In my application I am receiving a huge FIX messages. Should I check the tag is present for all the tags I retrieving. If I am not checking the presence of a tag, I get FieldNotFound exception in case the tag is not exist in the message. Is there way to bypass the isSetField(Field) method for checking for the tag is present in the message. Any help would be appreciated.
Thanks,
Bibin
You should switch on message validation within your quickfix/j settings
This will mean that you no longer need to do an explicit isSet check on any tag that is deemed mandatory, as any message missing such a tag would be rejected.
Once you've done this, you would still need to do an isSet for tags that are optional in your messages.
Check out the FIX data dictionary documentation : http://www.quickfixn.org/tutorial/custom-fields-groups-and-messages
Related
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.
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.
when we use any validator over any control and add a ajax control (ValidatorCalloutExtender) over the validator then we need to give targetID as the ID of validator. In such situation we get same error message in the extender as well in validator. How to avoid this multiple error message.
I guess you already found out, but here's the answer anyway:
Set the property Display="None" in the validator when you use a ValidatorCalloutExtender.