quickfixn

问题 Related to this question the counterparty provider engine is somehow set up to check the group order of FIX tags and reject anything out of some expected order. Why does expected tag group order matter? I guess it's quicker to validate tags in a given order. How is expected tag group order set? I understand this is a random hash set, except that does not make sense, does it not depend on the order of tags in the data dictionary? Besides rewriting a class to set group order, is there a

问题 I am using QuickFIX/N 1.8 and when it has to create the DataDictionary based on an XML, it fails because my FIX50SP1_TRTN.xml (provided by Thomson Reuters) contains one message ( AllocationReport ) with two components ( TrdInstrmtLegGrp , InstrmtLegAllocGrp ), and both components have a group with a same name ( NoLegs - 555 ). QuickFIX/N is trying to create a dictionary per message, containing the groups of all its components, where the key of each group is the id. Therefore, it's trying to

问题 I'm sending a message to FIXimulator and it recieves it: But it seems Fiximulatro when parsing a RequestMeassage ommits group content (55=AMZN^38=100) : As for some reason, server misses group content, that has been within the incoming mesage, it responds with Unsupported type message back. (obviously, if group is empty once parsed by FIXimulator) . It looks to me that the message that have been sent to server is correct. However, still there is some issue with the server not parsing it

问题 What could cause a message to sent out of sequence like this? 20150731-12:42:46.096 : 8=FIX.4.2^A9=57^A35=0^A34=1400^A49=erio123^A52=20150731-12:42:46.094^A56=B^A10=014^A 20150731-12:43:00.916 : 8=FIX.4.2^A9=207^A35=D^A34=1401^A49=erio123^A52=20150731-12:43:00.916^A56=I 20150731-12:43:31.019 : 8=FIX.4.2^A9=57^A35=0^A34=1402^A49=erio123^A52=20150731-12:43:31.015^A56=B^A10=004^A 20150731-12:44:01.048 : 8=FIX.4.2^A9=207^A35=D^A34=1404^A49=erio123^A52=20150731-12:44:01.048^A56 20150731-12:44:01

问题 Using C# and QuickFix/N I am trying to logout cleanly from an initiator. initiator.Stop(true); int tryCount = 5; while (initiator.IsLoggedOn) { tryCount--; if (tryCount <= 0) break; Thread.Sleep(1000); } If I previously logged out cleanly - by which I mean I sent and received 35=5 messages. Then the logout works. However, if I just cut the connection and on login I get 35=4 messages aslking for a reset, then when I try to logout I don't see my own 35=5 in the logs. Why? I also got this