QuickFIX/J

CLONE -Quote subscribe

Details

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

Description

Hi Support,

Please find below my code i am using to subscribe using market data request, the isse that i want when i create this message i want tag55 to come after tag146, as per to integral they want Tag55 to come after Tag146

 quickfix.fix43.MarketDataRequest sub = new MarketDataRequest(new MDReqID(reqID),new SubscriptionRequestType('1'), new MarketDepth (1));
                 System.out.println("This is the message :" + sub.toString());
                sub.setField(new SenderSubID("SWSPBle"));
                 sub.setField(new Product(4));
                  sub.setField(new NoRelatedSym(1));
                 
                   sub.setField(new MDUpdateType(0));
                    sub.setField(new NoMDEntryTypes(0));
                    sub.setField(new quickfix.field.Symbol("EUR/USD"));

the generated message is coming as below

8=FIX.4.39=16535=V34=1249=quote.SWSPB.dev.SWSPB.com52=20090903-22:29:29.22356=demo.client.fxgrid.integral.com50=SWSPBle55=EUR/USD146=1262=12263=1264=1265=0267=0460=410=014

Response from integral as below
8=FIX.4.39=17735=334=1949=demo.client.fxgrid.integral.com52=20090903-22:29:31.32756=quote.SWSPB.dev.SWSPB.com57=SWSPBle45=1258=Tag not defined for this message type371=55372=V373=210=164

can you help me here please?

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Dates

  • Created:
    12/Feb/10 10:05 PM
    Updated:
    20/Mar/11 12:07 PM
    Resolved:
    20/Mar/11 12:07 PM