Market Data Snapshot Full Refresh: Tag not defined for this message type

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Market Data Snapshot Full Refresh: Tag not defined for this message type

Davide Anastasia-3
QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html


Hi all,

I’ve been experiencing a problem in parsing correctly a Market Data Snapshot Full Refresh Message (Type = W).

Just below a log of the communication, with the error:

 

<20120424-10:23:33.363, FIX.4.4:UAT.QCM_P.FIX->ABFX, outgoing>

  (8=FIX.4.4_9=129_35=3_34=624_49=UAT.QCM_P.FIX_52=20120424-10:23:33.363_56=ABFX_45=513_58=Tag not defined for this message type_371=15_372=W_373=2_10=085_)

<20120424-10:23:33.720, FIX.4.4:UAT.QCM_P.FIX->ABFX, incoming>

  (8=FIX.4.4_9=240_35=W_34=514_49=ABFX_52=20120424-10:23:33.418_56=UAT.QCM_P.FIX_55=EUR/USD_262=EUR/USD/SPOT/1234_6138=0.00001_268=2_269=0_270=1.31528_15=EUR_271=100000_272=20120426_276=A_6215=SP_269=1_270=1.31543_15=EUR_271=100000_272=20120426_276=A_6215=SP_10=225_)

<20120424-10:23:33.720, FIX.4.4:UAT.QCM_P.FIX->ABFX, event>

  (Message 514 Rejected: Tag not defined for this message type:15)

<20120424-10:23:33.720, FIX.4.4:UAT.QCM_P.FIX->ABFX, outgoing>

 

I cannot understand where the error is: 15 is the “Currency” Tag, defined in the FIX 4.4 standard (a long before too). The incoming message looks fine to me, but it gets rejected: does anybody have an idea of why this happens?

Best regards,

 

Davide Anastasia
Analyst, Research & Development


Quality Capital Management Ltd.
QCM House • Horizon Business Village
No. 1 Brooklands Road
Weybridge • Surrey KT13 0TJ
United Kingdom

Tel: +44 (0) 1932 334 400
Fax: +44 (0) 1932 334 415
Email:
[hidden email]

www.qualitycapital.com


This email and any attachments are confidential and intended solely for the use of the individual(s) to whom it is addressed.

Any views or opinions presented are solely those of the author and do not necessarily represent those of Quality Capital Management Ltd. If you are not the intended recipient, be advised that you have received this email in error and that any use, dissemination, printing, forwarding or copying of this email is strictly prohibited. Please contact the sender if you have received this email in error. You should also be aware that emails are susceptible to interference and you should not assume that the contents of this email originated from the sender above or that they have been accurately reproduced in their original form. Quality Capital Management Ltd is authorised and regulated by the Financial Services Authority in the UK and is a member of the National Futures Association in the US.


 


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Re: Market Data Snapshot Full Refresh: Tag not defined for this message type

Igor Seleznev-2
QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html


Hi,

It could be due to custom tags 6138 and 6215.
Please double-check that they are both defined for W and registered in proper places: 6318 should go before the repeating group NoMDEntries and 6215 should be a part of it.

Not sure about the latest version of QuickFIX but the previous one (1.12.4) makes a misleading diagnosis when validating incoming messages with repeating groups.

Kind regards,
Igor

On Apr 24, 2012, at 2:29 PM, Davide Anastasia wrote:

QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html

Hi all,

I’ve been experiencing a problem in parsing correctly a Market Data Snapshot Full Refresh Message (Type = W).

