If I try to replace or cancel an order I get a message
58=Conditionally Required Field Missing
and the next message contains
58=Invalid MsgType
Here are the logs:
Replacing an order (tgFZctx200U61 is my side. FG is an exchange.):
20170203-15:44:04.225 : 8=FIX.4.49=15135=G34=349=tgFZctx200U6152=20170203-15:44:04.22556=FG1=U6111=270071221=138=240=241=2700744=11640054=155=RTS-3.1760=20170203-18:44:04.20510=028
20170203-15:44:04.225 : 8=FIX.4.49=23235=849=FG56=tgFZctx200U6134=352=20170203-15:43:56.98137=572984433198=F:572984433526=$01$11=270071241=2700717=exec-201702031001027616150=E39=E55=RTS-3.17461=FXXXXX54=138=140=2151=114=06=060=19700101-00:00:00.00010=213
20170203-15:44:04.275 : 8=FIX.4.49=11535=j34=449=tgFZctx200U6152=20170203-15:44:04.27556=FG45=358=Conditionally Required Field Missing372=8380=510=065
20170203-15:44:04.275 : 8=FIX.4.49=33335=849=FG56=tgFZctx200U6134=452=20170203-15:43:56.98237=572984753198=F:572984753526=$01$11=270071241=27007453=1448=tgFZctx200U61447=C452=317=3355471052150=539=01=FZ00U6155=RTS-3.1754=138=240=244=116400.00000336=9291151=214=06=060=20170203-15:43:56.98920008=-922337203685372211120018=[51000-3355471052-0]10=100
20170203-15:44:04.285 : 8=FIX.4.49=10335=349=FG56=tgFZctx200U6134=552=20170203-15:43:57.03345=4371=372373=1158=Invalid MsgType372=810=164
cancelling an order:
20170203-15:26:19.178 : 8=FIX.4.49=15435=F34=349=tgFZctx200U6152=20170203-15:26:19.17856=FG11=270061237=57286383038=141=2700644=116470.0000054=155=RTS-3.1760=20170203-18:26:19.17810=013
20170203-15:26:19.188 : 8=FIX.4.49=20735=849=FG56=tgFZctx200U6134=352=20170203-15:26:11.92437=572863830198=F:572863830526=$01$11=270061241=2700617=exec-201702031001027615150=639=655=RTS-3.17461=FXXXXX54=138=140=2151=114=06=010=239
20170203-15:26:19.418 : 8=FIX.4.49=11535=j34=449=tgFZctx200U6152=20170203-15:26:19.41856=FG45=358=Conditionally Required Field Missing372=8380=510=070
20170203-15:26:19.418 : 8=FIX.4.49=33335=849=FG56=tgFZctx200U6134=452=20170203-15:26:11.92437=572863830198=F:572863830526=$01$11=270061241=27006453=1448=tgFZctx200U61447=C452=317=3354681208150=439=41=FZ00U6155=RTS-3.1754=138=140=244=116470.00000336=9291151=014=06=060=20170203-15:26:11.93120008=-922337203685267353520018=[51000-3354681208-0]10=080
20170203-15:26:19.418 : 8=FIX.4.49=10335=349=FG56=tgFZctx200U6134=552=20170203-15:26:12.16445=4371=372373=1158=Invalid MsgType372=810=161
Best regards, Mikhail
"Conditionally Required Field Missing" means you are trying to extract an optional field that isn't present. (It's not required by the DD, but the user's logic expects it to be there, hence "conditionally required".)
The first 35=j message says:
45=3 - sequence number of message where these happened
58=Conditionally Required Field Missing
372=8 - type of message where this happened
380=5 - same code as explained in 58
Unfortunately, the message doesn't say which field is the problem, but basically, you're doing this (forgive my pseudocode):
var x = msg.getSomeOptionalField()
but you need to do this:
var x = null;
if (msg.checkIfSomeOptionalFieldIsPresent())
x = msg.getSomeOptionalField();
In order to parse your own FIX messages use FIXimate.
58 is a text field. The text after 58 in this case is the error message. The tag value pair 372=83 means: The message referred to (i.e. the missing tag) is tag 83.
Tag 83 is the sequence number of message within report series. FIXimate says that 83 is "Used to carry reporting sequence number of the fill as represented on the Trade Report Side."
This is your FIX engine sending an error back to the exchange. You can tell by looking at the SenderCompID and TargetCompID for each message.
