I'm using QuickFIX C++ engine in my project.
I send a TradeCaptureReport message to a counter party. There's a field named PreviouslyReported in this message.
I set this value to N in the message but when I check the message that was sent, I see that it is set to Y in the resulting message.
Does QuickFIX set this field itself ignoring the value that I set?
message.set(FIX::PreviouslyReported(FIX::PreviouslyReported_NO));
Regards
It's defined as a boolean, so you must use instead :
message.set(FIX::PreviouslyReported(false));
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.
I need to send a binary message to Message Broker using the perl library Net::Stomp::Client. But whenever I send a message using the send or send_with_receipt methods, the message is received as a Text message.
I'm using ActiveMQ in my server, and when I call consume, the received message is of type TextMessage. I need it to be of type BytesMessage.
Update:
I see in this link that setting the content-length header will set the type to Bytes message... But I didn't find any example using Net::Stomp::Perl... If anyone can provide an example it would be great...
I solved this by adding bytes_message => 1 to the send() method
In newer versions you need to use stomp 1.1 or greater (default is 1.0) (pass version or accept_version to the stomp client constructor) and higher and set the content-type
I have a QuickFIX initiator getting 1.23E-6 in tag 270 from market data. Then I saw QuickFIX/J throw the following error:
Rejecting invalid message: quickfix.IncorrectDataFormat: Incorrect data format for value, field=270
Any idea how to avoid the rejection and parse the correct value?
I also receive the scientific format of number from my 35=8 message in tag 44 (price), but I could just getString then convert them into BigDecimal with no issue.
The real problem here is that your counterparty should not be sending a scientific-notation value in that field. The field has type "Price", and per spec, that should be a whole or decimal number, thus that's what the QF engine is validating.
So, I don't know who your counterparty is, but maybe you want to check with their support and see if this might be a legit bug on their end.
(I can't explain why your 35=8/tag-44 message is being accepted. There must be a detail to your situation that I'm not aware of.)
If you need to work around this anyway: An easy cheat way to make the engine accept this message is to simply change the field's type to "string" in your Data Dictionary xml file. Of course, that will require you to always explicitly convert the string to BigDecimal, but it sounds like you will not have a problem with that.
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.