Getting Trade Capture Report after sending Trade Capture Report Request

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Getting Trade Capture Report after sending Trade Capture Report Request

Annal Shrestha
QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/



Hi,
I was able to send the TradeCaptureReportRequest successfully and receive TradeCaptureReportRequestAck. However, i am not able to get the TradeCaptureReport.

I cannot get to call OnMessage(QuickFix.FIX44.TradeCaptureReport m, SessionID s)

public void OnMessage(QuickFix.FIX44.TradeCaptureReportRequestAck m, SessionID s)
        {
            Console.WriteLine("Received Trade Capture Report ACK:"+ m.TradeRequestResult.ToString());

            Console.WriteLine(m.TradeRequestStatus);
        }

        public void OnMessage(QuickFix.FIX44.TradeCaptureReport m, SessionID s)
        {
            Console.WriteLine("Received Trade Capture Report:" + m.TradeReportID.ToString());

        }

Any help would be appreciated.



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Re: Getting Trade Capture Report after sending Trade Capture Report Request

Colin DuPlantis
QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/



Please give us an example of a message you could not capture.


On 11/15/16 5:57 AM, Annal Shrestha wrote:
QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/




Hi,
I was able to send the TradeCaptureReportRequest successfully and receive TradeCaptureReportRequestAck. However, i am not able to get the TradeCaptureReport.

I cannot get to call OnMessage(QuickFix.FIX44.TradeCaptureReport m, SessionID s)

public void OnMessage(QuickFix.FIX44.TradeCaptureReportRequestAck m, SessionID s)
        {
            Console.WriteLine("Received Trade Capture Report ACK:"+ m.TradeRequestResult.ToString());

            Console.WriteLine(m.TradeRequestStatus);
        }

        public void OnMessage(QuickFix.FIX44.TradeCaptureReport m, SessionID s)
        {
            Console.WriteLine("Received Trade Capture Report:" + m.TradeReportID.ToString());

        }

Any help would be appreciated.




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-- 
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Chief Architect, Marketcetera
Download, Run, Trade
800.819.2928 x101 +1.541.306.6556
http://www.marketcetera.org

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Re: Getting Trade Capture Report after sending Trade Capture Report Request

Annal Shrestha
QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/



HI,
I sent the TradecaptureRequest as below and received the Acknowledgement. Now i am not sure how to get the TradeCaptureReport sent by other party.



 private void QueryTradeCaptureReport()
        {
               DateTime dt = new DateTime(2016,11,01);
               DateTime dt_end = new DateTime(2016, 11, 12);

            QuickFix.FIX44.TradeCaptureReportRequest tradeReport = new QuickFix.FIX44.TradeCaptureReportRequest();
            tradeReport.SetField(new TradeRequestID("100"));
            tradeReport.SetField(new TradeRequestType(0));
            tradeReport.SetField(new SubscriptionRequestType('0'));
            
            tradeReport.SetField(new TransactTime(dt));
            tradeReport.SetField(new TradeDate(dt.ToString("yyyyMMdd")));
            tradeReport.SubscriptionRequestType = new SubscriptionRequestType(SubscriptionRequestType.SNAPSHOT_PLUS_UPDATES);
            Session.SendToTarget(tradeReport, _session.SessionID);
        }

public void OnMessage(QuickFix.FIX44.TradeCaptureReportRequestAck m, SessionID s)
        {
            Console.WriteLine("Received Trade Capture Report ACK:"+ m.TradeRequestResult.ToString());

            Console.WriteLine(m.TradeRequestStatus);
        }

public void OnMessage(QuickFix.FIX44.TradeCaptureReport m, SessionID s)
{
Console.WriteLine("Received Trade Capture Report:" + m.TradeReportID.ToString());

}

On Tue, Nov 15, 2016 at 6:59 AM, Colin DuPlantis <[hidden email]> wrote:
QuickFIX/J Documentation: <a href="http://www.quickfixj.org/documentation/ QuickFIX/J" rel="noreferrer" target="_blank">http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/



Please give us an example of a message you could not capture.


On 11/15/16 5:57 AM, Annal Shrestha wrote:
QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/




Hi,
I was able to send the TradeCaptureReportRequest successfully and receive TradeCaptureReportRequestAck. However, i am not able to get the TradeCaptureReport.

I cannot get to call OnMessage(QuickFix.FIX44.TradeCaptureReport m, SessionID s)

public void OnMessage(QuickFix.FIX44.TradeCaptureReportRequestAck m, SessionID s)
        {
            Console.WriteLine("Received Trade Capture Report ACK:"+ m.TradeRequestResult.ToString());

            Console.WriteLine(m.TradeRequestStatus);
        }

        public void OnMessage(QuickFix.FIX44.TradeCaptureReport m, SessionID s)
        {
            Console.WriteLine("Received Trade Capture Report:" + m.TradeReportID.ToString());

        }

Any help would be appreciated.




------------------------------------------------------------------------------


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-- 
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Chief Architect, Marketcetera
Download, Run, Trade
800.819.2928 x101 <a href="tel:%2B1.541.306.6556" value="+15413066556" target="_blank">+1.541.306.6556
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Re: Getting Trade Capture Report after sending Trade Capture Report Request

Colin DuPlantis
QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/



Sorry, I should have been more clear: can you send us the actual message you're not getting? Can you get it from the counterparty or does it show up in QFJ logging?


