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
Related
I am building a mailout capability and it is working OK as far as it goes. However, I want to distinguish between various potential (high level) outcomes in order to determine what happens to each message after the current send attempt.
This must be a common requirement so I seem to be missing something pretty obvious, but I can't find anything that addresses it, either here or via Google or on PHPMailer site or .. . Possibly because there are so many questions about specific errors that I just can't find anything useful in all the other results.
At very high level:
Attempt send, and assess resulting error/result. Identify whether this message has been sent, must be retried later, or failed permanently.
- success -> update message status as 'SENT: OK'
- sent, but some issues (e.g. one recipient failed, others processed OK)-> 'SENT: some error'
- failed, due to temporary problem (e.g. connection problem, attachment open) -> 'TRY LATER'
- failed, due to message-specific problem that we should NOT try to resend-> 'FAILED: some error'
As I was unable to find an existing resource with e.g. a table of errors, I spent some time working through the phpmailerException code to try to build one myself, but it's not simple because a) they don't appear to have been designed in terms of this kind of grouping logic, b) it is not easy to uniquely identify a particular error: PHPMailer provides human-friendly messages, which are different in different languages, rather than an identifiable code - given that my solution will need to work across different language installations that's a problem!
Obviously SMTP itself provides a range of errorcodes which I could potentially use for this purpose, but how do I access these via PHPMailer? (This would work for me as I only use SMTP at this point - however, this would NOT work if other message transport like sendmail was used, so I would prefer a PHPMailer solution)
If you want individual result codes for individual address, you really need to send each message separately. If you do get errors on some recipients, they will be listed in the ErrorInfo property - look in the smtpSend function to see how the error string is assembled. I agree that it's not especially easy to parse that info out. The error messages in PHPMailer are generally more for the developer than the end user, so the translations are not that significant. You can get slightly more information about errors if you enable exceptions rather than relying only on return values.
while sending marketDataRequest, fix Server responded me with error message.
entry must be roll rate entry type
I do not understand why i'm getting s error. Here is my code.
MarketDataRequest mkrReq = new MarketDataRequest(new MDReqID(
"Mkar-12345"), new SubscriptionRequestType(
SubscriptionRequestType.SNAPSHOT_PLUS_UPDATES),
new MarketDepth(0));
NoMDEntryTypes group1 = new NoMDEntryTypes();
group1.set(new MDEntryType(MDEntryType.BID));
mkrReq.addGroup(group1);
group1.set(new MDEntryType(MDEntryType.OFFER));
mkrReq.addGroup(group1);
MarketDataRequest.NoRelatedSym symGroup = new MarketDataRequest.NoRelatedSym();
symGroup.set(new Symbol("EUR/USD"));
mkrReq.addGroup(group1);
mkrReq.addGroup(symGroup);
This looks like a counterparty-specific error, not a FIX or QuickFIX one. Only someone familiar with your counterparty can answer this question.
Simply put, you are sending a message that is technically and syntactically correct, but is not what your counterparty wants to see. Obviously, they want those MDEntries to be of a specific type and format, and your message doesn't conform.
You will have to check your counterparty's documentation to determine exactly what that means (or ask them directly).
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.
I was wondering if anyone knew how the thread-index field in email headers work?
Here's a simple chain of emails thread indexes that I messaged myself with.
Email 1 Thread-Index: AcqvbpKt7QRrdlwaRBKmERImIT9IDg==
Email 2 Thread-Index: AcqvbpjOf+21hsPgR4qZeVu9O988Eg==
Email 3 Thread-Index: Acqvbp3C811djHLbQ9eTGDmyBL925w==
Email 4 Thread-Index: AcqvbqMuifoc5OztR7ei1BLNqFSVvw==
Email 5 Thread-Index: AcqvbqfdWWuz4UwLS7arQJX7/XeUvg==
I can't seem to say with certainty how I can link these emails together. Normally, I would use the in-reply-to field or references field, but I recently found that Blackberrys do NOT include these fields. The only include Thread-Index field.
They are base64 encoded Conversation Index values. No need to reverse engineer them as they are documented by Microsoft on e.g. http://msdn.microsoft.com/en-us/library/ms528174(v=exchg.10).aspx and more detailed on http://msdn.microsoft.com/en-us/library/ee202481(v=exchg.80).aspx
Seemingly the indexes in your example doesn't represent the same conversation, which probably means that the software that sent the mails wasn't able to link them together.
EDIT: Unfortunately I don't have enough reputation to add a comment, but adamo is right that it contains a timestamp - a somewhat esoteric encoded partial FILETIME. But it also contains a GUID, so it is pretty much guarenteed to be unique for that mail (of course the same mail can exist in multiple copies).
There's a good analysis of how exactly this non-standard "Thread-Index" header appears to be used, in this post and links therefrom, including this pdf (a paper presented at the CEAS 2006 conference) and this follow-up, which includes a comment on the issue from the evolution source code (which seems to reflect substantial reverse-engineering of this undocumented header).
Executive summary: essentially, the author eventually gives up on using this header and recommends and shows a different approach, which is also implemented in the c-client library, part of the UW IMAP Toolkit open source package (which is not for IMAP only -- don't let the name fool you, it also works for POP, NNTP, local mailboxes, &c).
I wouldn't be surprised if there are mail clients out there which would not be able to link Blackberry's mails to their threads. The Thread-Index header appears to be a Microsoft extension.
Either way, Novell Evolution implements this. Take a look at this short description of how they do it, or this piece of code that finds the thread parent of a given message.
I assume that, because the lengths of the Thread-Index headers in your example are all the same, these messages were all thread starts? Strange that they're only 22-bytes, though I suppose you could try applying the 5-bytes-per-message rule to them and see if it works for you.
If you are interested in parsing the Thread-Index in C# please take a look at this post
http://forum.rebex.net/questions/3841/how-to-interprete-thread-index-header
The snippet you will find there will let you parse the Thread-Index and retrieve the Thread GUID and message DateTime. There is a problem however, it does not work for all Thread-Indexes out there. Question is why do some Thread-Indexes generate invalid DateTime and what to do to support all of them???