FIX QuoteRequest标头字段混乱（或不支持的消息）

Question

I'm trying to send QuoteRequest to get quote before deciding to whether to place an order, but the Fix server is unhappy. It seems to me that I follow the documentation here and here , but obviously I'm missing something obvious.

Although, I send same message to two identical installations if FIXimulate (Windows and Mac) and receive two different resonses.

here is config.ini

# default settings for sessions
[DEFAULT]
ConnectionType=initiator
ReconnectInterval=60
SenderCompID=BANZAI

[SESSION]
BeginString=FIX.4.2
TargetCompID=FIXIMULATOR
StartTime=00:00:00
EndTime=00:00:00
# overide default setting for RecconnectInterval
ReconnectInterval=30
HeartBtInt=30
SocketConnectPort=9878
# SocketConnectHost=127.0.0.1
SocketConnectHost=192.168.1.67
DataDictionary=FIX42.xml
FileStorePath=.

Message I send: 8=FIX.4.2|9=90|35=R|34=2|49=BANZAI|52=20170322-11:48:49.000|56=FIXIMULATOR|131=0004|146=1|55=AMZN|38=100|10=180

using updated code to avoid fiddling manually with Header:

def sendQuoteRequest(self):
    message = quickfix.Message()
    message.getHeader().setField(quickfix.BeginString(quickfix.BeginString_FIX42))
    message.getHeader().setField(quickfix.MsgType(quickfix.MsgType_QuoteRequest))
    message.setField(quickfix.QuoteReqID("0004"))  # 131

    group = quickfix43.QuoteRequest().NoRelatedSym()
    group.setField(quickfix.Symbol('AMZN'))
    group.setField(quickfix.OrderQty(100))
    message.addGroup(group)

    print "QuoteRequest: " + str(message)
    quickfix.Session.sendToTarget(message, self.sessionID)

But still I have the same error back 58=Unsupported Message Type|372=R|380=3:

  8=FIX.4.2|9=105|35=j|34=2|49=FIXIMULATOR|52=20170322-11:48:49.689|56=BANZAI|45=2|58=Unsupported Message Type|372=R|380=3|10=099

I'm totaly confused and would really appriciate help!

Answer 1

I have used QF with Python extensively and always set the header fields as in the documentation and as you have done. I think the problem is actually in your last line. Try only passing the message itself, as opposed to the message and your sessionID, like:

quickfix.Session.sendToTarget(message)

Also, when I call this, for some reason I have to write

quickfix.Session_sendToTarget(message)

which is very different. We may be operating with different versions of QF. In any case it looks like your message is going out but if you get desperate you might try the underscore.