Just below a log of the communication, with the error:

 

<20120424-10:23:33.363, FIX.4.4:UAT.QCM_P.FIX->ABFX, outgoing>

  (8=FIX.4.4_9=129_35=3_34=624_49=UAT.QCM_P.FIX_52=20120424-10:23:33.363_56=ABFX_45=513_58=Tag not defined for this message type_371=15_372=W_373=2_10=085_)

<20120424-10:23:33.720, FIX.4.4:UAT.QCM_P.FIX->ABFX, incoming>

  (8=FIX.4.4_9=240_35=W_34=514_49=ABFX_52=20120424-10:23:33.418_56=UAT.QCM_P.FIX_55=EUR/USD_262=EUR/USD/SPOT/1234_6138=0.00001_268=2_269=0_270=1.31528_15=EUR_271=100000_272=20120426_276=A_6215=SP_269=1_270=1.31543_15=EUR_271=100000_272=20120426_276=A_6215=SP_10=225_)

<20120424-10:23:33.720, FIX.4.4:UAT.QCM_P.FIX->ABFX, event>

  (Message 514 Rejected: Tag not defined for this message type:15)

<20120424-10:23:33.720, FIX.4.4:UAT.QCM_P.FIX->ABFX, outgoing>

 

I cannot understand where the error is: 15 is the “Currency” Tag, defined in the FIX 4.4 standard (a long before too). The incoming message looks fine to me, but it gets rejected: does anybody have an idea of why this happens?

Best regards,

 

Davide Anastasia
Analyst, Research & Development


Quality Capital Management Ltd.
QCM House • Horizon Business Village
No. 1 Brooklands Road
Weybridge • Surrey KT13 0TJ
United Kingdom

Tel: +44 (0) 1932 334 400
Fax: +44 (0) 1932 334 415
Email:
[hidden email]

www.qualitycapital.com


This email and any attachments are confidential and intended solely for the use of the individual(s) to whom it is addressed.

Any views or opinions presented are solely those of the author and do not necessarily represent those of Quality Capital Management Ltd. If you are not the intended recipient, be advised that you have received this email in error and that any use, dissemination, printing, forwarding or copying of this email is strictly prohibited. Please contact the sender if you have received this email in error. You should also be aware that emails are susceptible to interference and you should not assume that the contents of this email originated from the sender above or that they have been accurately reproduced in their original form. Quality Capital Management Ltd is authorised and regulated by the Financial Services Authority in the UK and is a member of the National Futures Association in the US.


 

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threat landscape has changed and how IT managers can respond. Discussions
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Re: Market Data Snapshot Full Refresh: Tag not defined for this message type

Tim Sharp
QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html

Igor Seleznev <selez@...> writes:

>
> QuickFIX Documentation:
http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
>
> Hi,
> It could be due to custom tags 6138 and 6215.
> Please double-check that they are both defined for W and registered in
proper places: 6318 should go before the repeating group NoMDEntries and
6215 should be a part of it.
>
> Not sure about the latest version of QuickFIX but the previous one
(1.12.4) makes a misleading diagnosis when validating incoming messages
with repeating groups.
>
> Kind regards,
> Igor
>
>
> On Apr 24, 2012, at 2:29 PM, Davide Anastasia wrote:
> QuickFIX Documentation:
http://www.quickfixengine.org/quickfix/doc/html/index.htmlQuickFIX 
Support: http://www.quickfixengine.org/services.html<!--