On 11/15/16 6:16 AM, Annal Shrestha wrote:
QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/




HI,
I sent the TradecaptureRequest as below and received the Acknowledgement. Now i am not sure how to get the TradeCaptureReport sent by other party.



 private void QueryTradeCaptureReport()
        {
               DateTime dt = new DateTime(2016,11,01);
               DateTime dt_end = new DateTime(2016, 11, 12);

            QuickFix.FIX44.TradeCaptureReportRequest tradeReport = new QuickFix.FIX44.TradeCaptureReportRequest();
            tradeReport.SetField(new TradeRequestID("100"));
            tradeReport.SetField(new TradeRequestType(0));
            tradeReport.SetField(new SubscriptionRequestType('0'));
            
            tradeReport.SetField(new TransactTime(dt));
            tradeReport.SetField(new TradeDate(dt.ToString("yyyyMMdd")));
            tradeReport.SubscriptionRequestType = new SubscriptionRequestType(SubscriptionRequestType.SNAPSHOT_PLUS_UPDATES);
            Session.SendToTarget(tradeReport, _session.SessionID);
        }

public void OnMessage(QuickFix.FIX44.TradeCaptureReportRequestAck m, SessionID s)
        {
            Console.WriteLine("Received Trade Capture Report ACK:"+ m.TradeRequestResult.ToString());

            Console.WriteLine(m.TradeRequestStatus);
        }

public void OnMessage(QuickFix.FIX44.TradeCaptureReport m, SessionID s)
{
Console.WriteLine("Received Trade Capture Report:" + m.TradeReportID.ToString());

}

On Tue, Nov 15, 2016 at 6:59 AM, Colin DuPlantis <[hidden email]> wrote:
QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J
Support: http://www.quickfixj.org/support/



Please give us an example of a message you could not capture.


On 11/15/16 5:57 AM, Annal Shrestha wrote:
QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/


Hi,
I was able to send the TradeCaptureReportRequest successfully and receive TradeCaptureReportRequestAck. However, i am not able to get the TradeCaptureReport.
I cannot get to call OnMessage(QuickFix.FIX44.TradeCaptureReport m, SessionID s)
public void OnMessage(QuickFix.FIX44.TradeCaptureReportRequestAck m, SessionID s)
        {
            Console.WriteLine("Received Trade Capture Report ACK:"+ m.TradeRequestResult.ToString());
            Console.WriteLine(m.TradeRequestStatus);
        }
        public void OnMessage(QuickFix.FIX44.TradeCaptureReport m, SessionID s)
        {
            Console.WriteLine("Received Trade Capture Report:" + m.TradeReportID.ToString());
        }
Any help would be appreciated.
------------------------------------------------------------------------------
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[hidden email]
https://lists.sourceforge.net/lists/listinfo/quickfixj-users
-- 
Colin DuPlantis
Chief Architect, Marketcetera
Download, Run, Trade
800.819.2928 x101 <a moz-do-not-send="true" href="tel:%2B1.541.306.6556" value="+15413066556" target="_blank">+1.541.306.6556
http://www.marketcetera.org
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[hidden email]
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-- 
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Chief Architect, Marketcetera
Download, Run, Trade
800.819.2928 x101 +1.541.306.6556
http://www.marketcetera.org

------------------------------------------------------------------------------

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Re: Getting Trade Capture Report after sending Trade Capture Report Request

Annal Shrestha
QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/



This is the message i am getting.

<incoming> 8=FIX.4.4|9=84|35=AQ|49=ICE|34=3|52=20161115-14:26:05.942|56=406|57=2541|568=100|569=0|749=0|750=1|10=192|
IN:  8=FIX.4.4|9=84|35=AQ|34=3|49=ICE|52=20161115-14:26:05.942|56=406|57=2541|568=100|569=0|749=0|750=1|10=192|



On Tue, Nov 15, 2016 at 7:19 AM, Colin DuPlantis <[hidden email]> wrote:
QuickFIX/J Documentation: <a href="http://www.quickfixj.org/documentation/ QuickFIX/J" rel="noreferrer" target="_blank">http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/



Sorry, I should have been more clear: can you send us the actual message you're not getting? Can you get it from the counterparty or does it show up in QFJ logging?


On 11/15/16 6:16 AM, Annal Shrestha wrote:
QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/




HI,
I sent the TradecaptureRequest as below and received the Acknowledgement. Now i am not sure how to get the TradeCaptureReport sent by other party.



 private void QueryTradeCaptureReport()
        {
               DateTime dt = new DateTime(2016,11,01);
               DateTime dt_end = new DateTime(2016, 11, 12);

            QuickFix.FIX44.TradeCaptureReportRequest tradeReport = new QuickFix.FIX44.TradeCaptureReportRequest();
            tradeReport.SetField(new TradeRequestID("100"));
            tradeReport.SetField(new TradeRequestType(0));
            tradeReport.SetField(new SubscriptionRequestType('0'));
            
            tradeReport.SetField(new TransactTime(dt));
            tradeReport.SetField(new TradeDate(dt.ToString("yyyyMMdd")));
            tradeReport.SubscriptionRequestType = new SubscriptionRequestType(SubscriptionRequestType.SNAPSHOT_PLUS_UPDATES);
            Session.SendToTarget(tradeReport, _session.SessionID);
        }

public void OnMessage(QuickFix.FIX44.TradeCaptureReportRequestAck m, SessionID s)
        {
            Console.WriteLine("Received Trade Capture Report ACK:"+ m.TradeRequestResult.ToString());

            Console.WriteLine(m.TradeRequestStatus);
        }

public void OnMessage(QuickFix.FIX44.TradeCaptureReport m, SessionID s)
{
Console.WriteLine("Received Trade Capture Report:" + m.TradeReportID.ToString());

}

On Tue, Nov 15, 2016 at 6:59 AM, Colin DuPlantis <[hidden email]> wrote:
QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J
Support: http://www.quickfixj.org/support/



Please give us an example of a message you could not capture.


