QuickFIX/J

can not parse cme definition message from cme file

Details

  • Type: Other Other
  • Status: Closed Closed
  • Priority: Default Default
  • Resolution: Fixed
  • Affects Version/s: 1.4.0
  • Fix Version/s: None
  • Component/s: Engine
  • Labels:
    None

Description

Hello;

I can not parse cme definition message from cme file from ftp://ftp.cme.com/secdef.dat.gz

code:

DataDictionary sessionDictionary, applicationDictionary;

sessionDictionary = new DataDictionary("FIXT11.xml");
applicationDictionary = new DataDictionary("FIX50.xml");

Message message = new Message();

boolean doValidation = false;

message.fromString(messageString, sessionDictionary,
applicationDictionary, doValidation);

sample cme input and quickfixj output:

INFO: messageString
1128=89=36835=d49=CME34=42552=2009100416001803515=BRL22=848=2086048155=BR:C0107=BR:DOLV09P002850200=200910202=2850207=XBMF461=OPECCS462=2562=5711=1311=[N/A]305=8309=20460001827=0864=2865=5866=200906261145=0865=7866=200909301145=210059000870=1871=24872=1947=BRL969=0.0011140=100001141=11022=GBX264=51142=F1151=BR:DOL1180=259787=19850=0.00110=165

INFO: message
9=15235=d34=42549=CME52=2009100416001803515=BRL22=848=2086048155=BR:C0107=BR:DOLV09P002850200=200910202=2850207=XBMF461=OPECCS462=2562=5711=110=128

thank you;

Andrei

Activity

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Andrei Pozolotin added a comment - 08/Oct/09 5:26 PM

this is due to:
exception=quickfix.FieldException: Out of order repeating group members, field=309

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Andrei Pozolotin added a comment - 08/Oct/09 5:26 PM this is due to: exception=quickfix.FieldException: Out of order repeating group members, field=309
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Andrei Pozolotin added a comment - 08/Oct/09 5:37 PM

this alleviates the problem:

sessionDictionary.setCheckFieldsOutOfOrder(false);
applicationDictionary.setCheckFieldsOutOfOrder(false);

but apparently cme needs help; now this:

exception=quickfix.FieldException: Tag appears more than once, field=1145

Show
Andrei Pozolotin added a comment - 08/Oct/09 5:37 PM this alleviates the problem: sessionDictionary.setCheckFieldsOutOfOrder(false); applicationDictionary.setCheckFieldsOutOfOrder(false); but apparently cme needs help; now this: exception=quickfix.FieldException: Tag appears more than once, field=1145
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Andrei Pozolotin added a comment - 08/Oct/09 5:59 PM

finally, field=1145 is missing from FIX50.xml

need to add:

1) new field definition

<field number="1145" name="EventTime" type="UTCTIMEONLY"/>

2) declare this field as member of the group:

<component name="EvntGrp">
<group name="NoEvents" required="N">
<field name="EventType" required="N"/>
<field name="EventDate" required="N"/>
<field name="EventTime" required="N"/>
<field name="EventPx" required="N"/>
<field name="EventText" required="N"/>
</group>
</component>

Show
Andrei Pozolotin added a comment - 08/Oct/09 5:59 PM finally, field=1145 is missing from FIX50.xml need to add: 1) new field definition <field number="1145" name="EventTime" type="UTCTIMEONLY"/> 2) declare this field as member of the group: <component name="EvntGrp"> <group name="NoEvents" required="N"> <field name="EventType" required="N"/> <field name="EventDate" required="N"/> <field name="EventTime" required="N"/> <field name="EventPx" required="N"/> <field name="EventText" required="N"/> </group> </component>
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Andrei Pozolotin added a comment - 08/Oct/09 6:25 PM

quickfix.FieldException: Tag appears more than once, field=1022

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Andrei Pozolotin added a comment - 08/Oct/09 6:25 PM quickfix.FieldException: Tag appears more than once, field=1022
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Andrei Pozolotin added a comment - 08/Oct/09 6:57 PM

quickfix.FieldException: Tag appears more than once, field=1017

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Andrei Pozolotin added a comment - 08/Oct/09 6:57 PM quickfix.FieldException: Tag appears more than once, field=1017
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Andrei Pozolotin added a comment - 08/Oct/09 7:16 PM

please let me know how to attach here final FIXCME.xml that works with quickfix 1.4.0?

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Andrei Pozolotin added a comment - 08/Oct/09 7:16 PM please let me know how to attach here final FIXCME.xml that works with quickfix 1.4.0?
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Jonathan Felch added a comment - 07/Jul/11 9:31 PM

The latest build from trunk continues to fail on a large number of records and also continues to be missing field definitions... Technically this file should be depending on FIX 5 SP2, which may be part of the problem... My attempts to generate code for FIX 5 SP 2 were unsuccessful.

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Jonathan Felch added a comment - 07/Jul/11 9:31 PM The latest build from trunk continues to fail on a large number of records and also continues to be missing field definitions... Technically this file should be depending on FIX 5 SP2, which may be part of the problem... My attempts to generate code for FIX 5 SP 2 were unsuccessful.

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Dates

  • Created:
    08/Oct/09 4:20 PM
    Updated:
    07/Jul/11 9:31 PM
    Resolved:
    20/Mar/11 12:07 PM
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