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Alain Daniel
QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/


Hello CQG team.

I'm trying to send a Historical Market Data Request (UHV) ( http://help.cqg.com/continuum/default.htm#!Documents/historicalmarketdatarequestuhv.htm ) but I'm getting UnsupportedMessageType message. Here is my request and the response.

Thanks is advanced, Adrian Chang

<message>
  <header>
    <field number="8"><![CDATA[FIX.4.2]]></field>
    <field number="35"><![CDATA[UHV]]></field>
    <field number="34"><![CDATA[2]]></field>
    <field number="49"><![CDATA[RedFinFC]]></field>
    <field number="50"><![CDATA[TestFIXMarketData]]></field>
    <field number="52"><![CDATA[20161108-04:15:18.407]]></field>
    <field number="56"><![CDATA[CQG_Gateway]]></field>
  </header>
  <body>
    <field number="55"><![CDATA[D]]></field>
    <field number="262"><![CDATA[1478578518.41]]></field>
    <field number="30003"><![CDATA[ACD]]></field>
    <field number="30006"><![CDATA[50]]></field>
  </body>
  <trailer>
  </trailer>
</message>


*** fromApp ***
<message>
  <header>
    <field number="8"><![CDATA[FIX.4.2]]></field>
    <field number="9"><![CDATA[128]]></field>
    <field number="35"><![CDATA[j]]></field>
    <field number="34"><![CDATA[2]]></field>
    <field number="49"><![CDATA[CQG_Gateway]]></field>
    <field number="52"><![CDATA[20161108-04:15:20.346]]></field>
    <field number="56"><![CDATA[RedFinFC]]></field>
    <field number="57"><![CDATA[TestFIXMarketData]]></field>
  </header>
  <body>
    <field number="45"><![CDATA[2]]></field>
    <field number="58"><![CDATA[UnsupportedMessageType]]></field>
    <field number="372"><![CDATA[UHV]]></field>
    <field number="380"><![CDATA[3]]></field>
  </body>
  <trailer>
    <field number="10"><![CDATA[133]]></field>
  </trailer>
</message>


------------------------------------------------------------------------------
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Access to Intel Xeon Phi processor-based developer platforms.
With one year of Intel Parallel Studio XE.
Training and support from Colfax.
Order your platform today. http://sdm.link/xeonphi
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Re: (no subject)

Grant Birchmeier
QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/


UHV is not a standard message type.  I'm guessing it's something that CQG invented for their system.

You need to add this message type and full definition to your DataDictionary xml file so that your engine will know what it is.

(This doc is for a different QF port, but the information is still applicable to this QF as well)

On Mon, Nov 7, 2016 at 10:29 PM, Alain Daniel <[hidden email]> wrote:
QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/


Hello CQG team.

I'm trying to send a Historical Market Data Request (UHV) ( http://help.cqg.com/continuum/default.htm#!Documents/historicalmarketdatarequestuhv.htm ) but I'm getting UnsupportedMessageType message. Here is my request and the response.

Thanks is advanced, Adrian Chang

<message>
  <header>
    <field number="8"><![CDATA[FIX.4.2]]></field>
    <field number="35"><![CDATA[UHV]]></field>
    <field number="34"><![CDATA[2]]></field>
    <field number="49"><![CDATA[RedFinFC]]></field>
    <field number="50"><![CDATA[TestFIXMarketData]]></field>
    <field number="52"><![CDATA[20161108-04:15:18.407]]></field>
    <field number="56"><![CDATA[CQG_Gateway]]></field>
  </header>
  <body>
    <field number="55"><![CDATA[D]]></field>
    <field number="262"><![CDATA[1478578518.41]]></field>
    <field number="30003"><![CDATA[ACD]]></field>
    <field number="30006"><![CDATA[50]]></field>
  </body>
  <trailer>
  </trailer>
</message>


*** fromApp ***
<message>
  <header>
    <field number="8"><![CDATA[FIX.4.2]]></field>
    <field number="9"><![CDATA[128]]></field>
    <field number="35"><![CDATA[j]]></field>
    <field number="34"><![CDATA[2]]></field>
    <field number="49"><![CDATA[CQG_Gateway]]></field>
    <field number="52"><![CDATA[20161108-04:15:20.346]]></field>
    <field number="56"><![CDATA[RedFinFC]]></field>
    <field number="57"><![CDATA[TestFIXMarketData]]></field>
  </header>
  <body>
    <field number="45"><![CDATA[2]]></field>
    <field number="58"><![CDATA[UnsupportedMessageType]]></field>
    <field number="372"><![CDATA[UHV]]></field>
    <field number="380"><![CDATA[3]]></field>
  </body>
  <trailer>
    <field number="10"><![CDATA[133]]></field>
  </trailer>
</message>


