodedSecurityDescLen' required='N' />
<field name='EncodedSecurityDesc' required='N' />
<field name='TradingSessionID' required='N' />
</group>
</message>
Configuration Settings:
[DEFAULT]
BeginString=FIX.4.2
ReconnectInterval=60
SocketAcceptPort=7091
SenderCompID=SNDJ
TargetCompID=BROKER
SocketNodelay=Y
PersistMessage=Y
FileStorePath=cache
FileLogPath=log
[SESSION]
ConnectionType=acceptor
StartTime=00:30:00
EndTime=23:30:00
ReconnectInterval=30
HeartBtInt=15
SocketAcceptPort=7091
SocketReuseAddress=Y
DataDictionary=spec/FIX42.xml
AppDataDictionary=spec/FIX42.xml
SenderCompID=BROKER
TargetCompID=SNDJ
FileStorePath=cache
FileLogPath=log
[SESSION]
BeginString=FIX.4.2
ConnectionType=initiator
StartTime=00:30:00
EndTime=23:30:00
ReconnectInterval=15
HeartBtInt=15
SocketConnectPort=7091
SocketConnectHost=127.0.0.1
DataDictionary=spec/FIX42.xml
AppDataDictionary=spec/FIX42.xml
SenderCompID=SNDJ
TargetCompID=BROKER
FileStorePath=cache
FileLogPath=log
Thanks
The message that you are sending is invalid per your own DD.
Look at the first body fields after the header ends:
55=EUR/USD;146=1;262=676;...
That 55 field is supposed to be inside the 146 repeating group, but its placement puts it prior to the group.
I suspect your config may be to blame. If you update your question to include the config, I will probably be able to see what's wrong and update this answer.
UPDATE:
You are missing UseDataDictionary=Y from your config, though that's not the cause of your problem. (You need it to receive messages correctly, though.)
Also, you don't need AppDataDictionary -- that's only for FIX 5+.

Jabber Search for advanced user search

I'm trying to search user by username in my xmpp server, but the result always contains no items...
for getting the form format I send:
<iq type='get' to='search.MY_SERVER' xmlns='jabber:client'>
<query xmlns='jabber:iq:search'/>
</iq>
and received:
<iq xmlns="jabber:client" type="result" id="3:sendIQ" from="search.MY_SERVER" to="ID#MY_SERVER/7acf23bb">
<query xmlns="jabber:iq:search">
<instructions>The following fields are available for searching. Wildcard (*) characters are allowed as part of the query.</instructions>
<first/><last/><nick/><email/>
<x xmlns="jabber:x:data" type="form">
<title>Advanced User Search</title>
<instructions>The following fields are available for searching. Wildcard (*) characters are allowed as part of the query.</instructions>
<field var="FORM_TYPE" type="hidden">
<value>jabber:iq:search</value>
</field>
<field var="search" type="text-single" label="Search">
<required/>
</field>
<field var="Username" type="boolean" label="Username">
<value>1</value>
</field>
<field var="Name" type="boolean" label="Name">
<value>1</value>
</field>
<field var="Email" type="boolean" label="Email">
<value>1</value>
</field>
</x>
</query>
</iq>
and then I send:
<iq type='set' to='search.MY_SERVER' xmlns='jabber:client'>
<query xmlns='jabber:iq:search'>
<x xmlns='jabber:x:data' type='submit'>
<field type='hidden' var='FORM_TYPE'>
<value>jabber:iq:search</value>
</field>
<field var='search'>
<value>*</value>
</field>
</x>
</query>
</iq>
but received no items:
<iq xmlns="jabber:client" type="result" id="4:sendIQ" from="search.MY_SERVER" to="ID#MY_SERVER/7acf23bb">
<query xmlns="jabber:iq:search">
<x xmlns="jabber:x:data" type="result">
<field var="FORM_TYPE" type="hidden"/>
<reported>
<field var="jid" type="jid-single" label="JID"/>
<field var="Username" type="text-single" label="Username"/>
<field var="Name" type="text-single" label="Name"/>
<field var="Email" type="text-single" label="Email"/>
</reported>
</x>
</query>
</iq>
Does someone know what went wrong?
I have found the answer,send following request will do the trick:
<iq type='set' to='search.MY_SERVER' xmlns='jabber:client'>
<query xmlns='jabber:iq:search'>
<x xmlns='jabber:x:data' type='submit'>
<field var='search'>
<value>SEARCH_CRITERIA</value>
</field>
<field var='Username'>
<value>1</value>
</field>
</x>
</query>
</iq>

