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TradeCapture Reporting
S Kr
16 Feb 2006 12:33PM ETAn Forex (spot trade) TCR message type "AE" is being rejected by my engine (using quickfix spec 4.4). Tag 58 = "Required Tag missing" and tag 371 = 37, which suggests that Order Id is missing.
Does the repeating group "NoSides" require that fields within that group be specified in the order specified in the FIX document.
My Counterparty does not send me this information in the specified order, I presume this is casuing my FIX engine to fail on parse.
Is my understanding correct, My counterparty message looks like this
(8=FIX.4.4^A9=397^A35=AE^A34=3^A49=FOX-FIX-ENGINE^A56=JWM-TCR-TEST^A52=2
0060216-12:46:07^A57
1=GMWXSSDJ10533054294967294^A568=abc101^A150=2^A39=2^A17=007RR0001C^A570
=Y^A55=GBP/JPY^A40=D^A167=FOR^A38=5000000.000000^A6054=24439.600000^A44=
204.586000^A32=5000000.000000^A31=204.586000^A194=204.586000^A195=0.0000
^A75=20060216^A6215=SP^A60=20060216-12:12:37^A552=1^A54=1^A448=JWM-TEST^
A447=BARCNYK^A452=TRADER^A37=007RR0001C^A64=20060221^A15=JPY^A487=N^A10=
010^A)
Any ideas/suggestions welcome.
TradeCapture Reporting
S Kr 16 Feb 2006 12:33PM ET
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