Posted: Nov 27, 2013 @ 12:17 PM             Msg. 1 of 6

I can successfully submit NewOrderSingle orders to the Order server but on sending a NewOrderList message the server returns a FromAdmin Reject message (the session is still active and I receive heartbeat messages and fromApp messages regarding other orders). If there's an error in the NewOrderList message shouldn't I get a ExectionReport message with details of the error? What do I need to set to have the NewOrderList message be processed successfully?

The NewOrderList message is:
8=FIX.4.4
9=242
35=E
34=3
49=MHall4001
52=20131127-17:10:40.939
56=OEC_TEST
66=Test001
68=2
69=OSO
394=3
73=2
11=21
67=1
1=API002218
55=ZC
461=FXXXXS
167=FUT
200=201412
54=1
38=1
40=1
11=22
67=2
1=API002218
55=ZC
461=FXXXXS
167=FUT
200=201512
54=2
38=1
40=1
10=217


The Reject message is:
8=FIX.4.4
9=108
35=3
34=2
49=OEC_TEST
52=20131127-17:10:45.428
56=MHall4001
45=3
58=Required tag missing
371=40
372=E
373=1
10=183

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Michael Hall

Posted: Dec 03, 2013 @ 11:27 AM             Msg. 2 of 6

I guess you've changed something as now after sending the same NewOrderList message as it no longer gets rejected.

8=FIX.4.4
9=312
35=E
34=2
49=MHall4001
52=20131203-16:22:34.386
56=OEC_TEST
66=Test001
68=2
69=OSO
394=3
73=2
11=120
67=1
1=API002218
55=ZC
461=FXXXXS
167=FUT
200=201412
54=1
60=20131203-16:22:34.385
38=1
40=2
44=4.665
11=121
67=2
1=API002218
55=ZC
461=FXXXXS
167=FUT
200=201512
54=2
60=20131203-16:22:34.385
38=1
40=1
44=4.665
10=039


But there is no response from the order server (I would expect a ExecutionReport). Also no response to a couple of OrderStatus messages (one for each leg).

8=FIX.4.4
9=84
35=H
34=4
49=MHall4001
52=20131203-16:22:54.400
56=OEC_TEST
1=API002218
11=120
54=1
10=113

8=FIX.4.4
9=84
35=H
34=5
49=MHall4001
52=20131203-16:22:54.402
56=OEC_TEST
1=API002218
11=121
54=2
10=118


Any ideas when this will be working?

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Michael Hall

Posted: Dec 05, 2013 @ 11:32 AM             Msg. 3 of 6

Hi Michael,

we require tag 40 in NewOrderList message. Our reject message tell you about that:

Rejects at 20131127
Text(58)=Required tag missing
RefTagID(371)=OrdType(40)

your orders at 20131203 also do not have tag 40 and we sent you rejects about that. Here is the log:
10:11:40.606 FIX.4.4:OEC_TEST->MHall4001 -> 8=FIX.4.4|9=312|35=E|34=2|49=MHall4001|52=20131203-16:11:39.435|56=OEC_TEST|66=Test001|68=2|69=OSO|394=3|73=2|11=120|67=1|1=API002218|55=ZC|461=FXXXXS|167=FUT|200=201412|54=1|60=20131203-16:11:39.434|38=1|40=2|44=4.665|11=121|67=2|1=API002218|55=ZC|461=FXXXXS|167=FUT|200=201512|54=2|60=20131203-16:11:39.435|38=1|40=1|44=4.665|10=034|
10:11:40.606 FIX.4.4:OEC_TEST->MHall4001 Message 2 Rejected: Required tag missing:40
10:11:40.606 FIX.4.4:OEC_TEST->MHall4001 <- 8=FIX.4.4|9=108|35=3|34=2|49=OEC_TEST|52=20131203-16:11:40.615|56=MHall4001|45=2|58=Required tag missing|371=40|372=E|373=1|10=170|

Please, let me know if you have more questions

Vitaliy

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Vitaliy Pfau

Posted: Dec 05, 2013 @ 12:34 PM             Msg. 4 of 6

Hi Vitaliy,

Thanks for the reply. I don't understand your message as Order Tag 40 is set in both the legs of the message. One leg is set to 1 the other to 0.

Michael.

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Michael Hall

Posted: Dec 05, 2013 @ 01:29 PM             Msg. 5 of 6

Oh, I see now. We will investigate and let you know.

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Vitaliy Pfau

Posted: Dec 05, 2013 @ 02:00 PM             Msg. 6 of 6

In legs you are using tag SecurityType(167)=FUT which is not suppose to be there. Any extra tag in the group will break grouping.

Please, let me know if you need future assistance

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Vitaliy Pfau