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  1. QuickFIX/J
  2. QFJ-450

QuickFIX/J is reporting FIX responses from a commercial ECN as invalid !

    Details

    • Type: Bug
    • Status: Closed
    • Priority: Default
    • Resolution: Not a bug
    • Affects Version/s: 1.4.0
    • Fix Version/s: None
    • Component/s: None
    • Labels:
      None
    • Environment:
      Windows Vista Java Version 1.6

      Description

      I am using QuickFIX to send messages to a commercial ECN.
      Can someone please tell me what is going wrong in the following message interchange:

      Following messages were sent and received as part of an attempt to subscribe for a simple Bid/Ask update for EURUSD spot. Can anyone please explain to me what is going wrong here?

      My message trying to subscribe to EURUSD for snapshot + incremental update:

      <20090630-20:05:58, FIX.4.2:CLIENT->MARKET, outgoing> (8=FIX.4.2 9=125 35=V 34=2 49=CLIENT 52=20090630-20:05:58 56=MARKET
      262=EURUSD1 263=1 264=1 265=1
      146=1 55=EUR/USD 167=FOR
      267=2 269=0 269=1 10=120 )

      Snapshot reply for EURUSD, which looks fine to me, SO WHAT IS WRONG WITH TAG 269 APPEARING MORE THAN TWICE - SINCE IT IS PART OF A REPEATING GROUP indicated by 268=2???

      <20090630-20:05:58, FIX.4.2:CLIENT->MARKET, incoming> (8=FIX.4.2 9=206 35=W 34=2 49=MARKET 52=20090630-20:06:06.853 56=CLIENT
      55=EUR/USD 167=FOR
      262=EURUSD1
      268=2
      269=0 270=1.4025 271=45000000 299=EUSPOTBUY1.4025 290=1
      269=1 270=1.4027 271=45000000 299=EUSPOTSELL1.4027 290=1 10=235 )

      <20090630-20:05:58, FIX.4.2:CLIENT->MARKET, event> (Message 2 Rejected: Tag appears more than once:269)

      <20090630-20:05:58, FIX.4.2:CLIENT->MARKET, outgoing> (8=FIX.4.2 9=101 35=3 34=3 49=CLIENT 52=20090630-20:05:58 56=MARKET 45=2
      58=Tag appears more than once 371=269 372=W 10=094 )

      Incremental update reply for EURUSD, which looks fine to me, SO WHAT IS WRONG WITH MSGTYPE = X ???

      <20090630-20:06:00, FIX.4.2:CLIENT->MARKET, incoming> (8=FIX.4.2 9=164 35=X 34=3 49=MARKET 52=20090630-20:06:08.361 56=CLIENT 262=EURUSD1
      268=1 279=0
      269=1 278=EUSPOTSELL1.40259 55=EUR/USD 167=FOR 207=CD 270=1.40259 271=6000000 290=1 10=058 )

      <20090630-20:06:00, FIX.4.2:CLIENT->MARKET, event> (Message 3 Rejected: Invalid MsgType)

      <20090630-20:06:00, FIX.4.2:CLIENT->MARKET, outgoing> (8=FIX.4.2 9=89 35=3 34=4 49=CLIENT 52=20090630-20:06:00 56=MARKET 45=3 58=Invalid MsgType 372=X 373=11 10=028 )

      Another incremental update reply for EURUSD, which looks fine to me, SO WHAT IS WRONG WITH MSGTYPE = X ???

      <20090630-20:06:00, FIX.4.2:CLIENT->MARKET, incoming> (8=FIX.4.2 9=163 35=X 34=4 49=MARKET 52=20090630-20:06:08.716 56=CLIENT 262=EURUSD1
      268=1 279=0
      269=1 278=EUSPOTSELL1.4027 55=EUR/USD 167=FOR 207=CD 270=1.4027 271=45000000 290=1 10=003 )

      <20090630-20:06:00, FIX.4.2:CLIENT->MARKET, event> (Message 4 Rejected: Invalid MsgType)

      <20090630-20:06:00, FIX.4.2:CLIENT->MARKET, outgoing> (8=FIX.4.2 9=89 35=3 34=5 49=CLIENT 52=20090630-20:06:00 56=MARKET 45=4 58=Invalid MsgType 372=X 373=11 10=030 )

      It would be a very useful feature if QuickFIX were to offer a callback to users to peek/modify target responses prior to them being parsed by the QuickFIX engine.

      Regards
      defacto

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            • Assignee:
              Unassigned
              Reporter:
              defacto Vincent Coldrick
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              • Created:
                Updated:
                Resolved: