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.
Related
I am newbie on Fix in general and I have started from QuickFix to make practice. I apology in advance from the following trivial questions.
I have understood that to handle ExecutionReport I need to use crack() method inside FromApp() and implementing OnMessage().
But what I have two questions :
1) What happens if during a Partially fill order ExecutionReport message suddenly session drops, which is the way to handle this situation. Trying to reconnect and Send a request ? Please Can you provide a simple explanation in steps and what QuickFix Api method should I use ?
2) If I need to implement a FixEngine to handle dropcopy should I be aware of something in particular ?
Thank you for your help
1). Just make sure ResetOnDisconnect parameter is set to N for your trading session: ResetOnDisconnect=N (docs)
QuickFix will be automatically attempting to reconnect every ReconnectInterval seconds;
Once connected (with ResetOnDisconnect=N) it will also automatically exchange last known message sequence numbers with the FIX server, and the ones lost during the disconnection will be re-sent - so without a line of code you will receive the missing messages.
Also, if disconnection was for a longer period of time, you may want to send Order Status Request (H) message to the FIX server to receive actual ExecutionReport for your pending orders.
2) The question is too general for me to answer...
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.
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.
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
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).