[英]QuickFIX doesn't validate the repeating group
I'm implementing a client-server set based on QuickFIX. 我正在实现基于QuickFIX的客户端-服务器集。 When I try to send a message that contains a Parties repeating group, I get the Reject with the following description: "58=Tag not defined for this message type|371=447|"
当我尝试发送包含“方”重复组的消息时,收到带有以下描述的拒绝:“ 58 =未为此消息类型定义标签| 371 = 447 |”
The message type thet I try to send is OrderCancelReplaceRequest. 我尝试发送的消息类型是OrderCancelReplaceRequest。
The code sample is: 代码示例是:
FIX44::OrderCancelReplaceRequest order(FIX::MsgType("G"));
FIX44::OrderCancelReplaceRequest::NoPartyIDs party;
// 448-PartyID
party.set(FIX::PartyID("PartyId"));
// 447-PartyIDSource
party.set(FIX::PartyIDSource('B'));
// 452-PartyRole
party.set(FIX::PartyRole(1));
// 802-NoPartySubIDs
party.set(FIX::NoPartySubIDs(0));
order.addGroup(party);
...
If the message contains no Parties group, it's validated successfully by the server. 如果该消息不包含“参与者”组,则服务器已成功验证该消息。
Moreover, it's validated successfully even if it contains the FIX44::OrderCancelReplaceRequest::NoAllocs group: 而且,即使它包含FIX44 :: OrderCancelReplaceRequest :: NoAllocs组,它也已成功验证:
FIX44::OrderCancelReplaceRequest::NoAllocs alloc;
// 79-AllocAccount
alloc.set(FIX::AllocAccount("Alloc Account"));
// 80-AllocQty
alloc.set(FIX::AllocQty(4.2));
order.addGroup(alloc);
So, I see this problem only when I try to use the Parties group. 因此,只有在尝试使用“缔约方”组时,我才会看到此问题。
The config file for the server is: 服务器的配置文件为:
[DEFAULT]
ConnectionType=acceptor
SocketAcceptPort=28663
SocketReuseAddress=Y
StartTime=00:00:00
EndTime=00:00:00
UseDataDictionary=Y
DataDictionary=<some path here>/FIX44.xml
FileLogPath=QuickFixServerLog
ValidateUserDefinedFields=N
[SESSION]
BeginString=FIX.4.4
SenderCompID=EXECUTOR
TargetCompID=CLIENT1
FileStorePath=store
The config file of the client is: 客户端的配置文件为:
[DEFAULT]
ConnectionType=initiator
ReconnectInterval=1
FileStorePath=store
StartTime=00:00:00
EndTime=00:00:00
UseDataDictionary=Y
DataDictionary=<some path here>/FIX44.xml
HttpAcceptPort=9911
ValidateUserDefinedFields=N
ResetOnLogout=Y
ResetOnLogon=Y
[SESSION]
BeginString=FIX.4.4
SenderCompID=CLIENT1
TargetCompID=EXECUTOR
SocketConnectHost=127.0.0.1
SocketConnectPort=28663
HeartBtInt=15
Upd. UPD。
The example of the request reseived by server (it's from the server logs) is: 服务器重新发送的请求示例(来自服务器日志)是:
8=FIX.4.4|9=234|35=G|34=2|49=CLIENT1|52=20150417-10:49:07.715|56=EXECUTOR|1=Account|11=Id123|38=11.11|40=1|41=OrigId321|44=4.2|54=2|55=Symbol|60=20150417-10:49:07|78=2|79=AllocAccount1|79=AllocAccount2|80=10|80=20|447=B|448=PartyId|452=1|453=1|802=0|10=185|
The response for that request is: 该请求的响应为:
8=FIX.4.4|9=124|35=3|34=2|49=EXECUTOR|52=20150417-10:49:07.719|56=CLIENT1|45=2|58=Tag not defined for this message type|371=447|372=G|373=2|10=060|
As you noted after our conversation in the comments section, the order of the fields in the <Parties> component block
group was incorrect. 正如您在注释部分中进行对话后所指出的那样,
<Parties> component block
组中的字段顺序不正确。 The field order in a repeating group (or component block as in case of <Parties>
) should be preserved. 重复组(或
<Parties>
情况下的组件块)中的字段顺序应保留。 You can find here a blog post on the subject explaining the importance of field order in repeating groups. 您可以在此处找到有关该主题的博客文章,以解释重复组中场序的重要性。
In your case, a client-side modification of the message screwed up the field order of the <Parties>
group which resulted in a Reject
message from the server. 在您的情况下,客户端对消息的修改会破坏
<Parties>
组的字段顺序,从而导致服务器Reject
消息。
@TT My 10 cents. @TT我的10美分。 Fiximate is your friend.