You send a message:
20170203 15:44:04.225:8=FIX.4.49=15135=G34=349=tgFZctx200U6152=20170203-15:44:04.22556=FG
You get an Execution Report (35=8, probably acknowledging order cancellation/replace):
20170203-15:44:04.225 : 8=FIX.4.49=23235=8 49=FG 56=tgFZctx200U61lo9
You send an Business Reject (35=j):
20170203-15:44:04.275 : 8=FIX.4.49=115 35=j 34=4 49=tgFZctx200U61 52=20170203-15:44:04.275 56=FG 45=358=Conditionally Required Field Missing372=8380=510=065
What this last message coming in from the exchange is, is hard to tell without further analysis, but it most likely the execution report for the replaced order. It seems to have been sent 1 ms after the original execution report.
Your FIX engine expects certain data to be present within the messages. The expectation is set in your data dictionary, an xml file which should be provided by your counterparty. Sometimes (like now) there are errors in this file and you have to open it up, find the message in question (in this case the original execution report), and tell your data dictionary not to expect tag 83.
That should clear things up. Let me know if it doesn't work.
Related
We are receiving fix messages from WebICE exchange in a text file and our application is reading and parsing them line by line using QuickFixJ. We noticed that in some messages the repeating group fields are not being parsed and upon validating with data dictionary getting error.
quickfix.FieldException: Out of order repeating group members, field=326
For example in the sample file data-test.csv the first 2 rows parsed successfully but third one fails with the above error message.
Upon investigation I found , in first 2 rows tag 326 comes after tag 9133 but in the third row it comes before that and hence fails in validation. If I adjust data dictionary as per the third one it succeeds but ofcourse the first one starts failing.
This is happening only for few messages for most of the other fix messages are getting validated and parsed quite fine. This is part of the migration project from existing C# application using QuickFix/N to our scala application using QuickFix/J. And its been working fine at the source end (with QuickFIx/N). Is there any difference in both the libraries QuickFIx/J and QuickFIx/N in terms of dealing with group fields ?
To help recreate the issue , I have shared the data file having 3 fix messages as explained above.
Data file : data-test.csv
Data dictionary : ICE-FIX42.xml
Here is the test code snippet
val dd: DataDictionary = new DataDictionary("ICE-FIX42.xml")
val mfile = new File("data-test.csv")
for (line <- Source.fromFile(mfile).getLines) {
val message = new quickfix.Message(line,dd)
dd.setCheckUnorderedGroupFields(true)
dd.validate(message)
val noOfunderlyings= message.getInt(711)
println("Number of Underlyings "+noOfunderlyings)
for(i <- 1 to noOfunderlyings ) {
val FixGroup: Group = message.getGroup(i, 711)
println("UnderlyingSecurityID : " + FixGroup.getString(311))
}
}
Request to fellow SO users , If you can help me with this.
Many Thanks
You should use setCheckUnorderedGroupFields(false) to disable the validation of the ordering in repeating groups. However, this is only a workaround.
I would suggest to approach your counterparty about this because especially in repeating groups the field order is required to follow the message definition, i.e. the order in the data dictionary.
FIX TagValue encoding spec
Field sequence within a repeating group
...
Fields within repeating groups must be specified in the order that the fields are specified in the message definition.
My QuickFIX client is complaining that the body length is not expected.
After checking, it is found that it receives a message which actually contains 2 messages (2 different MsgTypes <35>). Also, 2 BeginStrings <8>
Is it a valid message?
The error is reported by QuickFIX, instead of my own code.
Hence, it looks like an invalid message to me although I cannot find any official doc, saying that it is not allowed.
I would expect that QuickFIX could parse the messages as long as the body length of the first message is correct.
You could check if the body length is correct by using the following:
counting the number of characters in the message following the BodyLength (9) field up to, and including, the delimiter immediately preceding the CheckSum (10) field. ALWAYS SECOND FIELD IN MESSAGE. (Always unencrypted) For example, for message 8=FIX 4.4^9=5^35=0^10=10^, the BodyLength is 5 for 35=0^
Source: https://btobits.com/fixopaedia/fixdic44/index.html?tag_9_BodyLength.html
Its completely depends on your fix engine whether to support multiple messages in one go or not.
Using BodyLength[9] and CheckSum[10] fields.
BodyLength is calculated starting from field starting after BodyLenght and
before CheckSum field.
CheckSum is calculated from ‘8= upto SOH before the checksum field.
Binary value of each character is calculated and compared to the LSB of the calculated value to the checksum value.
If the checksum has been calculated to be 274 then the modulo 256 value is 18 (256 + 18 = 274). This value would be transmitted a 10=018 where
"10="is the tag for the checksum field.
I got some account issues in the SCN so I make a attempt here.
We switched to Unicode and got some issues with that. INFTY_TAB = PS+2. This coding gets an error that "the offset + length is exceeding".
I found some hints but couldn't really figure out how to fix this. And even when I manage to fix those errors I got a new error called 'Iclude-Report %HR_P9002 not found'. The IT is still there so is there something else I can check?