On 11/15/16 5:57 AM, Annal Shrestha wrote:
QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/


Hi,
I was able to send the TradeCaptureReportRequest successfully and receive TradeCaptureReportRequestAck. However, i am not able to get the TradeCaptureReport.
I cannot get to call OnMessage(QuickFix.FIX44.TradeCaptureReport m, SessionID s)
public void OnMessage(QuickFix.FIX44.TradeCaptureReportRequestAck m, SessionID s)
        {
            Console.WriteLine("Received Trade Capture Report ACK:"+ m.TradeRequestResult.ToString());
            Console.WriteLine(m.TradeRequestStatus);
        }
        public void OnMessage(QuickFix.FIX44.TradeCaptureReport m, SessionID s)
        {
            Console.WriteLine("Received Trade Capture Report:" + m.TradeReportID.ToString());
        }
Any help would be appreciated.
------------------------------------------------------------------------------
_______________________________________________
Quickfixj-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quickfixj-users
-- 
Colin DuPlantis
Chief Architect, Marketcetera
Download, Run, Trade
800.819.2928 x101 <a href="tel:%2B1.541.306.6556" value="+15413066556" target="_blank">+1.541.306.6556
http://www.marketcetera.org
------------------------------------------------------------------------------ _______________________________________________ Quickfixj-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quickfixj-users
------------------------------------------------------------------------------
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[hidden email]
https://lists.sourceforge.net/lists/listinfo/quickfixj-users
-- 
Colin DuPlantis
Chief Architect, Marketcetera
Download, Run, Trade
800.819.2928 x101 <a href="tel:%2B1.541.306.6556" value="+15413066556" target="_blank">+1.541.306.6556
http://www.marketcetera.org

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Re: Getting Trade Capture Report after sending Trade Capture Report Request

Colin DuPlantis
QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/



Looks like the fields are out of order in the header of "incoming"; 49 is before 34. Not completely sure that's the problem, but I recall facing similar troubles with message bodies. There's QFJ config setting called " ValidateFieldsOutOfOrder" with the following description: " If set to N, fields that are out of order (i.e. body fields in the header, or header fields in the body) will not be rejected. Useful for connecting to systems which do not properly order fields." There is also one called " ValidateIncomingMessage" that you could temporarily turn off just to see if there's a problem with the message that is causing the engine to choke on it before you get it.


On 11/15/16 6:26 AM, Annal Shrestha wrote:
QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/




This is the message i am getting.

<incoming> 8=FIX.4.4|9=84|35=AQ|49=ICE|34=3|52=20161115-14:26:05.942|56=406|57=2541|568=100|569=0|749=0|750=1|10=192|
IN:  8=FIX.4.4|9=84|35=AQ|34=3|49=ICE|52=20161115-14:26:05.942|56=406|57=2541|568=100|569=0|749=0|750=1|10=192|



On Tue, Nov 15, 2016 at 7:19 AM, Colin DuPlantis <[hidden email]> wrote:
QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/



Sorry, I should have been more clear: can you send us the actual message you're not getting? Can you get it from the counterparty or does it show up in QFJ logging?


On 11/15/16 6:16 AM, Annal Shrestha wrote:
QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/


HI,
I sent the TradecaptureRequest as below and received the Acknowledgement. Now i am not sure how to get the TradeCaptureReport sent by other party.
 private void QueryTradeCaptureReport()
        {
               DateTime dt = new DateTime(2016,11,01);
               DateTime dt_end = new DateTime(2016, 11, 12);
            QuickFix.FIX44.TradeCaptureReportRequest tradeReport = new QuickFix.FIX44.TradeCaptureReportRequest();
            tradeReport.SetField(new TradeRequestID("100"));
            tradeReport.SetField(new TradeRequestType(0));
            tradeReport.SetField(new SubscriptionRequestType('0'));
            
            tradeReport.SetField(new TransactTime(dt));
            tradeReport.SetField(new TradeDate(dt.ToString("yyyyMMdd")));
            tradeReport.SubscriptionRequestType = new SubscriptionRequestType(SubscriptionRequestType.SNAPSHOT_PLUS_UPDATES);
            Session.SendToTarget(tradeReport, _session.SessionID);
        }
public void OnMessage(QuickFix.FIX44.TradeCaptureReportRequestAck m, SessionID s)
        {
            Console.WriteLine("Received Trade Capture Report ACK:"+ m.TradeRequestResult.ToString());
            Console.WriteLine(m.TradeRequestStatus);
        }
public void OnMessage(QuickFix.FIX44.TradeCaptureReport m, SessionID s)
{
Console.WriteLine("Received Trade Capture Report:" + m.TradeReportID.ToString());
}
On Tue, Nov 15, 2016 at 6:59 AM, Colin DuPlantis <[hidden email]> wrote:
QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ QuickFIX/J Support: http://www.quickfixj.org/support/

Please give us an example of a message you could not capture.

