QuickFix市场数据请求错误

Question

I am new to fix. I am using quickfix library in my app. I'm able to do logon and exchange heart beat. But when i send the market data request, i get the below error.

8=FIX.4.49=13035=V34=249=PrimoDEMOFIX52=20160622-17:35:14.62256=CfhDemoPrices262=PrimoApp123263=1264=0265=0269=0146=155=GBPUSD267=110=129
8=FIX.4.49=14435=334=249=CfhDemoPrices52=20160622-17:35:18.36756=PrimoDEMOFIX45=258=Incorrect NumInGroup count for repeating group371=267372=V373=1610=043

Below is the code where is generate the message.

Message msg = new Message();
QuickFix.FIX44.MarketDataRequest.NoRelatedSymGroup group = new QuickFix.FIX44.MarketDataRequest.NoRelatedSymGroup(); 
msg.Header.SetField(new MsgType("V"));
msg.SetField(new MDReqID("PrimoApp123"));
msg.SetField(new SubscriptionRequestType('1'));
msg.SetField(new MarketDepth(0));
msg.SetField(new MDUpdateType(0));
// msg.SetField(new NoMDEntryTypes(2));
group.SetField(new NoMDEntryTypes(1));
msg.SetField(new MDEntryType('0'));
msg.SetField(new NoRelatedSym(1));
group.SetField(new Symbol("GBPUSD"));
//msg.SetField(new Symbol("GBPUSD"));
msg.AddGroup(group);
Session.SendToTarget(msg, FeederApp.mysession);

Answer 1

Trying to help. Try the code below. If it does not work please inform the FIX log file and FIX event file and any error message. Please double check if the types are OK (I used notepad) and if the compiler works.

// Create message instance
// If you create a specific FIX Message new QuickFix.FIX44.MarketDataRequest() instead of new Message()
// you don't need set the MessageType and your intelisense is better.
QuickFix.FIX44.MarketDataRequest msg = new QuickFix.FIX44.MarketDataRequest();

// Fill message fields
msg.SetField(new MDReqID("PrimoApp123")); 
msg.SetField(new SubscriptionRequestType('1')); 
msg.SetField(new MarketDepth(0)); 
msg.SetField(new MDUpdateType(0)); 

// Add the MDEntryTypes group
QuickFix.FIX44.MarketDataRequest.NoMDEntryTypes noMDEntryTypes = new QuickFix.FIX44.MarketDataRequest.NoMDEntryTypes();
noMDEntryTypes.SetField(new MDEntryType('0')); 
msg.addGroup(noMDEntryTypes);

// Add the NoRelatedSym group
QuickFix.FIX44.MarketDataRequest.NoRelatedSym noRelatedSym = new QuickFix.FIX44.MarketDataRequest.NoRelatedSym();
noRelatedSym.setSymbol("GBPUSD");
msg.addGroup(noRelatedSym);

// Send message
Session.SendToTarget(msg, FeederApp.mysession);

Answer 2

Your message request is incorrectly assembled and the error message is telling you what. The field 371 on the reject message 35=3 is showing which tag is incorrect, and in your case is the NoMDEntryType (267) group. That is occurring because you have added this group inside the NoRelatedSym group and not on the message.

See the code bellow for a correct created message:

var marketDataRequest = new MarketDataRequest();
marketDataRequest.set(new QuickFix.MDReqID(Utility.GetNewUniqueId()));
marketDataRequest.set(new QuickFix.SubscriptionRequestType('1'));
//if market depth require
marketDataRequest.set(new QuickFix.MarketDepth(1));
marketDataRequest.set(new QuickFix.MDUpdateType(1));
marketDataRequest.set(new QuickFix.AggregatedBook(true));
var noMDEntryTypes = new MarketDataRequest.NoMDEntryTypes();
var mdEntryType_bid = new QuickFix.MDEntryType('0');
noMDEntryTypes.set(mdEntryType_bid);
marketDataRequest.addGroup(noMDEntryTypes);
var mdEntryType_offer = new QuickFix.MDEntryType('1');
noMDEntryTypes.set(mdEntryType_offer);
marketDataRequest.addGroup(noMDEntryTypes);
var relatedSymbol = new MarketDataRequest.NoRelatedSym();
relatedSymbol.set(new QuickFix.Symbol(instrument));
marketDataRequest.addGroup(relatedSymbol);
//Send message
Session.sendToTarget(marketDataRequest, _admin.TradeSessionId);

I've got this code from codeprojet and I haven´t tested it.