QuickFIX 不验证重复组
QuickFIX doesn't validate the repeating group
我正在实施基于 QuickFIX 的客户端-服务器集。当我尝试发送包含 Parties 重复组的消息时，我收到带有以下描述的拒绝消息：“58=Tag not defined for this message type|371=447|”
我尝试发送的消息类型是 OrderCancelReplaceRequest。
代码示例为：
FIX44::OrderCancelReplaceRequest order(FIX::MsgType("G"));
FIX44::OrderCancelReplaceRequest::NoPartyIDs party;
// 448-PartyID
party.set(FIX::PartyID("PartyId"));
// 447-PartyIDSource
party.set(FIX::PartyIDSource('B'));
// 452-PartyRole
party.set(FIX::PartyRole(1));
// 802-NoPartySubIDs
party.set(FIX::NoPartySubIDs(0));
order.addGroup(party);
...
如果邮件不包含 Parties 组，则服务器验证成功。
此外，即使它包含 FIX44::OrderCancelReplaceRequest::NoAllocs 组也已成功验证：
FIX44::OrderCancelReplaceRequest::NoAllocs alloc;
// 79-AllocAccount
alloc.set(FIX::AllocAccount("Alloc Account"));
// 80-AllocQty
alloc.set(FIX::AllocQty(4.2));
order.addGroup(alloc);
所以，我只有在尝试使用 Parties 组时才会看到这个问题。
服务器的配置文件是：
[DEFAULT]
ConnectionType=acceptor
SocketAcceptPort=28663
SocketReuseAddress=Y
StartTime=00:00:00
EndTime=00:00:00
UseDataDictionary=Y
DataDictionary=<some path here>/FIX44.xml
FileLogPath=QuickFixServerLog
ValidateUserDefinedFields=N
[SESSION]
BeginString=FIX.4.4
SenderCompID=EXECUTOR
TargetCompID=CLIENT1
FileStorePath=store
客户端的配置文件是：
[DEFAULT]
ConnectionType=initiator
ReconnectInterval=1
FileStorePath=store
StartTime=00:00:00
EndTime=00:00:00
UseDataDictionary=Y
DataDictionary=<some path here>/FIX44.xml
HttpAcceptPort=9911
ValidateUserDefinedFields=N
ResetOnLogout=Y
ResetOnLogon=Y
[SESSION]
BeginString=FIX.4.4
SenderCompID=CLIENT1
TargetCompID=EXECUTOR
SocketConnectHost=127.0.0.1
SocketConnectPort=28663
HeartBtInt=15
更新
服务器收到的请求示例（来自服务器日志）是：
8=FIX.4.4|9=234|35=G|34=2|49=CLIENT1|52=20150417-10:49:07.715|56=EXECUTOR|1=Account|11=Id123|38=11.11|40=1|41=OrigId321|44=4.2|54=2|55=Symbol|60=20150417-10:49:07|78=2|79=AllocAccount1|79=AllocAccount2|80=10|80=20|447=B|448=PartyId|452=1|453=1|802=0|10=185|
该请求的响应是：
8=FIX.4.4|9=124|35=3|34=2|49=EXECUTOR|52=20150417-10:49:07.719|56=CLIENT1|45=2|58=Tag not defined for this message type|371=447|372=G|373=2|10=060|
@TT 我的 10 美分。 Fiximate是你的朋友。
在我的 FIX4.4 数据字典中，我可以看到对于消息类型 OrderCancelReplaceRequest，未定义标记 447 PartyIDSource。我附上我的数据字典消息。
如果您需要定义 PartyIDSource，请将其添加到您的数据字典中。
<message name="OrderCancelReplaceRequest" msgtype="G" msgcat="app">
<field name="OrderID" required="N" />
<component name="Parties" required="N" />
<field name="TradeOriginationDate" required="N" />
<field name="TradeDate" required="N" />
<field name="OrigClOrdID" required="Y" />
<field name="ClOrdID" required="Y" />
<field name="SecondaryClOrdID" required="N" />
<field name="ClOrdLinkID" required="N" />
<field name="ListID" required="N" />
<field name="OrigOrdModTime" required="N" />
<field name="Account" required="N" />
<field name="AcctIDSource" required="N" />
<field name="AccountType" required="N" />
<field name="DayBookingInst" required="N" />
<field name="BookingUnit" required="N" />
<field name="PreallocMethod" required="N" />
<field name="AllocID" required="N" />
<group name="NoAllocs" required="N">
<field name="AllocAccount" required="N" />
<field name="AllocAcctIDSource" required="N" />
<field name="AllocSettlCurrency" required="N" />
<field name="IndividualAllocID" required="N" />
<component name="NestedParties" required="N" />
<field name="AllocQty" required="N" />
</group>
<field name="SettlType" required="N" />
<field name="SettlDate" required="N" />
<field name="CashMargin" required="N" />
<field name="ClearingFeeIndicator" required="N" />
<field name="HandlInst" required="N" />
<field name="ExecInst" required="N" />
<field name="MinQty" required="N" />
<field name="MaxFloor" required="N" />
<field name="ExDestination" required="N" />
<group name="NoTradingSessions" required="N">
<field name="TradingSessionID" required="N" />
<field name="TradingSessionSubID" required="N" />
</group>
<component name="Instrument" required="Y" />
<component name="FinancingDetails" required="N" />
<group name="NoUnderlyings" required="N">
<component name="UnderlyingInstrument" required="N" />
</group>
<field name="Side" required="Y" />
<field name="TransactTime" required="Y" />
<field name="QtyType" required="N" />
