Execution Report message probem - Required tag missing - Tag -6 - AvgPx

Created at 28 Aug 2017, 11:26
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pavan.deshpande

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Joined 28.08.2017

Execution Report message probem - Required tag missing - Tag -6 - AvgPx
28 Aug 2017, 11:26

Hi,

 

I am trying to test my application which places market orders and limit orders using FIX protocol.

I am getting order response in the form of Execution Report. But the execution report I am getting is getting rejected by FIX engine at my end with reason as 'Required Tag Missing'. The tag that is missing is '6' - AvgPx

I am not sure what is the problem. 

Market Order -- 

Order Request:

8=FIX.4.49=12635=D34=249=fxpro.xxxxxx52=20170828-08:18:37.48656=cServer57=TRADE11=1000138=100040=154=155=160=20170828-08:18:3710=185

Execution Report:
8=FIX.4.49=18635=834=249=cServer50=TRADE52=20170828-08:18:39.64756=fxpro.xxxxxx11=1000114=037=10885692638=100039=040=154=155=159=360=20170828-08:18:39.624150=0151=1000721=6873410110=154

Limit Order --

Order Request:

8=FIX.4.49=13635=D34=249=fxpro.xxxxxxx52=20170828-08:08:46.19256=cServer57=TRADE11=1000138=100040=244=1.192254=155=160=20170828-08:08:4610=134

Execution Report:

8=FIX.4.49=19635=834=249=cServer50=TRADE52=20170828-08:08:48.33656=fxpro.xxxxxx11=1000114=037=10885629938=100039=040=244=1.192254=155=159=160=20170828-08:08:48.309150=0151=1000721=6873373710=119

Also since session level rejection is getting generated I think next exection report is not received by mu application.

So I am not sure why the required tag '6' is missing from the execution report?

Regards,

Pavan

 

 

@pavan.deshpande
Replies

Spotware
28 Aug 2017, 12:31

Dear pavan.deshpande,

Thanks for bringing this into our attention. Tag 6 is optional in our execution report. Our FIX API Rules of Engagement states that it is required but this is wrong and will be updated soon. Is there a way to stop your FIX engine from complaining when this tag is missing?

Best Regards,

cTrader Team

@Spotware

pavan.deshpande
28 Aug 2017, 12:52

RE:

Spotware said:

Dear pavan.deshpande,

Thanks for bringing this into our attention. Tag 6 is optional in our execution report. Our FIX API Rules of Engagement states that it is required but this is wrong and will be updated soon. Is there a way to stop your FIX engine from complaining when this tag is missing?

Best Regards,

cTrader Team

Hi,

Thanks for the quick response. Actually I am using QuickFix engine for handling my FIX protocol related operations, and it is based on the generic FIX specifications for every message.

The application I am testing is supposed to connect to many other FIX engines and hence I am not sure if I can make any customisations for this problem.

Will it be possible for you to fill this tag with some value which I can ignore in my code, so that the error is avoided?

Regards,

Pavan

@pavan.deshpande

pavan.deshpande
28 Aug 2017, 14:10

Hi,

I looked for how I can handle this at my end and I found the solution. In QuickFix I can specify the data disctionary for each session which dictates the tag related validations for each message. I made this tag not required in this dictionary. As a result I am getting all the order responses correctly now.

 

Thanks and regards,

Pavan

 

@pavan.deshpande
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