Quickfix failing to read repeating group

Question

I am using quickfix in Windows with python bindings. I have been able to make market data requests in the past. I recently changed to a different API provider (Cunningham, aka C

Answer 1

I realize this thread is years old but I had this exact problem and finally resolved it so I am putting it here to help anyone else that stumbles across this.

The issue was that in my config I was using the 'DataDictionary=..' parameter. Changing this to 'AppDataDictionary=...' solved my problem.

Steve

Answer 2

(edit -- I have turned off the data dictionary in the config file -- could it have anything to do with that?)

Yep, that's exactly the problem.

Without the DD, your engine doesn't know when a repeating group ends or begins. As far as it's concerned, there's no such thing as repeating groups.

You need a DD, and you need to make sure it matches your counterparty's message and field set. If they've added custom fields or messages, you need to make sure your DD reflects that.