xmpp/ejabberd user search commend returning empty fields

this is my query to ejabberd server running on localhost using window telnet to search whether user exists or not
local server host name is durgesh-laptop
<iq type="set" id="searchByUserName" to="vjud.durgesh-laptop"from="durgesh#durgeshlaptop">
<query xmlns="jabber:iq:search">
<x xmlns="jabber:x:data" type="submit">
<field type="hidden" var="FROM_TYPE">
<value>jabber:iq:search</value>
</field>
<field var="user">
<value>anand</value>
</field></x></query></iq>
server response is:-
<iq from='vjud.durgesh-laptop' to='durgesh#durgesh-laptop/Telnet Client' id='searchByUserName' type='result'>
<query xmlns='jabber:iq:search'>
<x xmlns='jabber:x:data' type='result'>
<title>Search Results for vjud.durgesh-laptop</title>
<reported><field type='text-single' label='Jabber ID' var='jid'/>
<field type='text-single' label='Full Name' var='fn'/>
<field type='text-single' label='Name' var='first'/>
<field type='text-single' label='Middle Name' var='middle'/>
<field type='text-single' label='Family Name' var='last'/>
<field type='text-single' label='Nickname' var='nick'/>
<field type='text-single' label='Birthday' var='bday'/>
<field type='text-single' label='Country' var='ctry'/>
<field type='text-single' label='City' var='locality'/>
<field type='text-single' label='Email' var='email'/>
<field type='text-single' label='Organization Name' var='orgname'/>
<field type='text-single' label='Organization Unit' var='orgunit'/></reported></x>
</query></iq>
it contain empty fields. No matter whether user exists or not it always response with empty field values
please tell me where i am doing wrong.

get offline messages of publisher

I have implemented XEP-0060 pubsub using openfire , i am able to publish messages over an existing node and i have other subscribers who can get those published messages.
now the issue is , i am not be able to receiver the old messages i mean if the subscribers are offline and when they come back online then how can i get the old messages which were being published by the publisher long time back.
My node on which publishers are publishing is configured as follows
<iq from="pubsub.example.com" type="result" id="meta1" to="lime#example.com/localhost">
<query xmlns="http://jabber.org/protocol/disco#info" node="mynode/loc">
<identity category="pubsub" type="leaf"/>
<feature var="http://jabber.org/protocol/pubsub"/>
<feature var="http://jabber.org/protocol/disco#info"/>
<x xmlns="jabber:x:data" type="result">
<field type="hidden" var="FORM_TYPE">
<value>http://jabber.org/protocol/pubsub#meta-data</value>
</field>
<field type="text-single" label="Short name for the node" var="pubsub#title">
<value/>
</field>
<field type="text-single" label="Description of the node" var="pubsub#description">
<value/>
</field>
<field type="boolean" label="Allow subscriptions to node" var="pubsub#subscribe">
<value>1</value>
</field>
<field type="boolean" label="New subscriptions require configuration" var="pubsub#subscription_required">
<value>0</value>
</field>
<field type="boolean" label="Deliver payloads with event notifications" var="pubsub#deliver_payloads">
<value>1</value>
</field>
<field type="boolean" label="Notify subscribers when the node configuration changes" var="pubsub#notify_config">
<value>1</value>
</field>
<field type="boolean" label="Notify subscribers when the node is deleted" var="pubsub#notify_delete">
<value>1</value>
</field>
<field type="boolean" label="Notify subscribers when items are removed from the node" var="pubsub#notify_retract">
<value>1</value>
</field>
<field type="boolean" label="Only deliver notifications to available users" var="pubsub#presence_based_delivery">
<value>0</value>
</field>
<field type="text-single" label="Type of payload data to be provided at this node" var="pubsub#type">
<value/>
</field>
<field type="text-single" label="Message body XSLT" var="pubsub#body_xslt">
<value/>
</field>
<field type="text-single" label="Payload XSLT" var="pubsub#dataform_xslt">
<value/>
</field>
<field type="list-single" label="Specify who may subscribe and retrieve items" var="pubsub#access_model">
<option>
<value>authorize</value>
</option>
<option>
<value>open</value>
</option>
<option>
<value>presence</value>
</option>
<option>
<value>roster</value>
</option>
<option>
<value>whitelist</value>
</option>
<value>open</value>
</field>
<field type="list-single" label="Publisher model" var="pubsub#publish_model">
<option>
<value>publishers</value>
</option>
<option>
<value>subscribers</value>
</option>
<option>
<value>open</value>
</option>
<value>open</value>
</field>
<field type="list-multi" label="Roster groups allowed to subscribe" var="pubsub#roster_groups_allowed"/>
<field type="jid-multi" label="People to contact with questions" var="pubsub#contact"/>
<field type="text-single" label="Default language" var="pubsub#language">
<value>English</value>
</field>
<field type="jid-multi" label="Node owners" var="pubsub#owner">
<value>mypublisher#example.com</value>
</field>
<field type="jid-multi" label="Node publishers" var="pubsub#publisher"/>
<field type="list-single" label="Select entity that should receive replies to items" var="pubsub#itemreply">
<value>owner</value>
</field>
<field type="jid-multi" label="Multi-user chat room to which replies should be sent" var="pubsub#replyroom"/>
<field type="jid-multi" label="Users to which replies should be sent" var="pubsub#replyto"/>
<field type="boolean" label="Send items to new subscribers" var="pubsub#send_item_subscribe">
<value>1</value>
</field>
<field type="boolean" label="Persist items to storage" var="pubsub#persist_items">
<value>1</value>
</field>
<field type="text-single" label="Max number of items to persist" var="pubsub#max_items">
<value>5</value>
</field>
<field type="text-single" label="Max payload size in bytes" var="pubsub#max_payload_size">
<value>5120</value>
</field>
</x>
</query>
</iq>
yeah i got it , when the subscriber gets online using following stanza he/she can retrive the old published items
subid is must in this case
<iq type='get'
from='subscriber#example.com'
to='pubsub.example.com'
id='items1'>
<pubsub xmlns='http://jabber.org/protocol/pubsub'>
<items node='mynode'
subid="8839399494949"/>
</pubsub>
</iq>