On 11/15/16 5:57 AM, Annal Shrestha wrote:
QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/


Hi,
I was able to send the TradeCaptureReportRequest successfully and receive TradeCaptureReportRequestAck. However, i am not able to get the TradeCaptureReport.
I cannot get to call OnMessage(QuickFix.FIX44.TradeCaptureReport m, SessionID s)
public void OnMessage(QuickFix.FIX44.TradeCaptureReportRequestAck m, SessionID s)
        {
            Console.WriteLine("Received Trade Capture Report ACK:"+ m.TradeRequestResult.ToString());
            Console.WriteLine(m.TradeRequestStatus);
        }
        public void OnMessage(QuickFix.FIX44.TradeCaptureReport m, SessionID s)
        {
            Console.WriteLine("Received Trade Capture Report:" + m.TradeReportID.ToString());
        }
Any help would be appreciated.
------------------------------------------------------------------------------
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Quickfixj-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quickfixj-users
-- 
Colin DuPlantis
Chief Architect, Marketcetera
Download, Run, Trade
800.819.2928 x101 <a moz-do-not-send="true" href="tel:%2B1.541.306.6556" value="+15413066556" target="_blank">+1.541.306.6556
http://www.marketcetera.org
------------------------------------------------------------------------------ _______________________________________________ Quickfixj-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quickfixj-users
------------------------------------------------------------------------------
_______________________________________________
Quickfixj-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quickfixj-users
-- 
Colin DuPlantis
Chief Architect, Marketcetera
Download, Run, Trade
800.819.2928 x101 <a moz-do-not-send="true" href="tel:%2B1.541.306.6556" value="+15413066556" target="_blank">+1.541.306.6556
http://www.marketcetera.org
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------------------------------------------------------------------------------
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-- 
Colin DuPlantis
Chief Architect, Marketcetera
Download, Run, Trade
800.819.2928 x101 +1.541.306.6556
http://www.marketcetera.org

------------------------------------------------------------------------------

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Re: Getting Trade Capture Report after sending Trade Capture Report Request

Annal Shrestha
QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/



Hi Colin,
Where can i find that settings? I am using Quickfixn


On Tue, Nov 15, 2016 at 7:46 AM, Colin DuPlantis <[hidden email]> wrote:
QuickFIX/J Documentation: <a href="http://www.quickfixj.org/documentation/ QuickFIX/J" rel="noreferrer" target="_blank">http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/



Looks like the fields are out of order in the header of "incoming"; 49 is before 34. Not completely sure that's the problem, but I recall facing similar troubles with message bodies. There's QFJ config setting called " ValidateFieldsOutOfOrder" with the following description: " If set to N, fields that are out of order (i.e. body fields in the header, or header fields in the body) will not be rejected. Useful for connecting to systems which do not properly order fields." There is also one called " ValidateIncomingMessage" that you could temporarily turn off just to see if there's a problem with the message that is causing the engine to choke on it before you get it.


On 11/15/16 6:26 AM, Annal Shrestha wrote:
QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/




This is the message i am getting.

<incoming> 8=FIX.4.4|9=84|35=AQ|49=ICE|34=3|52=20161115-14:26:05.942|56=406|57=2541|568=100|569=0|749=0|750=1|10=192|
IN:  8=FIX.4.4|9=84|35=AQ|34=3|49=ICE|52=20161115-14:26:05.942|56=406|57=2541|568=100|569=0|749=0|750=1|10=192|



On Tue, Nov 15, 2016 at 7:19 AM, Colin DuPlantis <[hidden email]> wrote:
QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/



Sorry, I should have been more clear: can you send us the actual message you're not getting? Can you get it from the counterparty or does it show up in QFJ logging?


On 11/15/16 6:16 AM, Annal Shrestha wrote:
QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/


HI,
I sent the TradecaptureRequest as below and received the Acknowledgement. Now i am not sure how to get the TradeCaptureReport sent by other party.
 private void QueryTradeCaptureReport()
        {
               DateTime dt = new DateTime(2016,11,01);
               DateTime dt_end = new DateTime(2016, 11, 12);
            QuickFix.FIX44.TradeCaptureReportRequest tradeReport = new QuickFix.FIX44.TradeCaptureReportRequest();
            tradeReport.SetField(new TradeRequestID("100"));
            tradeReport.SetField(new TradeRequestType(0));
            tradeReport.SetField(new SubscriptionRequestType('0'));
            
            tradeReport.SetField(new TransactTime(dt));
            tradeReport.SetField(new TradeDate(dt.ToString("yyyyMMdd")));
            tradeReport.SubscriptionRequestType = new SubscriptionRequestType(SubscriptionRequestType.SNAPSHOT_PLUS_UPDATES);
            Session.SendToTarget(tradeReport, _session.SessionID);
        }
public void OnMessage(QuickFix.FIX44.TradeCaptureReportRequestAck m, SessionID s)
        {
            Console.WriteLine("Received Trade Capture Report ACK:"+ m.TradeRequestResult.ToString());
            Console.WriteLine(m.TradeRequestStatus);
        }
public void OnMessage(QuickFix.FIX44.TradeCaptureReport m, SessionID s)
{
Console.WriteLine("Received Trade Capture Report:" + m.TradeReportID.ToString());
}
On Tue, Nov 15, 2016 at 6:59 AM, Colin DuPlantis <[hidden email]> wrote:
QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ QuickFIX/J Support: http://www.quickfixj.org/support/

Please give us an example of a message you could not capture.

