I am getting a reject response for a 35=D (NewOrderSingle) request. Wondering what could be the issue. I am following this document
FIX.4.4:Paragxxxx_FIX->CfhDemoPrices:Trade------client toApp-----------8=FIX.4.4 9=163 35=D 34=2 49=Paragxxxx_FIX 52=20200227-04:30:02.863 56=CfhDemoPrices 11=FGQ_MLM_01_20200225-08:48:28 21=1 38=10000 40=1 54=1 55=EURUSD 60=20200227-04:30:02.861 10=182
FIX.4.4:Paragxxxx_FIX->CfhDemoPrices:Trade------client else fromAdmin--------8=FIX.4.4 9=136 35=3 34=2 49=CfhDemoPrices 52=20200227-04:30:05.925 56=Paragxxxxx_FIX 45=2 58=Tag specified out of required order 371=50 372=D 373=14 10=042
After adding SenderSubid ( 50 ), following is the request and response
8=FIX.4.4 9=183 35=D 34=2 49=Paragxxxxxx_FIX 50=L6UtbRZvhwEFuZft 52=20200301-23:20:52.088 56=CfhDemoPrices 11=FGQ_MLM_01_20200225-08:48:28 21=1 38=10000 40=1 54=1 55=EURUSD 60=20200301-23:20:52.087 10=056
8=FIX.4.49=136 35=3 34=2 49=CfhDemoPrices 52=20200301-23:20:52.172 56=Paragxxxxxx_FIX 45=2 58=Tag specified out of required order 371=50 372=D 373=14 10=031
What the Reject message tells you is the following:
45=2 means RefSeqNum=2 - the Reject is related to the message that you have sent with MsgSeqNum=2
371=50 means RefTagID=50 - tag 50/SenderSubID from your message is affected
372=D means RefMsgType=D - message NewOrderSingle is affected
373=14 means the reason is Tag specified out of required order
You are not sending tag 50 on your original request so maybe your counterparty means that the tag is missing. However, they really should reject this with the reason 1 which means Required tag missing. The best would probably be if you approach your counterparty about this.
As a side note, you really should try to understand such basic errors by yourself. You could use e.g. the official FIX specification browser https://fiximate.fixtrading.org/
There you can query especially the various enum values for the tags, e.g. for tags 371, 372, 373.
Of course your counterparty might have differences in their FIX implementation but it is sufficient for most basic scenarios.
Related
When I send the order request on the FIX server as :
8=FIXT.1.1|9=179|35=D|34=34|49=135|52=20200206-04:52:04.406|56=PSE|1=11101401117577|11=1580964724079|38=1000|40=2|44=10.5|54=1|55=AGI|59=0|60=20200206-12:52:04.406|453=1|448=13501100|447=C|452=12|10=009|)
The response that I receive is:
8=FIXT.1.1|9=000362|35=8|49=PSE|56=135|34=34|57=13501100|52=20200206-04:52:04.533|37=NONE|11=1580964724079|453=4|448=13501999|447=C|452=11|448=13501999|447=C|452=36|448=13501100|447=C|452=12|448=135|447=C|452=1|17=1904|150=8|39=8|103=99|1=11101401117577|55=AGI|54=1|38=1000|44=10.5|59=0|528=F|151=0|14=0|60=20200206-04:52:04.356|58=(293): **Orders are not being accepted at this time|10=020|)**
With the PSE error as:
<20200206-04:52:04, FIXT.1.1:135->PSE, error> (Rejecting invalid message: quickfix.IncorrectTagValue: Value is incorrect (out of range) for this tag, field=528 field=528: 8=FIXT.1.1|9=362|35=8|34=34|49=PSE|52=20200206-04:52:04.533|56=135|57=13501100|1=11101401117577|11=1580964724079|14=0|17=1904|37=NONE|38=1000|39=8|44=10.5|54=1|55=AGI|58=(293): Orders are not being accepted at this time|59=0|60=20200206-04:52:04.356|103=99|150=8|151=0|528=F|453=4|448=13501999|447=C|452=11|448=13501999|447=C|452=36|448=13501100|447=C|452=12|448=135|447=C|452=1|10=132|)
<20200206-04:52:04, FIXT.1.1:135->PSE, error> **(Reject sent for Message 34: Value is incorrect (out of range) for this tag**, field=528:528)
According to the documentary the value for 1 should be 14 digit trading account(1=xxxxxxxxxxxxxx) but when I give that, then I had receive the above error.So what value should be given for 1 so the response should be receive.
