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  1. QuickFIX/J
  2. QFJ-88

Communication failure Market Data from HotSpot

    Details

    • Type: Other
    • Status: Closed
    • Priority: Default
    • Resolution: Fixed
    • Affects Version/s: 1.0.3
    • Fix Version/s: None
    • Component/s: Engine
    • Labels:
      None
    • Environment:
      linux netbeans

      Description

      We have established a connection to HotSpot to receive market data.
      After session start and login, but before we receive tick data, we get a message with the buffered market data.
      In the Session-Log there is a message:
      SCHWERWIEGEND: Invalid message: Actual body length=120, Expected body length=680
      "SCHWERWIEGEND" is german and means crucial.
      After some debugging we found the reason. The following incomming message from hotspot:
      8=FIX.4.29=68035=X49=HOTSPOT56=OUR-SIDE34=117252=20061018-11:13:55268=25279=0
      55=CAD/JPY5071=3279=055=AUD/JPY5071=3279=055=GBP/CHF5071=5279=055=EUR/SEK50
      71=5279=055=NZD/USD5071=5279=055=AUD/USD5071=5279=055=EUR/NOK5071=5279=0
      55=EUR/AUD5071=5279=055=EUR/CHF5071=5279=055=GBP/JPY5071=3279=055=EUR/USD50
      71=5279=055=USD/NOK5071=5279=055=CHF/JPY5071=3279=055=AUD/NZD5071=5279=0
      55=USD/JPY5071=3279=055=GBP/AUD5071=5279=055=USD/SGD5071=5279=055=USD/CHF50
      71=5279=055=USD/SEK5071=5279=055=USD/CAD5071=5279=055=USD/MXN5071=5279=0
      55=GBP/USD5071=5279=055=EUR/GBP5071=5279=055=EUR/JPY5071=3279=055=EUR/DKK5071=510=029
      is supposed to have a body length of 680 but quickfix says it has only 120.
      We found the reason within the methodes Message.bodyLength and FieldMap.calculateLength.
      As you can see the message contains multiple fields with the ID 055, when calculating the length within the method FieldMap.calculateLength only the last quote EUR/DKK is added to the bodylength.
      We are not sure if the message from hotspot does not comply the the FIX-spec or quickfix.
      It seems that the multiple fields are getting lost like when you add multiple fields into a hashmap.

      Best regards, Welf
      **************************************************************************************************
      SESSION-LOG:
      18.10.2006 13:13:54 quickfix.mina.initiator.InitiatorIoHandler sessionCreated
      INFO: MINA session created: /172.16.130.130:32820
      OUTGOING[13]toAdmin(), SessionID: FIX.4.2:OUR-SIDE->HOTSPOT
      LOGON
      8=FIX.4.29=11135=A34=1349=OUR-SIDE52=20061018-11:13:55.18856=HOTSPOT98=0108=60553=USER
      554=PASSWD10=144
      INCOMING[1171]fromAdmin(), SessionID: FIX.4.2:OUR-SIDE->HOTSPOT
      LOGON
      8=FIX.4.29=8535=A34=117149=HOTSPOT52=20061018-11:13:4956=OUR-SIDE98=0108=6010=073
      OUTGOING[14]toAdmin(), SessionID: FIX.4.2:OUR-SIDE->HOTSPOT
      RESEND_REQUEST
      8=FIX.4.29=8435=234=1449=OUR-SIDE52=20061018-11:13:59.18956=HOTSPOT7=416=010=007
      onLogon(): LOGON SUCCESSFUL, SessionID is FIX.4.2:OUR-SIDE->HOTSPOT
      INCOMING[4]fromAdmin(), SessionID: FIX.4.2:OUR-SIDE->HOTSPOT
      SEQUENCE_RESET
      8=FIX.4.29=8935=434=443=Y49=HOTSPOT52=20061018-11:13:4956=OUR-SIDE36=1172123=Y10=043
      18.10.2006 13:14:05 quickfix.mina.AbstractIoHandler messageReceived
      SCHWERWIEGEND: Invalid message: Actual body length=120, Expected body length=680
      OUTGOING[15]toAdmin(), SessionID: FIX.4.2:OUR-SIDE->HOTSPOT
      HEARTBEAT
      8=FIX.4.29=7535=034=1549=OUR-SIDE52=20061018-11:15:00.18956=HOTSPOT10=124

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            • Assignee:
              admin Steve Bate
              Reporter:
              welf Welf Wustlich
            • Votes:
              1 Vote for this issue
              Watchers:
              0 Start watching this issue

              Dates

              • Created:
                Updated:
                Resolved: