[英]FIX client using QuickFIXN rejecting Quote Cancel messages from server - required tag missing 295 NoQuoteEntries - FIX 4.2
I am currently working on our FIX client to change the StreamingQuoteDuration on our quote requests to 2 minutes in order to work around a max stream limit imposed by our counterparty.我目前正在使用我们的 FIX 客户端将我们的报价请求上的 StreamingQuoteDuration 更改为 2 分钟,以解决我们的交易对手施加的最大 stream 限制。 I have encountered an issue with the Quote Cancel message that is received after 2 minutes.我遇到了 2 分钟后收到的取消报价消息的问题。 QuickFIX/n, the FIX library that our client uses, rejects the message stating that it is missing a required field - NoQuoteEntries (tag 295).我们的客户使用的 FIX 库 QuickFIX/n 拒绝消息,指出它缺少必填字段 - NoQuoteEntries(标记 295)。
Our counterparty claims this is not a required field in their Rules Of Engagement document but I am unable to prevent QuickFIX from rejecting the message.我们的交易对手声称这不是他们的参与规则文档中的必填字段,但我无法阻止 QuickFIX 拒绝该消息。 Does anybody know how I can achieve this?有谁知道我怎么能做到这一点? I've asked the counterparty to include that tag but they are not able or willing to do so.我已要求交易对手包含该标签,但他们无法或不愿意这样做。
We are using the FIX 4.2 protocol.我们使用的是 FIX 4.2 协议。 Here are the FIX logs from our quote messages log:以下是我们的报价消息日志中的 FIX 日志:
8=FIX.4.2|9=118|35=Z|34=31|49=[Redacted]|56=[Redacted]|52=20210510-10:43:16.428|117=*|298=1|131=EUR-GBP-EUR-1-20210512|10=065
8=FIX.4.2|9=129|35=3|34=1549=[Redacted]|52=20210510-10:43:16.792|56=[Redacted]45=31|58=Required tag missing|371=295|372=Z|373=1|10=063
You need to customize your FIX42.xml file (the DataDictionary) to match your counterparty's published Rules of Engagement.您需要自定义您的 FIX42.xml 文件(DataDictionary)以匹配您的交易对手发布的参与规则。
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