[QFJ-450] QuickFIX/J is reporting FIX responses from a commercial ECN as invalid ! Created: 01/Jul/09 Updated: 10/Jan/10 Resolved: 10/Jan/10 |
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Status: | Closed |
Project: | QuickFIX/J |
Component/s: | None |
Affects Version/s: | 1.4.0 |
Fix Version/s: | None |
Type: | Bug | Priority: | Default |
Reporter: | Vincent Coldrick | Assignee: | Unassigned |
Resolution: | Not a bug | Votes: | 0 |
Labels: | None | ||
Environment: |
Windows Vista Java Version 1.6 |
Description |
I am using QuickFIX to send messages to a commercial ECN. 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 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 <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 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 <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 <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 |
Comments |
Comment by Vincent Coldrick [ 01/Jul/09 ] |
This issue has now been sorted. An invalid Dictionary XML file was at fault. |
Comment by Toli Kuznets [ 01/Jul/09 ] |
The initial MarketDataSnapshot (35=W) appears to be correct. Do you initialize QFJ with a data dictionary? Can you post your QFJ configuration? perhaps you don't have the dictionary specified, in which case repeating groups may be rejected. |