Posted: Apr 12, 2017 @ 08:41 AM             Msg. 1 of 4

Can you please let me know why the OEC server is rejecting the following order with 'Unknown contract' error message:

OUT <- 8=FIX.4.4|9=182|35=D|34=2899|49=PSturm|52=20170412-11:58:40.210|56=OEC_TEST|1=API003095|
11=CVS_37|38=1|40=2|44=1.0075|54=2|55=GE PACK U7,Z7,M7,H8|59=0|60=20170412-11:58:40.193|
200=201706|461=FMXXXN|10=111|
IN -> 8=FIX.4.4|9=271|35=8|34=2904|49=OEC_TEST|52=20170412-11:58:39|56=PSturm|1=API003095|6=0|
11=CVS_37|14=0|17=OECFIX:636273705020241625:178|37=NONE|38=0|39=8|40=2|44=1.0075|54=2|
55=GE PACK U7,Z7,M7,H8|58=Unknown contract|59=0|60=20170412-11:58:39.944|103=1|
150=8|151=0|
200=201706|461=FMXXXN|10=026|

Checked, the symbol is the same in OEC trader, also placing orders on this spread from within OEC trader, and catching the Execution Report within my app contains the same tags that define the instrument : 55, 200 and 461 matches exactly what we are sending from our app.
Here's the sample Exec rpt from our logfiles for an order that was placed from within OEC Trader:

IN -> 8=FIX.4.4|9=288|35=8|34=2867|49=OEC_TEST|52=20170412-11:39:28|56=PSturm|1=API003095|6=0.0000|
11=OECFIX:204540666|14=0|17=OECFIX:204540666:176|37=204540666|38=1|39=0|40=2|44=-0.0125|54=1|
55=GE PACK U7,Z7,M7,H8|59=0|60=20170412-11:39:28.175|150=0|151=0|
200=201706|325=Y|377=N|432=99981231|442=3|461=FMXXXN|10=219|

What are we missing here? Also noticed that on FIX you expect the spread symbols to be formatted with upper-case? A small note that in OEC trader the symbol are somewhat different, with mixed/camel case: 'GE Bundle' for example. Also in the Security list response containing all securities we're receiving 'GE Bundle' and 'GE Pack' as product simbols, not upper-case as it appears in the FIX messages.

Please advise.

Posted: Apr 12, 2017 @ 02:12 PM             Msg. 2 of 4

Thank you.
This is incorrect behavior in.
You also cannot lookup such contracts (for example, using SecurityListRequest).
We will investigate and fix this.

Posted: Apr 13, 2017 @ 01:41 PM             Msg. 3 of 4

Not all spreads, like Pack or Bundle, are supported via FIX. We only offer two leg spreads like Calendar spreads and Intra-commodity spreads.

Posted: Apr 13, 2017 @ 02:28 PM             Msg. 4 of 4

Thanks Chris, now it makes sense why OEC GW returns that error for bundle/pack spreads.

We will only implement support for FTS, FTSRTS and CS spreads at this point.
Edited by PSturm on Apr 13, 2017 02:38 PM