FIXT1.1 ERROR_MISSING_EXECUTINGTRADER PartyRole

问题

New Order Single(D)

Request-

FIXT.1.1:135->PSE, outgoing> (8=FIXT.1.19=14635=D34=449=SendercompId52=20191226-05:19:22.66156=TargetCompId11=157733756231838=10040=154=155=2GO59=060=20191226-13:19:22.645447=I448=135452=3453=010=253)

Response-

FIXT.1.1:135->PSE, incoming> (8=FIXT.1.19=00020535=849=SendercompId56=TargetCompId34=452=20191226-05:19:22.73537=NONE11=157733756231817=TE5368150=839=8103=9955=2GO54=138=10040=1151=014=060=20191226-05:19:22.73158=ERROR.MISSING_EXECUTINGTRADER PartyRole10=240)

ERROR.MISSING_EXECUTINGTRADER PartyRole

Kindly suggest with a proper example which gives correct response for New Order Single(D) Kindly gives actual values related to parties

quickfix.fix50sp1.NewOrderSingle newOrderSingle = new quickfix.fix50sp1.NewOrderSingle(new ClOrdID(order.getID()),
                sideToFIXSide(order.getSide()), new TransactTime(), typeToFIXType(order.getType()));
         newOrderSingle.setField(new NoPartyIDs(?));
         newOrderSingle.setField(new PartyRole(?));
         newOrderSingle.setField(new PartyIDSource('?'));
         newOrderSingle.setField(new PartyID("?"));

 - List item

回答1:

Fundamental part of the FIX protocol is the FIX dictionary, which is part of Rules of Engagement (RoE) between your system and the Execution Venue (aka Broker or Counterparty). It specifies what messages are part of the protocol and what fields are required on specific messages in specific scenarios, specifically, what fields are required on the New Order Single (35=D) message.

In your case, the text (tag 58) of the reject message, Execution Report (35=9|39=8) indicates that your application is not sending a mandatory tag PartyRole (452) on the request: 58=ERROR.MISSING_EXECUTINGTRADER PartyRole. But there will be more of them and you should really start from reading the Broker's ROE.

If you are just playing with FIX and coding both ends of the session yourself, check what fields are in use in the QuickFIXj Examples or in examples in my FIXGlue repository. It should get you going.

来源：https://stackoverflow.com/questions/59484651/fixt1-1-error-missing-executingtrader-partyrole

标签

fix-protocol