On 11/15/16 5:57 AM, Annal Shrestha wrote:
QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/


Hi,
I was able to send the TradeCaptureReportRequest successfully and receive TradeCaptureReportRequestAck. However, i am not able to get the TradeCaptureReport.
I cannot get to call OnMessage(QuickFix.FIX44.TradeCaptureReport m, SessionID s)
public void OnMessage(QuickFix.FIX44.TradeCaptureReportRequestAck m, SessionID s)
        {
            Console.WriteLine("Received Trade Capture Report ACK:"+ m.TradeRequestResult.ToString());
            Console.WriteLine(m.TradeRequestStatus);
        }
        public void OnMessage(QuickFix.FIX44.TradeCaptureReport m, SessionID s)
        {
            Console.WriteLine("Received Trade Capture Report:" + m.TradeReportID.ToString());
        }
Any help would be appreciated.
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Re: Getting Trade Capture Report after sending Trade Capture Report Request

Colin DuPlantis
QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/



Sorry, I don't know QFN. It's in the config file that you probably used to set up your sessions. Just put these settings in the global part, not the per-session part.


On Nov 15, 2016 6:54 AM, "Annal Shrestha" <[hidden email]> wrote:
QuickFIX/J Documentation: <a href="http://www.quickfixj.org/documentation/ QuickFIX/J" rel="noreferrer" target="_blank">http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/



Hi Colin,
Where can i find that settings? I am using Quickfixn


On Tue, Nov 15, 2016 at 7:46 AM, Colin DuPlantis <[hidden email]> wrote:

Looks like the fields are out of order in the header of "incoming"; 49 is before 34. Not completely sure that's the problem, but I recall facing similar troubles with message bodies. There's QFJ config setting called " ValidateFieldsOutOfOrder" with the following description: " If set to N, fields that are out of order (i.e. body fields in the header, or header fields in the body) will not be rejected. Useful for connecting to systems which do not properly order fields." There is also one called " ValidateIncomingMessage" that you could temporarily turn off just to see if there's a problem with the message that is causing the engine to choke on it before you get it.


On 11/15/16 6:26 AM, Annal Shrestha wrote:
QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/




This is the message i am getting.

<incoming> 8=FIX.4.4|9=84|35=AQ|49=ICE|34=3|52=20161115-14:26:05.942|56=406|57=2541|568=100|569=0|749=0|750=1|10=192|
IN:  8=FIX.4.4|9=84|35=AQ|34=3|49=ICE|52=20161115-14:26:05.942|56=406|57=2541|568=100|569=0|749=0|750=1|10=192|



On Tue, Nov 15, 2016 at 7:19 AM, Colin DuPlantis <[hidden email]> wrote:
QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/



Sorry, I should have been more clear: can you send us the actual message you're not getting? Can you get it from the counterparty or does it show up in QFJ logging?


On 11/15/16 6:16 AM, Annal Shrestha wrote:
QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/


HI,
I sent the TradecaptureRequest as below and received the Acknowledgement. Now i am not sure how to get the TradeCaptureReport sent by other party.
 private void QueryTradeCaptureReport()
        {
               DateTime dt = new DateTime(2016,11,01);
               DateTime dt_end = new DateTime(2016, 11, 12);
            QuickFix.FIX44.TradeCaptureReportRequest tradeReport = new QuickFix.FIX44.TradeCaptureReportRequest();
            tradeReport.SetField(new TradeRequestID("100"));
            tradeReport.SetField(new TradeRequestType(0));
            tradeReport.SetField(new SubscriptionRequestType('0'));
            
            tradeReport.SetField(new TransactTime(dt));
            tradeReport.SetField(new TradeDate(dt.ToString("yyyyMMdd")));
            tradeReport.SubscriptionRequestType = new SubscriptionRequestType(SubscriptionRequestType.SNAPSHOT_PLUS_UPDATES);
            Session.SendToTarget(tradeReport, _session.SessionID);
        }
public void OnMessage(QuickFix.FIX44.TradeCaptureReportRequestAck m, SessionID s)
        {
            Console.WriteLine("Received Trade Capture Report ACK:"+ m.TradeRequestResult.ToString());
            Console.WriteLine(m.TradeRequestStatus);
        }
public void OnMessage(QuickFix.FIX44.TradeCaptureReport m, SessionID s)
{
Console.WriteLine("Received Trade Capture Report:" + m.TradeReportID.ToString());
}
On Tue, Nov 15, 2016 at 6:59 AM, Colin DuPlantis <[hidden email]> wrote:
QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ QuickFIX/J Support: http://www.quickfixj.org/support/

Please give us an example of a message you could not capture.

