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Sep 29, 2016 12:53 PM

Feb 09, 2017 09:48 AM

Feb 09, 2017 10:02 AM



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DThemistokleo has contributed to 4 posts out of 5593 total posts (0.07%) in 2764 days (0.00 posts per day).

20 most recent posts:

FIX Support » Request for Positions Issue Feb 09, 2017 @ 09:48 AM (Total replies: 3)

Thanks for your response Chris.

My only concern would be if I send out 2 RequestForPositions Request concurrently with ONLY the Account field differing. How would I know which response maps to each request. Right now, there wouldn't be a way without the PosReqId field populated.

I am able to 'develop' around this since I only have a single account, but it would be nice to 'future-proof' my software for this scenario.

Thanks,
Demetris

FIX Support » Request for Positions Issue Feb 08, 2017 @ 10:24 AM (Total replies: 3)

When I submit a RequestForPositions message and I have no positions in my account, I get a RequestForPositionsAck response instead of a PositionReport. This is fine except that there is NO WAY OF MAPPING my RequestForPositions request with the RequestForPositionsAck response. The RequestForPositionsAck response DOES NOT INCLUDE the PosReqId. So there is no way of knowing which request maps to which response.

FIX Support » QuickFix Dictionary is incompatible with SecurityList Jan 25, 2017 @ 09:29 AM (Total replies: 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?

FIX Support » Non-consistant Logon Scenarios Jan 19, 2017 @ 12:25 PM (Total replies: 0)

I am currently using the QuickFix/J to access FIX on the api.gainfutures.com development environment. I have tried a few login scenarios with unusual responses.

- invalid username but correct password, uuid
- get a logon response with the FAST Hashcode, but NO logout response

- invalid password but correct username, uuid
- get a logon response with the FAST Hashcode and a logout response with the 'invalid username/password' error message

- invalid uuid but correct username and password
- get a logon response with the FAST Hashcode, but NO logout response


1) Why is there a 'logon' response returned with a FAST Hashcode if the login attempt is a failure?
2) Why does scenario 1 & 3 cause NO 'logout' response, but scenario 2 does with a reason why?
3) Are all 3 environments (development, demo, and production) the same in login authorization?