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OEC API > FIX Support > QuickFix Dictionary is incompatible with SecurityList
Author Topic: QuickFix Dictionary is incompatible with SecurityList
(2 messages, Page 1 of 1)
Moderators: VPfau
DThemistokleo
Posts: 4
Joined: Sep 29, 2016


Posted: Jan 25, 2017 @ 09:29 AM             Msg. 1 of 2
Request:
8=FIX.4.49=12335=x34=249=DThemistokleo52=20170125-15:18:08.12856=OEC_TEST58=ESH7320=security:1:1485357486556559=012051=112052=410=075

Response:
8=FIX.4.49=62035=y34=249=OEC_TEST52=20170125-15:18:0856=DThemistokleo320=security:1:1485357486556322=OECFIX:636207213026392702:826560=0146=255=ES461=FXXXXS200=201703228=50207=CME107=E-Mini S&P15=USD126=20170317-21:29:00.000341=00010101-23:00:00.000344=00010101-22:00:00.000345=00010101-22:00:00.000969=0.2512054=Indices12055=012059=ESH712063=212071=031643=21645=52251644=111645=47501644=1255=ES461=FXXXXS228=50207=CME107=E-Mini S&P15=USD341=00010101-23:00:00.000344=00010101-22:00:00.000345=00010101-22:00:00.00012054=Indices12055=012063=212071=031643=21645=52251644=111645=47501644=1210=129

QuickFix rejects this message: The Tag appears more than once, field=1645

The response is correct, although I am not sure why it is responding with multiple instruments even though I specify a max of '1' instrument to be returned. I know this is a XML dictionary issue, but I have tried every way possible and it still does not correctly identify the margin fields.

I have added this group definition to the SecurityList message on the same level as 'NoUnderlyings':

<group name="NoMarginAmt" required="N">
<field name="MarginAmt" required="Y" />
<field name="MarginAmtType" required="Y" />
</group>


And these fields in the field section of the data dictionary.

<field number="1643" name="NoMarginAmt" type="NUMINGROUP" />
<field number="1644" name="MarginAmtType" type="INT">
<value enum="11" description="INITIAL_MARGIN" />
<value enum="12" description="LIQUIDATING_MARGIN" />
</field>
<field number="1645" name="MarginAmt" type="FLOAT" />


What am I missing?
JHelfert
Posts: 1
Joined: Dec 15, 2017


Posted: Dec 19, 2017 @ 06:57 AM             Msg. 2 of 2
I am having this same issue. Any suggestions?