On 11/15/16 5:57 AM, Annal Shrestha wrote:
QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/


Hi,
I was able to send the TradeCaptureReportRequest successfully and receive TradeCaptureReportRequestAck. However, i am not able to get the TradeCaptureReport.
I cannot get to call OnMessage(QuickFix.FIX44.TradeCaptureReport m, SessionID s)
public void OnMessage(QuickFix.FIX44.TradeCaptureReportRequestAck m, SessionID s)
        {
            Console.WriteLine("Received Trade Capture Report ACK:"+ m.TradeRequestResult.ToString());
            Console.WriteLine(m.TradeRequestStatus);
        }
        public void OnMessage(QuickFix.FIX44.TradeCaptureReport m, SessionID s)
        {
            Console.WriteLine("Received Trade Capture Report:" + m.TradeReportID.ToString());
        }
Any help would be appreciated.
------------------------------------------------------------------------------
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-- 
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Download, Run, Trade
<a href="tel:800.819.2928%20x101" value="+18008192928" target="_blank">800.819.2928 x101 <a href="tel:%2B1.541.306.6556" value="+15413066556" target="_blank">+1.541.306.6556
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Download, Run, Trade
<a href="tel:800.819.2928%20x101" value="+18008192928" target="_blank">800.819.2928 x101 <a href="tel:%2B1.541.306.6556" value="+15413066556" target="_blank">+1.541.306.6556
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Re: Getting Trade Capture Report after sending Trade Capture Report Request

Annal Shrestha
QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/



Hi Colin,
Is there any example i can refer to for TradeCaptureReport?


On Tue, Nov 15, 2016 at 8:41 AM, Colin DuPlantis <[hidden email]> wrote:
QuickFIX/J Documentation: <a href="http://www.quickfixj.org/documentation/ QuickFIX/J" rel="noreferrer" target="_blank">http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/



Sorry, I don't know QFN. It's in the config file that you probably used to set up your sessions. Just put these settings in the global part, not the per-session part.


On Nov 15, 2016 6:54 AM, "Annal Shrestha" <[hidden email]> wrote:
QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J
Support: http://www.quickfixj.org/support/



Hi Colin,
Where can i find that settings? I am using Quickfixn


On Tue, Nov 15, 2016 at 7:46 AM, Colin DuPlantis <[hidden email]> wrote:

Looks like the fields are out of order in the header of "incoming"; 49 is before 34. Not completely sure that's the problem, but I recall facing similar troubles with message bodies. There's QFJ config setting called " ValidateFieldsOutOfOrder" with the following description: " If set to N, fields that are out of order (i.e. body fields in the header, or header fields in the body) will not be rejected. Useful for connecting to systems which do not properly order fields." There is also one called " ValidateIncomingMessage" that you could temporarily turn off just to see if there's a problem with the message that is causing the engine to choke on it before you get it.


On 11/15/16 6:26 AM, Annal Shrestha wrote:
QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/




This is the message i am getting.

<incoming> 8=FIX.4.4|9=84|35=AQ|49=ICE|34=3|52=20161115-14:26:05.942|56=406|57=2541|568=100|569=0|749=0|750=1|10=192|
IN:  8=FIX.4.4|9=84|35=AQ|34=3|49=ICE|52=20161115-14:26:05.942|56=406|57=2541|568=100|569=0|749=0|750=1|10=192|



On Tue, Nov 15, 2016 at 7:19 AM, Colin DuPlantis <[hidden email]> wrote:
QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/



Sorry, I should have been more clear: can you send us the actual message you're not getting? Can you get it from the counterparty or does it show up in QFJ logging?


On 11/15/16 6:16 AM, Annal Shrestha wrote:
QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/


HI,
I sent the TradecaptureRequest as below and received the Acknowledgement. Now i am not sure how to get the TradeCaptureReport sent by other party.
 private void QueryTradeCaptureReport()
        {
               DateTime dt = new DateTime(2016,11,01);
               DateTime dt_end = new DateTime(2016, 11, 12);
            QuickFix.FIX44.TradeCaptureReportRequest tradeReport = new QuickFix.FIX44.TradeCaptureReportRequest();
            tradeReport.SetField(new TradeRequestID("100"));
            tradeReport.SetField(new TradeRequestType(0));
            tradeReport.SetField(new SubscriptionRequestType('0'));
            
            tradeReport.SetField(new TransactTime(dt));
            tradeReport.SetField(new TradeDate(dt.ToString("yyyyMMdd")));
            tradeReport.SubscriptionRequestType = new SubscriptionRequestType(SubscriptionRequestType.SNAPSHOT_PLUS_UPDATES);
            Session.SendToTarget(tradeReport, _session.SessionID);
        }
public void OnMessage(QuickFix.FIX44.TradeCaptureReportRequestAck m, SessionID s)
        {
            Console.WriteLine("Received Trade Capture Report ACK:"+ m.TradeRequestResult.ToString());
            Console.WriteLine(m.TradeRequestStatus);
        }
public void OnMessage(QuickFix.FIX44.TradeCaptureReport m, SessionID s)
{
Console.WriteLine("Received Trade Capture Report:" + m.TradeReportID.ToString());
}
On Tue, Nov 15, 2016 at 6:59 AM, Colin DuPlantis <[hidden email]> wrote:
QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ QuickFIX/J Support: http://www.quickfixj.org/support/

Please give us an example of a message you could not capture.

