如何重新排列FIX消息中的标签？

Question

I'm sending my fix marketdata request message as:

8=FIXT.1.1☺9=168☺35=V☺34=2☺49=XXXXX☺52=20160622-09:50:59.240☺56=XXXX☺262=1976060316☺263=1☺264=1☺265=0☺267=1☺269=0☺146=1☺55=ABC☺48=ABC☺22=8☺167=FXNDF☺762=PERIOD☺20000=1M☺10=165☺

In this I followed the order 35=V as follows:

55=ABC|48=ABC|22=8|167=FXNDF|762=PERIOD|20000=1M

I want to rearrange my message sequence as this:

146=1|55=ABC||167=FXNDF|762=PERIOD|48=ABC|20000=1M|22=8

I'm using Quickfix DLL.

Answer 1

The out of range exception you are getting is not a problem with the order of the fields of the FIX4.4 message but a problem with the contents of one particular field tag 625. This tag is usually called TradingSessionSubID and is usually expecting STRING content. However your configuration could easily redefine it as something else entirely. Your dictionary definition file will have the precise requirement for your implementation, you'd best look there, the file is often named something like FIX44.xml.

There is rarely any need to rearrange the order of your FIX message fields. You could try changing the order of the fields for your particular message in the dictionary definition file and see if that does it for you.