So what is the solution for this error?
The flow is as follows:
you send a NewOrderSingle
they reply with an ExecutionReport that they don't accept orders at that time
you (and not PSE) reject that ExecutionReport because tag 528 on the ExecutionReport that PSE sent contains a value that is not contained in your data dictionary.
What you need to do is either of
Read PSE's rules of engagement (i.e. their FIX spec) and add all needed tags and values to your data dictionary.
Configure your session to not validate incoming messages (setting ValidateIncomingMessage=N) but this means you would need to do validation by yourself if required. E.g. if you wanted to retrieve values from tag 150/ExecType then you can be sure that only values which are allowed in the data dictionary reach your application. With disabled validation you would need to do these checks by yourself.
Alternatively you could set RejectInvalidMessage=N which also will not reject the message but only log the warning with the validation error.
So we send a FIX deal message without a side, and the bank rejects with a 35=8 execution report with 150=8 reject, and text FIX Tag 54 (Side) has invalid value (0). Reason (should be either 1 or 2) and then a 35=3 reject message with Value is incorrect (out of range) for this tag. The 35=3 message is cracked but the 35=8 message never gets to fromapp.
Am I missing a setting?
35=3 indicates a transport-level (aka admin-level) reject. The message was rejected at a lower parsing layer, which means that it's so malformed that it wasn't even passed up to your application.
Usually this kind of reject means that the message was messed up in a way such that the engine can't even parse it correctly, or that the header fields can't resolve to a known session. I'm a little surprised that your particular situation triggered a 35=3 instead of a 35=j.
I suppose you could check the FIX spec to see what it mandates when an enum-type tag has an unknown value. Maybe the engine is following spec in this case?
I guess the reason why the 35=8 message with the incorrect 54=0 tag doesn't get to FromApp or FromAdmin is because of a data dictionary constraint, but this gave me a chance to implement the public void FromEarlyIntercept(Message msg, SessionID s) interface, and that has solved the problem that a bad 35=8 report is now reported back to the user... but introduced a new problem that a good report is now reported twice.
So I added <value enum="0" description="ERROR"/> to the enumeration for <field number="54" name="Side" type="CHAR"> and now the 35=8 message is not rejected by a 35=3 message.
Hi I need help to understand, if 35=X message should contain Symbol/SecID within the repeating group.
The FIX Specification indicates that under the repeating group both 55 and 48/22 are optional.
I received a message from my client without a symbol tag, please help me undersatnd if that was a bad formed message
20150923-15:06:14.976 : 8=FIXT.1.19=33635=X34=19153349=SENDER52=20150923-15:06:14.63756=RECEIVER268=8279=0269=1270=99.609375271=289279=0269=1270=99.6171875271=241279=0269=1270=99.625271=154279=0269=1270=99.6328125271=139279=0269=0270=99.6015625271=268279=0269=0270=99.59375271=244279=0269=0270=99.5859375271=171279=0269=0270=99.578125271=21610=198
You are advised to treat the default FIX message and field definitions as a set of suggested definitions.
In practice, no commercial FIX counterparty uses these definitions as-is. Every counterparty I've connected to makes modifications, adding or removing fields from messages or groups, creating new fields, or sometimes adding entirely new messages. No counterparty supports every message and field.
When connecting to a counterparty, do not assume anything. Your counterparty should provide documentation on how they expect their interface to be used, and which messages and fields they will send and which they expect to receive from you.
You need to read their specs and modify your FIXnn.xml DataDictionary file to match what they will be sending you.
If their spec says they will send you Symbol and/or SecurityID in a 35=X message, you need to make sure your DD file matches that.
This page might be helpful to you. (It's technically for the C# QuickFIX/n, but the DD file is the same for all QF versions.)
http://quickfixn.org/tutorial/custom-fields-groups-and-messages.html
I was hoping someone can shed some light on how the Quickfixn engine handles outgoing FIX messages... I have an outgoing connection set up, and I'm getting heartbeats. When I generate an outgoing message however, it gets rejected because it says that tag 58 is invalid for this message type... (35=AE) ... Normally, if this was an inbound connection, I could just modify the Data Dictionary and everything would be fine... but seeing as how this is an outgoing connection, plus I have my
UseDataDictionary property set to 'N' ... what does the quickfix engine use to validate the outgoing message? Can something be changed to allow the engine to pass the message ? Or is the only resolution not to include this tag in my outgoing message?