<component name="OrderQtyData" required="Y" />
<field name="OrdType" required="Y" />
<field name="PriceType" required="N" />
<field name="Price" required="N" />
<field name="StopPx" required="N" />
<component name="SpreadOrBenchmarkCurveData" required="N" />
<component name="YieldData" required="N" />
<component name="PegInstructions" required="N" />
<component name="DiscretionInstructions" required="N" />
<field name="TargetStrategy" required="N" />
<field name="TargetStrategyParameters" required="N" />
<field name="ParticipationRate" required="N" />
<field name="ComplianceID" required="N" />
<field name="SolicitedFlag" required="N" />
<field name="Currency" required="N" />
<field name="TimeInForce" required="N" />
<field name="EffectiveTime" required="N" />
<field name="ExpireDate" required="N" />
<field name="ExpireTime" required="N" />
<field name="GTBookingInst" required="N" />
<component name="CommissionData" required="N" />
<field name="OrderCapacity" required="N" />
<field name="OrderRestrictions" required="N" />
<field name="CustOrderCapacity" required="N" />
<field name="ForexReq" required="N" />
<field name="SettlCurrency" required="N" />
<field name="BookingType" required="N" />
<field name="Text" required="N" />
<field name="EncodedTextLen" required="N" />
<field name="EncodedText" required="N" />
<field name="SettlDate2" required="N" />
<field name="OrderQty2" required="N" />
<field name="Price2" required="N" />
<field name="PositionEffect" required="N" />
<field name="CoveredOrUncovered" required="N" />
<field name="MaxShow" required="N" />
<field name="LocateReqd" required="N" />
<field name="CancellationRights" required="N" />
<field name="MoneyLaunderingStatus" required="N" />
<field name="RegistID" required="N" />
<field name="Designation" required="N" />
</message>
正如您在我们在评论部分的对话后所指出的，<Parties> component block group was incorrect. The field order in a repeating group (or component block as in case of <Parties>) should be preserved. You can find here 博客 post 中的字段顺序解释了字段顺序在重复组中的重要性。
在您的情况下，客户端对消息的修改搞砸了 <Parties> 组的字段顺序，导致来自服务器的 Reject 消息。
我正在实施基于 QuickFIX 的客户端-服务器集。当我尝试发送包含 Parties 重复组的消息时，我收到带有以下描述的拒绝消息：“58=Tag not defined for this message type|371=447|”
我尝试发送的消息类型是 OrderCancelReplaceRequest。
代码示例为：
FIX44::OrderCancelReplaceRequest order(FIX::MsgType("G"));
FIX44::OrderCancelReplaceRequest::NoPartyIDs party;
// 448-PartyID
party.set(FIX::PartyID("PartyId"));
// 447-PartyIDSource
party.set(FIX::PartyIDSource('B'));
// 452-PartyRole
party.set(FIX::PartyRole(1));
// 802-NoPartySubIDs
party.set(FIX::NoPartySubIDs(0));
order.addGroup(party);
...
如果邮件不包含 Parties 组，则服务器验证成功。
此外，即使它包含 FIX44::OrderCancelReplaceRequest::NoAllocs 组也已成功验证：
FIX44::OrderCancelReplaceRequest::NoAllocs alloc;
// 79-AllocAccount
alloc.set(FIX::AllocAccount("Alloc Account"));
// 80-AllocQty
alloc.set(FIX::AllocQty(4.2));
order.addGroup(alloc);
所以，我只有在尝试使用 Parties 组时才会看到这个问题。
服务器的配置文件是：
[DEFAULT]
ConnectionType=acceptor
SocketAcceptPort=28663
SocketReuseAddress=Y
StartTime=00:00:00
EndTime=00:00:00
UseDataDictionary=Y
DataDictionary=<some path here>/FIX44.xml
FileLogPath=QuickFixServerLog
ValidateUserDefinedFields=N
[SESSION]
BeginString=FIX.4.4
SenderCompID=EXECUTOR
TargetCompID=CLIENT1
FileStorePath=store
客户端的配置文件是：
[DEFAULT]
ConnectionType=initiator
ReconnectInterval=1
FileStorePath=store
StartTime=00:00:00
EndTime=00:00:00
UseDataDictionary=Y
DataDictionary=<some path here>/FIX44.xml
HttpAcceptPort=9911
ValidateUserDefinedFields=N
ResetOnLogout=Y
ResetOnLogon=Y
[SESSION]
BeginString=FIX.4.4
SenderCompID=CLIENT1
TargetCompID=EXECUTOR
SocketConnectHost=127.0.0.1
SocketConnectPort=28663
HeartBtInt=15
更新
服务器收到的请求示例（来自服务器日志）是：
8=FIX.4.4|9=234|35=G|34=2|49=CLIENT1|52=20150417-10:49:07.715|56=EXECUTOR|1=Account|11=Id123|38=11.11|40=1|41=OrigId321|44=4.2|54=2|55=Symbol|60=20150417-10:49:07|78=2|79=AllocAccount1|79=AllocAccount2|80=10|80=20|447=B|448=PartyId|452=1|453=1|802=0|10=185|
该请求的响应是：
8=FIX.4.4|9=124|35=3|34=2|49=EXECUTOR|52=20150417-10:49:07.719|56=CLIENT1|45=2|58=Tag not defined for this message type|371=447|372=G|373=2|10=060|
@TT 我的 10 美分。 Fiximate是你的朋友。