On 11/15/16 5:57 AM, Annal Shrestha wrote:
QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/


Hi,
I was able to send the TradeCaptureReportRequest successfully and receive TradeCaptureReportRequestAck. However, i am not able to get the TradeCaptureReport.
I cannot get to call OnMessage(QuickFix.FIX44.TradeCaptureReport m, SessionID s)
public void OnMessage(QuickFix.FIX44.TradeCaptureReportRequestAck m, SessionID s)
        {
            Console.WriteLine("Received Trade Capture Report ACK:"+ m.TradeRequestResult.ToString());
            Console.WriteLine(m.TradeRequestStatus);
        }
        public void OnMessage(QuickFix.FIX44.TradeCaptureReport m, SessionID s)
        {
            Console.WriteLine("Received Trade Capture Report:" + m.TradeReportID.ToString());
        }
Any help would be appreciated.
------------------------------------------------------------------------------
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<a href="tel:800.819.2928%20x101" value="+18008192928" target="_blank">800.819.2928 x101 <a href="tel:%2B1.541.306.6556" value="+15413066556" target="_blank">+1.541.306.6556
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Re: Getting Trade Capture Report after sending Trade Capture Report Request

Grant Birchmeier
In reply to this post by Annal Shrestha
QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/



If you are using Quickfix/N, then you are on the wrong mailing list.

Please visit this page and join the list for the implementation that you are actually using:

Although it seems clear to me that this isn't really an engine problem, but a configuration problem.  I'm confident that your problem is because you have not changed your DataDictionary XML file to match the counterparty's specifications.  They have certainly added a bunch of custom fields to their messages that your engine will not know about unless you add them to your DD.  (You're working with ICE, aren't you?  I'm almost sure of it.)

On Tue, Nov 15, 2016 at 8:52 AM, Annal Shrestha <[hidden email]> wrote:
QuickFIX/J Documentation: <a href="http://www.quickfixj.org/documentation/ QuickFIX/J" rel="noreferrer" target="_blank">http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/



Hi Colin,
Where can i find that settings? I am using Quickfixn


On Tue, Nov 15, 2016 at 7:46 AM, Colin DuPlantis <[hidden email]> wrote:

Looks like the fields are out of order in the header of "incoming"; 49 is before 34. Not completely sure that's the problem, but I recall facing similar troubles with message bodies. There's QFJ config setting called " ValidateFieldsOutOfOrder" with the following description: " If set to N, fields that are out of order (i.e. body fields in the header, or header fields in the body) will not be rejected. Useful for connecting to systems which do not properly order fields." There is also one called " ValidateIncomingMessage" that you could temporarily turn off just to see if there's a problem with the message that is causing the engine to choke on it before you get it.


On 11/15/16 6:26 AM, Annal Shrestha wrote:
QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/




This is the message i am getting.

<incoming> 8=FIX.4.4|9=84|35=AQ|49=ICE|34=3|52=20161115-14:26:05.942|56=406|57=2541|568=100|569=0|749=0|750=1|10=192|
IN:  8=FIX.4.4|9=84|35=AQ|34=3|49=ICE|52=20161115-14:26:05.942|56=406|57=2541|568=100|569=0|749=0|750=1|10=192|



On Tue, Nov 15, 2016 at 7:19 AM, Colin DuPlantis <[hidden email]> wrote:
QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/



Sorry, I should have been more clear: can you send us the actual message you're not getting? Can you get it from the counterparty or does it show up in QFJ logging?


On 11/15/16 6:16 AM, Annal Shrestha wrote:
QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/


HI,
I sent the TradecaptureRequest as below and received the Acknowledgement. Now i am not sure how to get the TradeCaptureReport sent by other party.
 private void QueryTradeCaptureReport()
        {
               DateTime dt = new DateTime(2016,11,01);
               DateTime dt_end = new DateTime(2016, 11, 12);
            QuickFix.FIX44.TradeCaptureReportRequest tradeReport = new QuickFix.FIX44.TradeCaptureReportRequest();
            tradeReport.SetField(new TradeRequestID("100"));
            tradeReport.SetField(new TradeRequestType(0));
            tradeReport.SetField(new SubscriptionRequestType('0'));
            
            tradeReport.SetField(new TransactTime(dt));
            tradeReport.SetField(new TradeDate(dt.ToString("yyyyMMdd")));
            tradeReport.SubscriptionRequestType = new SubscriptionRequestType(SubscriptionRequestType.SNAPSHOT_PLUS_UPDATES);
            Session.SendToTarget(tradeReport, _session.SessionID);
        }
public void OnMessage(QuickFix.FIX44.TradeCaptureReportRequestAck m, SessionID s)
        {
            Console.WriteLine("Received Trade Capture Report ACK:"+ m.TradeRequestResult.ToString());
            Console.WriteLine(m.TradeRequestStatus);
        }
public void OnMessage(QuickFix.FIX44.TradeCaptureReport m, SessionID s)
{
Console.WriteLine("Received Trade Capture Report:" + m.TradeReportID.ToString());
}
On Tue, Nov 15, 2016 at 6:59 AM, Colin DuPlantis <[hidden email]> wrote:
QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ QuickFIX/J Support: http://www.quickfixj.org/support/

Please give us an example of a message you could not capture.

On 11/15/16 5:57 AM, Annal Shrestha wrote:
QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/


Hi,
I was able to send the TradeCaptureReportRequest successfully and receive TradeCaptureReportRequestAck. However, i am not able to get the TradeCaptureReport.
I cannot get to call OnMessage(QuickFix.FIX44.TradeCaptureReport m, SessionID s)
public void OnMessage(QuickFix.FIX44.TradeCaptureReportRequestAck m, SessionID s)
        {
            Console.WriteLine("Received Trade Capture Report ACK:"+ m.TradeRequestResult.ToString());
            Console.WriteLine(m.TradeRequestStatus);
        }
        public void OnMessage(QuickFix.FIX44.TradeCaptureReport m, SessionID s)
        {
            Console.WriteLine("Received Trade Capture Report:" + m.TradeReportID.ToString());
        }
Any help would be appreciated.
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Re: Getting Trade Capture Report after sending Trade Capture Report Request

Annal Shrestha
QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/



yes you are right. I wm working with ICE :)
I also have not updated the Data Dictionary.


