Can't get market data request
Can't get market data request
08 Nov 2019, 05:25
Hi team!
I am testing sample FIX API and I am unable to get market data although I logged
My FIX Message is:
8=FIX.4.4|9=122|35=V|34=2|49=fxpro.8152236|50=QUOTE|52=20191108-02:28:24.000|56=CSERVER|57=QUOTE|55=2|146=0|262=1|263=1|264=0|267=2|269=1|10=138
The response I received:
8=FIX.4.4|9=156|35=3|34=2|49=CSERVER|50=QUOTE|52=20191108-02:28:26.058|56=fxpro.8152236|57=QUOTE|45=2|58=Tag not defined for this message type, field=55|371=55|372=V|373=2|10=251
My code:
def getMarketData(self):
"""get Market data"""
message=fix44.Message()
header=message.getHeader()
header.setField(fix.MsgType(fix.MsgType_MarketDataRequest))
header.setField(fix.TargetSubID("QUOTE"))
header.setField(fix.SenderSubID("QUOTE"))
message.setField(fix.MDReqID("1"))
message.setField(fix.SubscriptionRequestType(ord("1")))
message.setField(fix.MarketDepth(0))
message.setField(fix.NoMDEntryTypes(2))
message.setField(fix.MDEntryType(ord("1")))
message.setField(fix.NoRelatedSym(0))
message.setField(fix.Symbol("2"))
fix.Session_sendToTarget(message, self.sessionID)
I found Symbol at
then I tried change Symbol to "EURUSD" but same result above.
Please help me!
Thanks team!
Replies
ludinhquan
08 Nov 2019, 14:19
Thanks for your response but seem it not work for me.
Message:
8=FIX.4.4|9=122|35=V|34=2|49=fxpro.8152236|50=QUOTE|52=20191108-12:11:40.000|56=CSERVER|57=QUOTE|55=2|146=1|262=1|263=1|264=0|267=2|269=1|10=130
Response:
8=FIX.4.4|9=156|35=3|34=2|49=CSERVER|50=QUOTE|52=20191108-12:11:40.634|56=fxpro.8152236|57=QUOTE|45=2|58=Tag not defined for this message type, field=55|371=55|372=V|373=2|10=240
Have you seen this problem before?
ps: I use quickfix engine with python.
@ludinhquan
PanagiotisCharalampous
08 Nov 2019, 16:52
Hi ludinhquan,
Can you please also make sure you are using our dictionary with your quickfix engine?
Best Regards,
Panagiotis
@PanagiotisCharalampous
ludinhquan
08 Nov 2019, 17:12
Are you confused? The document was mentioned is different from https://www.spotware.com/pdf/cTraderFixApi_v2.16.pdf ?
@ludinhquan
PanagiotisCharalampous
11 Nov 2019, 08:35
RE:
Hi ludinhquan,
Yes I have accidentally posted the wrong link. I have updated it, please check now.
Best Regards,
Panagiotis
@PanagiotisCharalampous
ludinhquan
12 Nov 2019, 15:50
I sloved the problem. Thank you so much for your support!!!
@ludinhquan
FrederickvanLingen
13 May 2021, 18:12
RE:
ludinhquan said:
I sloved the problem. Thank you so much for your support!!!
Hi ludinhquan,
I am experiencing the same problem you were. I am using quickfix for python and I get the same message regarding tag 55:
S>>8=FIX.4.4|9=141|35=V|34=2|49=ICMARKETS.3127689|50=QUOTE|52=2021051315:00:05.000|56=CSERVER|57=QUOTE|50=QUOTE|55=1|146=1|262=0|263=1|264=1|265=0|267=1|269=1|10=052|
R << 8=FIX.4.4|9=160|35=3|34=2|49=CSERVER|50=QUOTE|52=20210513-15:00:04.693|56=ICMARKETS.3127689|57=QUOTE|45=2|58=Tag not defined for this message type, field=55|371=55|372=V|373=2|10=102|
I changed the dictionary to the cTrader dictionary, like it says in your thread but this did not solve the problem. Do you have any other advise for me? Any other modifications you can think of?
Thanks in advance!
@FrederickvanLingen
PanagiotisCharalampous
08 Nov 2019, 10:50
Hi ludinhquan,
Tag 146 is set to 0. It should be 1 since it represents the number of symbols requested.
Best Regards,
Panagiotis
@PanagiotisCharalampous