> /* Font Definitions */
>  <at> font-face
> {font-family:Calibri;
> panose-1:2 15 5 2 2 2 4 3 2 4;}
> /* Style Definitions */
> p.MsoNormal, li.MsoNormal, div.MsoNormal
> {margin:0cm;
> margin-bottom:.0001pt;
> font-size:11.0pt;
> font-family:"Calibri","sans-serif";
> mso-fareast-language:EN-US;}
> a:link, span.MsoHyperlink
> {mso-style-priority:99;
> color:blue;
> text-decoration:underline;}
> a:visited, span.MsoHyperlinkFollowed
> {mso-style-priority:99;
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> text-decoration:underline;}
> span.EmailStyle17
> {mso-style-type:personal-compose;
> font-family:"Arial","sans-serif";
> color:black;}
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> {size:612.0pt 792.0pt;
> margin:72.0pt 72.0pt 72.0pt 72.0pt;}
> div.WordSection1
> {page:WordSection1;}
> -->
> Hi all,
> I’ve been experiencing a problem in parsing correctly a Market Data
Snapshot Full Refresh Message (Type = W).
> Just below a log of the communication, with the error:
>  
> <20120424-10:23:33.363, FIX.4.4:UAT.QCM_P.FIX->ABFX, outgoing>
>   (8=FIX.4.4_9=129_35=3_34=624_49=UAT.QCM_P.FIX_52=20120424-
10:23:33.363_56=ABFX_45=513_58=Tag not defined for this message
type_371=15_372=W_373=2_10=085_)
> <20120424-10:23:33.720, FIX.4.4:UAT.QCM_P.FIX->ABFX, incoming>
>   (8=FIX.4.4_9=240_35=W_34=514_49=ABFX_52=20120424-
10:23:33.418_56=UAT.QCM_P.FIX_55=EUR/USD_262=EUR/USD/SPOT/1234_6138=0.00
001_268=2_269=0_270=1.31528_15=EUR_271=100000_272=20120426_276=A_6215=SP
_269=1_270=1.31543_15=EUR_271=100000_272=20120426_276=A_6215=SP_10=225_)
> <20120424-10:23:33.720, FIX.4.4:UAT.QCM_P.FIX->ABFX, event>
>   (Message 514 Rejected: Tag not defined for this message type:15)
> <20120424-10:23:33.720, FIX.4.4:UAT.QCM_P.FIX->ABFX, outgoing>
>  
> I cannot understand where the error is: 15 is the “Currency” Tag,
defined in the FIX 4.4 standard (a long before too). The incoming
message looks fine to me, but it gets rejected: does anybody have an
idea of why this happens?
> Best regards,
>  
> Davide AnastasiaAnalyst, Research & Development
> Quality Capital Management Ltd.QCM House • Horizon Business VillageNo.
1 Brooklands RoadWeybridge • Surrey KT13 0TJUnited KingdomTel: +44 (0)
1932 334 400Fax: +44 (0) 1932 334 415Email: Davide.Anastasia-
[hidden email]
>
> This email and any attachments are confidential and intended solely
for the use of the individual(s) to whom it is addressed. Any views or
opinions presented are solely those of the author and do not necessarily
represent those of Quality Capital Management Ltd. If you are not the
intended recipient, be advised that you have received this email in
error and that any use, dissemination, printing, forwarding or copying
of this email is strictly prohibited. Please contact the sender if you
have received this email in error. You should also be aware that emails
are susceptible to interference and you should not assume that the
contents of this email originated from the sender above or that they
have been accurately reproduced in their original form. Quality Capital
Management Ltd is authorised and regulated by the Financial Services
Authority in the UK and is a member of the National Futures Association
in the US.
>
>  
> ----------------------------------------------------------------------
--------Live Security Virtual ConferenceExclusive live event will cover
all the ways today's security and threat landscape has changed and how
IT managers can respond. Discussions will include endpoint security,
mobile security and the latest in malware threats.
http://www.accelacomm.com/jaw/sfrnl04242012/114/50122263/_______________
________________________________Quickfix-users mailing listQuickfix-
users <at>
lists.sourceforge.nethttps://lists.sourceforge.net/lists/listinfo/quickf
ix-users
>
>
>
>
>
>
> ----------------------------------------------------------------------
--------
> Live Security Virtual Conference
> Exclusive live event will cover all the ways today's security and
> threat landscape has changed and how IT managers can respond.
Discussions
> will include endpoint security, mobile security and the latest in
malware
> threats. http://www.accelacomm.com/jaw/sfrnl04242012/114/50122263/
>
> _______________________________________________
> Quickfix-users mailing list
> Quickfix-users@...
> https://lists.sourceforge.net/lists/listinfo/quickfix-users
>



Igor is correct,

Incorrect reporting of the error. It is necessary to define the
userdefined fields in the FIX4?.xml

Define the fields in the <fields> section and add them to the
appropriate message as well

Thanks Igor
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