Fiximate是您的朋友。
In my FIX4.4 data dictionary I can see that for message type OrderCancelReplaceRequest the tag 447 PartyIDSource is not defined. 在我的FIX4.4数据字典中,我可以看到对于消息类型OrderCancelReplaceRequest,未定义标签447 PartyIDSource。 I enclose my data dictionary message.
我附上我的数据字典消息。
If you need to define PartyIDSource then add it to your data dictionary. 如果需要定义PartyIDSource,则将其添加到数据字典中。
<message name="OrderCancelReplaceRequest" msgtype="G" msgcat="app">
<field name="OrderID" required="N" />
<component name="Parties" required="N" />
<field name="TradeOriginationDate" required="N" />
<field name="TradeDate" required="N" />
<field name="OrigClOrdID" required="Y" />
<field name="ClOrdID" required="Y" />
<field name="SecondaryClOrdID" required="N" />
<field name="ClOrdLinkID" required="N" />
<field name="ListID" required="N" />
<field name="OrigOrdModTime" required="N" />
<field name="Account" required="N" />
<field name="AcctIDSource" required="N" />
<field name="AccountType" required="N" />
<field name="DayBookingInst" required="N" />
<field name="BookingUnit" required="N" />
<field name="PreallocMethod" required="N" />
<field name="AllocID" required="N" />
<group name="NoAllocs" required="N">
<field name="AllocAccount" required="N" />
<field name="AllocAcctIDSource" required="N" />
<field name="AllocSettlCurrency" required="N" />
<field name="IndividualAllocID" required="N" />
<component name="NestedParties" required="N" />
<field name="AllocQty" required="N" />
</group>
<field name="SettlType" required="N" />
<field name="SettlDate" required="N" />
<field name="CashMargin" required="N" />
<field name="ClearingFeeIndicator" required="N" />
<field name="HandlInst" required="N" />
<field name="ExecInst" required="N" />
<field name="MinQty" required="N" />
<field name="MaxFloor" required="N" />
<field name="ExDestination" required="N" />
<group name="NoTradingSessions" required="N">
<field name="TradingSessionID" required="N" />
<field name="TradingSessionSubID" required="N" />
</group>
<component name="Instrument" required="Y" />
<component name="FinancingDetails" required="N" />
<group name="NoUnderlyings" required="N">
<component name="UnderlyingInstrument" required="N" />
</group>
<field name="Side" required="Y" />
<field name="TransactTime" required="Y" />
<field name="QtyType" required="N" />
<component name="OrderQtyData" required="Y" />
<field name="OrdType" required="Y" />
<field name="PriceType" required="N" />
<field name="Price" required="N" />
<field name="StopPx" required="N" />
<component name="SpreadOrBenchmarkCurveData" required="N" />
<component name="YieldData" required="N" />
<component name="PegInstructions" required="N" />
<component name="DiscretionInstructions" required="N" />
<field name="TargetStrategy" required="N" />
<field name="TargetStrategyParameters" required="N" />
<field name="ParticipationRate" required="N" />
<field name="ComplianceID" required="N" />
<field name="SolicitedFlag" required="N" />
<field name="Currency" required="N" />
<field name="TimeInForce" required="N" />
<field name="EffectiveTime" required="N" />
<field name="ExpireDate" required="N" />
<field name="ExpireTime" required="N" />
<field name="GTBookingInst" required="N" />
<component name="CommissionData" required="N" />
<field name="OrderCapacity" required="N" />
<field name="OrderRestrictions" required="N" />
<field name="CustOrderCapacity" required="N" />
<field name="ForexReq" required="N" />
<field name="SettlCurrency" required="N" />
<field name="BookingType" required="N" />
<field name="Text" required="N" />
<field name="EncodedTextLen" required="N" />
<field name="EncodedText" required="N" />
<field name="SettlDate2" required="N" />
<field name="OrderQty2" required="N" />
<field name="Price2" required="N" />
<field name="PositionEffect" required="N" />
<field name="CoveredOrUncovered" required="N" />
<field name="MaxShow" required="N" />
<field name="LocateReqd" required="N" />
<field name="CancellationRights" required="N" />
<field name="MoneyLaunderingStatus" required="N" />
<field name="RegistID" required="N" />
<field name="Designation" required="N" />
</message>
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