------------------------------------------------------------------------------
Developer Access Program for Intel Xeon Phi Processors
Access to Intel Xeon Phi processor-based developer platforms.
With one year of Intel Parallel Studio XE.
Training and support from Colfax.
Order your platform today. http://sdm.link/xeonphi
_______________________________________________
Quickfix-developers mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quickfix-developers



--
Grant Birchmeier
Connamara Systems, LLC
Made-To-Measure Trading Solutions.
Exactly what you need. No more. No less.

------------------------------------------------------------------------------
Developer Access Program for Intel Xeon Phi Processors
Access to Intel Xeon Phi processor-based developer platforms.
With one year of Intel Parallel Studio XE.
Training and support from Colfax.
Order your platform today. http://sdm.link/xeonphi
_______________________________________________
Quickfix-developers mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quickfix-developers
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Re: (no subject)

Mike Gatny
In reply to this post by Alain Daniel
QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/


That is a CQG-specific user-defined message type.  I don't recall whether they have one online, but ask CQG to send you a quickfix DataDictionary with their custom messages in it.  I'm pretty sure they will. 

--
Mike Gatny
Connamara Systems, LLC

On Mon, Nov 7, 2016 at 11:29 PM, Alain Daniel <[hidden email]> wrote:
QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/


Hello CQG team.

I'm trying to send a Historical Market Data Request (UHV) ( http://help.cqg.com/continuum/default.htm#!Documents/historicalmarketdatarequestuhv.htm ) but I'm getting UnsupportedMessageType message. Here is my request and the response.

Thanks is advanced, Adrian Chang

<message>
  <header>
    <field number="8"><![CDATA[FIX.4.2]]></field>
    <field number="35"><![CDATA[UHV]]></field>
    <field number="34"><![CDATA[2]]></field>
    <field number="49"><![CDATA[RedFinFC]]></field>
    <field number="50"><![CDATA[TestFIXMarketData]]></field>
    <field number="52"><![CDATA[20161108-04:15:18.407]]></field>
    <field number="56"><![CDATA[CQG_Gateway]]></field>
  </header>
  <body>
    <field number="55"><![CDATA[D]]></field>
    <field number="262"><![CDATA[1478578518.41]]></field>
    <field number="30003"><![CDATA[ACD]]></field>
    <field number="30006"><![CDATA[50]]></field>
  </body>
  <trailer>
  </trailer>
</message>


*** fromApp ***
<message>
  <header>
    <field number="8"><![CDATA[FIX.4.2]]></field>
    <field number="9"><![CDATA[128]]></field>
    <field number="35"><![CDATA[j]]></field>
    <field number="34"><![CDATA[2]]></field>
    <field number="49"><![CDATA[CQG_Gateway]]></field>
    <field number="52"><![CDATA[20161108-04:15:20.346]]></field>
    <field number="56"><![CDATA[RedFinFC]]></field>
    <field number="57"><![CDATA[TestFIXMarketData]]></field>
  </header>
  <body>
    <field number="45"><![CDATA[2]]></field>
    <field number="58"><![CDATA[UnsupportedMessageType]]></field>
    <field number="372"><![CDATA[UHV]]></field>
    <field number="380"><![CDATA[3]]></field>
  </body>
  <trailer>
    <field number="10"><![CDATA[133]]></field>
  </trailer>
</message>


------------------------------------------------------------------------------
Developer Access Program for Intel Xeon Phi Processors
Access to Intel Xeon Phi processor-based developer platforms.
With one year of Intel Parallel Studio XE.
Training and support from Colfax.
Order your platform today. http://sdm.link/xeonphi
_______________________________________________
Quickfix-developers mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quickfix-developers


------------------------------------------------------------------------------
Developer Access Program for Intel Xeon Phi Processors
Access to Intel Xeon Phi processor-based developer platforms.
With one year of Intel Parallel Studio XE.
Training and support from Colfax.
Order your platform today. http://sdm.link/xeonphi
_______________________________________________
Quickfix-developers mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quickfix-developers