Details
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Type:
Bug
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Status: Closed
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Priority:
Default
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Resolution: Not a bug
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Affects Version/s: 1.4.0
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Fix Version/s: None
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Component/s: None
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Labels:None
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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