On Tue, Nov 15, 2016 at 10:04 AM, Grant Birchmeier <[hidden email]> wrote:
QuickFIX/J Documentation: <a href="http://www.quickfixj.org/documentation/ QuickFIX/J" rel="noreferrer" target="_blank">http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/



If you are using Quickfix/N, then you are on the wrong mailing list.

Please visit this page and join the list for the implementation that you are actually using:

Although it seems clear to me that this isn't really an engine problem, but a configuration problem.  I'm confident that your problem is because you have not changed your DataDictionary XML file to match the counterparty's specifications.  They have certainly added a bunch of custom fields to their messages that your engine will not know about unless you add them to your DD.  (You're working with ICE, aren't you?  I'm almost sure of it.)

On Tue, Nov 15, 2016 at 8:52 AM, Annal Shrestha <[hidden email]> wrote:

Hi Colin,
Where can i find that settings? I am using Quickfixn


On Tue, Nov 15, 2016 at 7:46 AM, Colin DuPlantis <[hidden email]> wrote:

Looks like the fields are out of order in the header of "incoming"; 49 is before 34. Not completely sure that's the problem, but I recall facing similar troubles with message bodies. There's QFJ config setting called " ValidateFieldsOutOfOrder" with the following description: " If set to N, fields that are out of order (i.e. body fields in the header, or header fields in the body) will not be rejected. Useful for connecting to systems which do not properly order fields." There is also one called " ValidateIncomingMessage" that you could temporarily turn off just to see if there's a problem with the message that is causing the engine to choke on it before you get it.


On 11/15/16 6:26 AM, Annal Shrestha wrote:
QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/




This is the message i am getting.

<incoming> 8=FIX.4.4|9=84|35=AQ|49=ICE|34=3|52=20161115-14:26:05.942|56=406|57=2541|568=100|569=0|749=0|750=1|10=192|
IN:  8=FIX.4.4|9=84|35=AQ|34=3|49=ICE|52=20161115-14:26:05.942|56=406|57=2541|568=100|569=0|749=0|750=1|10=192|



On Tue, Nov 15, 2016 at 7:19 AM, Colin DuPlantis <[hidden email]> wrote:
QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/



Sorry, I should have been more clear: can you send us the actual message you're not getting? Can you get it from the counterparty or does it show up in QFJ logging?


On 11/15/16 6:16 AM, Annal Shrestha wrote:
QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/


HI,
I sent the TradecaptureRequest as below and received the Acknowledgement. Now i am not sure how to get the TradeCaptureReport sent by other party.
 private void QueryTradeCaptureReport()
        {
               DateTime dt = new DateTime(2016,11,01);
               DateTime dt_end = new DateTime(2016, 11, 12);
            QuickFix.FIX44.TradeCaptureReportRequest tradeReport = new QuickFix.FIX44.TradeCaptureReportRequest();
            tradeReport.SetField(new TradeRequestID("100"));
            tradeReport.SetField(new TradeRequestType(0));
            tradeReport.SetField(new SubscriptionRequestType('0'));
            
            tradeReport.SetField(new TransactTime(dt));
            tradeReport.SetField(new TradeDate(dt.ToString("yyyyMMdd")));
            tradeReport.SubscriptionRequestType = new SubscriptionRequestType(SubscriptionRequestType.SNAPSHOT_PLUS_UPDATES);
            Session.SendToTarget(tradeReport, _session.SessionID);
        }
public void OnMessage(QuickFix.FIX44.TradeCaptureReportRequestAck m, SessionID s)
        {
            Console.WriteLine("Received Trade Capture Report ACK:"+ m.TradeRequestResult.ToString());
            Console.WriteLine(m.TradeRequestStatus);
        }
public void OnMessage(QuickFix.FIX44.TradeCaptureReport m, SessionID s)
{
Console.WriteLine("Received Trade Capture Report:" + m.TradeReportID.ToString());
}
On Tue, Nov 15, 2016 at 6:59 AM, Colin DuPlantis <[hidden email]> wrote:
QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ QuickFIX/J Support: http://www.quickfixj.org/support/

Please give us an example of a message you could not capture.

On 11/15/16 5:57 AM, Annal Shrestha wrote:
QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/


Hi,
I was able to send the TradeCaptureReportRequest successfully and receive TradeCaptureReportRequestAck. However, i am not able to get the TradeCaptureReport.
I cannot get to call OnMessage(QuickFix.FIX44.TradeCaptureReport m, SessionID s)
public void OnMessage(QuickFix.FIX44.TradeCaptureReportRequestAck m, SessionID s)
        {
            Console.WriteLine("Received Trade Capture Report ACK:"+ m.TradeRequestResult.ToString());
            Console.WriteLine(m.TradeRequestStatus);
        }
        public void OnMessage(QuickFix.FIX44.TradeCaptureReport m, SessionID s)
        {
            Console.WriteLine("Received Trade Capture Report:" + m.TradeReportID.ToString());
        }
Any help would be appreciated.
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