Details
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Type:
Other
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Status: Closed
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Priority:
Default
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Resolution: Not a bug
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Affects Version/s: 1.4.0
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Fix Version/s: None
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Component/s: Engine
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Labels:
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Environment:operating system : Windos XP
Description
In FIX4.4,tag55(Symbol) is not required necessarily when ceating a order cancel request(msgType='F'),but as the summary said,QuickFIX Engine promotes 'Required tag missing'.
Attachments
Activity
Hi Christoph,
our counterparty's data dictionary for FIX4.4 doesn't contains Symbol in MsgType='F'.
<message name="OrderCancelRequest" msgtype="F" msgcat="app">
<field name="OrigClOrdID" required="Y"/>
<field name="OrderID" required="N"/>
<field name="ClOrdID" required="Y"/>
<field name="SecondaryClOrdID" required="N"/>
<field name="ClOrdLinkID" required="N"/>
<field name="ListID" required="N"/>
<field name="OrigOrdModTime" required="N"/>
<field name="Account" required="N"/>
<field name="AcctIDSource" required="N"/>
<field name="AccountType" required="N"/>
<component name="Parties" required="N"/>
<component name="Instrument" required="Y"/>
<component name="FinancingDetails" required="N"/>
<group name="NoUnderlyings" required="N">
<component name="UnderlyingInstrument" required="N"/>
</group>
<field name="Side" required="Y"/>
<field name="TransactTime" required="Y"/>
<component name="OrderQtyData" required="Y"/>
<field name="ComplianceID" required="N"/>
<field name="Text" required="N"/>
<field name="EncodedTextLen" required="N"/>
<field name="EncodedText" required="N"/>
</message>
Hi,
the Symbol is specified in the Instrument component.
Hi Christoph,
although the Symbol is specified in the Instrument component,but it's not required necessarily as below.
FIX 4.4 : <Instrument> component block
Tag Field Name Req'd
55 Symbol N
This depends on your counterparty's data dictionary.
Please ask such general questions on the mailing list: http://quickfixj.org/support/
Thank you.