Definition of PS:
DATA: BEGIN OF PS OCCURS 0.
*This indicates if a record was read with disabled authority check.
data: authc_disabled(1) type c.
DATA: TCLAS LIKE PSPAR-TCLAS.
INCLUDE STRUCTURE PRELP.
DATA: ACRCD LIKE SY-SUBRC.
DATA: END OF PS.
TCLAS is a char(1) field.
This is the part where the error pops up:
INFTY_TAB = PS+2.
Error: I had to translate so sorry for some mistakes that could appear.
Offset and Length (=2432) exceed the length of the character based beginning (=2430) of the structure.
Depends on the length of INFTY_TAB. You have to explicitly set length:
INFTY_TAB = PS+2(length).
Official information is here. The important point to note is that the inclusion of SY-SUBRC (which is an INT4 field) places a limit to the range of fields you can access using this (discouraged) method of access.
ASSIGN field+off TO is generally forbidden from a syntactical
point of view since any offset <> 0 would cause the range to be
exceeded.
Although the sentence above is related to ASSIGN command, it is also valid for this situation.
I am new to the FIX protocol and I am using QuickFIX to parse my FIX messages. Whenever I receive a Position Report message (AP), it gets rejected by the FIX engine with the below error:
Group 702's first entry does not start with delimiter 704
Here 702 is a group tag. I did some research and found that a repeating group message uses its first field as a delimiter. In my case group 702 is supposed to have either tag 704 (LongQty) or 705 (ShortQty). Only one of either tags will be present.
My counterparty is not sending the 703 tag. When the FIX engine sees there is no 704 tag in some cases, it rejects the message. Please let me know your suggestion to over come this problem.
FIX expects every group to start with a single consistent tag.
You can alter that tag in your XML DataDictionary, for instance, to use 704 instead of 703, by rearranging (or deleting/adding) the fields in that group.
In my case group 702 is supposed to have either tag 704(LongQty) or 705(ShortQty).
No, that won't work. Does it always start with 704 or does it always start with 705? It can't be one-of-either.
If your counterparty really is saying that it's one-of-either, then they are doing FIX wrong and we should publicly shame them. (Seriously, can't they just put 704=0 instead of omitting it?) To deal with this idiocy, you may have to hack the QF engine.
I suggest you double-check with your counterparty to confirm that they really are doing it wrong like this. I'm hoping (for your sake) that you are mistaken.
EDIT:
This is from the FIX 44 spec, Vol 1, page 19:
If the repeating group is used, the first field of the repeating group is required. This allows implementations of the protocol to use the first field as a "delimiter" indicating a new repeating group entry. The first field listed after the NoXXX, then becomes conditionally required if the NoXXX field is greater than zero.
I'm using a plugin and want to perform an action based on the records statuscode value. I've seen online that you can use entity.FormattedValues["statuscode"] to get values from option sets but when try it I get an error saying "The given key was not present in the dictionary".
I know this can happen when the plugin cant find the change for the field you're looking for, but i've already checked that this does exist using entity.Contains("statuscode") and it passes by that fine but still hits this error.
Can anyone help me figure out why its failing?
Thanks
I've not seen the entity.FormattedValues before.
I usually use the entity.Attributes, e.g. entity.Attributes["statuscode"].
MSDN
Edit
Crm wraps many of the values in objects which hold additional information, in this case statuscode uses the OptionSetValue, so to get the value you need to:
((OptionSetValue)entity.Attributes["statuscode"]).Value
This will return a number, as this is the underlying value in Crm.
If you open up the customisation options in Crm, you will usually (some system fields are locked down) be able to see the label and value for each option.
If you need the label, you could either do some hardcoding based on the information in Crm.
Or you could retrieve it from the metadata services as described here.
To avoid your error, you need to check the collection you wish to use (rather than the Attributes collection):
if (entity.FormattedValues.Contains("statuscode")){
var myStatusCode = entity.FormattedValues["statuscode"];
}
However although the SDK fails to confirm this, I suspect that FormattedValues are only ever present for numeric or currency attributes. (Part-speculation on my part though).
entity.FormattedValues work only for string display value.
For example you have an optionset with display names as 1, 2, 3,
The above statement do not recognize these values because those are integers. If You have seen the exact defintion of formatted values in the below link
http://msdn.microsoft.com/en-in/library/microsoft.xrm.sdk.formattedvaluecollection.aspx
you will find this statement is valid for only string display values. If you try to use this statement with Integer values it will throw key not found in dictionary exception.
So try to avoid this statement for retrieving integer display name optionset in your code.
Try this
string Title = (bool)entity.Attributes.Contains("title") ? entity.FormattedValues["title"].ToString() : "";
When you are talking about Option set, you have value and label. What this will give you is the label. '?' will make sure that the null value is never passed.