Any help on this matter would be greatly appreciated.
Edit-
The message is getting rejected by the quickfix engine. The message that I'm constructing and the respective reject message are:
8=FIX.4.4 9=400 35=AE 34=38 49=XXX 52=20130528-23:11:04.040 56=YYY 31=1.3022 32=1000000.00 39=0 55=EUR/USD 58=ABCD 60=20130528-22:34:52.000 64=20130531 75=20130529 570=N 571=ABCD 5495=0 5971=1302200.00 552=1 54=2 37=ABCD 453=3 448=LP1-DBAB 447=D 452=17 448=XXX 447=D 452=1 448=XXX 447=D 452=19 15=EUR 120=USD 10=082
8=FIX.4.4 9=130 35=3 34=38 49=YYY 52=20130528-23:11:04.283 56=XXX 45=38 58=Tag not defined for this message type 371=58 372=AE 373=2 10=033
I've seen incoming messages get rejected by the quickfix engine because the data dictionary didn't have the correct specs for the message... I thought this might be the same thing but the outgoing connection doesn't seem to use the data dictionary.
Your FIX library does not reject a message. The message is sent to the counter-party instead, which then rejects your message as invalid upon receiving and validating it. And the reason for that is because tag 58, if present, must be a part of “NoSides repeating group (tag 552), which in your case it is not, making the message ill-formed. What you have to do is send a "logically" correct message. I recommend you refer to the appropriate FIX protocol specification for a reference on how to construct a correct message.
Vlad's answer is correct, but I want to alert you to one other danger in your question.
I have my UseDataDictionary property set to 'N'
I am 90% sure you don't want to do this. Whatever you think you're gaining by using =N is probably based on a misunderstanding of something.
Without a DD, you can't read messages with repeating groups, because the engine won't know what fields go in what group.
In practice, every venue uses repeating groups. Therefore, you'll need to set UseDataDictionary=Y and you need to specify an xml file with DataDictionary=<file>.
The only reason we allow =N in QF/n is to be consistent with QF/C++ and QF/j.
I this is probably a strange question, but I thought I'd go ahead and ask. Say, I send an email, using IMAP SMTP, through a special client. This client adds a few custom headers to the email message before sending it on its way. The recipient receives this email and responds to me directly (and maybe CC's a few people as well).
My question is this: Given the above example, would these X-headers persist throughout all the new messages within the thread?
One thing I can think of is the client would be aware of the original email message it sent. All subsequent responses to this email would have a "Reply-To" header whose value equals the "Message-Id" of the previous email. I don't see why I couldn't crawl up these thread of replies until I get to the original message sent by the client, thereby deriving the original custom headers.
Maybe I'm over-thinking this. Any suggestions? :)
A message reply does not necessarily contain anything of the original message. The MUA is likely to suggest a modified (e.g. prepended with "Re:") version of the original subject, and obviously the addresses are utilised for appropriate defaults as well. None of the other content of the message forms part of the reply (unless the sender deliberately includes it, as with quoting or forwarding). Any X- headers that you have in your message will certainly not be included in the reply (unless you have control over that MUA).
However, your plan of tracking the original message is certainly feasible: see Section 3.6.4 of RFC 5322. Every message should (not must) have a Message-ID header, and should have In-Reply-To and References headers when appropriate.
The "Message-ID:" field contains a single unique message identifier. The "References:" and "In-Reply-To:" fields each contain one or more unique message identifiers, optionally separated by [whitespace].
In-Reply-To is mention to identify the message (or messages) that is (are) being replied to, while References identifies the entire thread of conversation. The References header is meant to contain the entire contents of the References header of the message being replied to, so you only need the last message to identify the entire thread.
Note that In-Reply-To and Reply-To are not the same thing (the latter specifies the address that the sender wishes replies to be sent to).
Assuming that you have the original message, then you should be able to use the References header of any reply to identify the original message. Not every MUA will handle References or In-Reply-To correctly, but most will.
As far as I know, there's no reason to think any email client would propagate any header lines it doesn't understand. Most will preserve the subject (usually adding "Re: " if necessary) and derive their "To: " and "Cc: " lines from the previous message's headers, but that's about it. I suppose some (but not all) will generate an "In-Reply-To" line, but that's as far as it goes.
Your idea of having a client crawl back through the thread looking for specific headers sounds like it might be do-able, but you'd have to write your own email client if you want that feature, and you'd still be blocked by the fact that not all email clients preserve message threading in any way.