在我的 FIX4.4 数据字典中，我可以看到对于消息类型 OrderCancelReplaceRequest，未定义标记 447 PartyIDSource。我附上我的数据字典消息。
如果您需要定义 PartyIDSource，请将其添加到您的数据字典中。
<message name="OrderCancelReplaceRequest" msgtype="G" msgcat="app">
<field name="OrderID" required="N" />
<component name="Parties" required="N" />
<field name="TradeOriginationDate" required="N" />
<field name="TradeDate" required="N" />
<field name="OrigClOrdID" required="Y" />
<field name="ClOrdID" required="Y" />
<field name="SecondaryClOrdID" required="N" />
<field name="ClOrdLinkID" required="N" />
<field name="ListID" required="N" />
<field name="OrigOrdModTime" required="N" />
<field name="Account" required="N" />
<field name="AcctIDSource" required="N" />
<field name="AccountType" required="N" />
<field name="DayBookingInst" required="N" />
<field name="BookingUnit" required="N" />
<field name="PreallocMethod" required="N" />
<field name="AllocID" required="N" />
<group name="NoAllocs" required="N">
<field name="AllocAccount" required="N" />
<field name="AllocAcctIDSource" required="N" />
<field name="AllocSettlCurrency" required="N" />
<field name="IndividualAllocID" required="N" />
<component name="NestedParties" required="N" />
<field name="AllocQty" required="N" />
</group>
<field name="SettlType" required="N" />
<field name="SettlDate" required="N" />
<field name="CashMargin" required="N" />
<field name="ClearingFeeIndicator" required="N" />
<field name="HandlInst" required="N" />
<field name="ExecInst" required="N" />
<field name="MinQty" required="N" />
<field name="MaxFloor" required="N" />
<field name="ExDestination" required="N" />
<group name="NoTradingSessions" required="N">
<field name="TradingSessionID" required="N" />
<field name="TradingSessionSubID" required="N" />
</group>
<component name="Instrument" required="Y" />
<component name="FinancingDetails" required="N" />
<group name="NoUnderlyings" required="N">
<component name="UnderlyingInstrument" required="N" />
</group>
<field name="Side" required="Y" />
<field name="TransactTime" required="Y" />
<field name="QtyType" required="N" />
<component name="OrderQtyData" required="Y" />
<field name="OrdType" required="Y" />
<field name="PriceType" required="N" />
<field name="Price" required="N" />
<field name="StopPx" required="N" />
<component name="SpreadOrBenchmarkCurveData" required="N" />
<component name="YieldData" required="N" />
<component name="PegInstructions" required="N" />
<component name="DiscretionInstructions" required="N" />
<field name="TargetStrategy" required="N" />
<field name="TargetStrategyParameters" required="N" />
<field name="ParticipationRate" required="N" />
<field name="ComplianceID" required="N" />
<field name="SolicitedFlag" required="N" />
<field name="Currency" required="N" />
<field name="TimeInForce" required="N" />
<field name="EffectiveTime" required="N" />
<field name="ExpireDate" required="N" />
<field name="ExpireTime" required="N" />
<field name="GTBookingInst" required="N" />
<component name="CommissionData" required="N" />
<field name="OrderCapacity" required="N" />
<field name="OrderRestrictions" required="N" />
<field name="CustOrderCapacity" required="N" />
<field name="ForexReq" required="N" />
<field name="SettlCurrency" required="N" />
<field name="BookingType" required="N" />
<field name="Text" required="N" />
<field name="EncodedTextLen" required="N" />
<field name="EncodedText" required="N" />
<field name="SettlDate2" required="N" />
<field name="OrderQty2" required="N" />
<field name="Price2" required="N" />
<field name="PositionEffect" required="N" />
<field name="CoveredOrUncovered" required="N" />
<field name="MaxShow" required="N" />
<field name="LocateReqd" required="N" />
<field name="CancellationRights" required="N" />
<field name="MoneyLaunderingStatus" required="N" />
<field name="RegistID" required="N" />
<field name="Designation" required="N" />
</message>
正如您在我们在评论部分的对话后所指出的，<Parties> component block group was incorrect. The field order in a repeating group (or component block as in case of <Parties>) should be preserved. You can find here 博客 post 中的字段顺序解释了字段顺序在重复组中的重要性。
在您的情况下，客户端对消息的修改搞砸了 <Parties> 组的字段顺序，导致来自服务器的 Reject 消息。