Market data request field 55 not defined
Market data request field 55 not defined
13 May 2021, 07:00
Hello experts!
I am trying to make a market data request suinf quickfix for python, but I keep getting the following error:
S>>8=FIX.4.4|9=141|35=V|34=2|49=ICMARKETS.3127689|50=QUOTE|52=2021051303:52:00.000|56=CSERVER|57=QUOTE|50=QUOTE|55=1|146=1|262=0|263=1|264=1|265=0|267=1|269=1|10=051|
R << 8=FIX.4.4|9=160|35=3|34=2|49=CSERVER|50=QUOTE|52=20210513-03:51:59.402|56=ICMARKETS.3127689|57=QUOTE|45=2|58=Tag not defined for this message type, field=55|371=55|372=V|373=2|10=103|
I saw on thread 22265 that I needed to use cTrader's dictionary to make sure it works properly, but it did not change the behaviour...
My code:
message1 = fix.Message()
header = message1.getHeader()
header.setField(fix.BeginString("FIX.4.4"))
header.setField(fix.SenderCompID("ICMARKETS.3127689"))
header.setField(fix.TargetCompID("CSERVER"))
header.setField(fix.MsgType(fix.MsgType_MarketDataRequest))
header.setField(fix.TargetSubID("QUOTE"))
header.setField(fix.SenderSubID("QUOTE"))
message1.setField(fix.NoRelatedSym(1))#146
message1.setField(fix.Symbol("1")) # 55
message1.setField(fix.MDReqID(str(iteration)))#34
message1.setField(fix.SubscriptionRequestType("1")) # 263
message1.setField(fix.MarketDepth(1)) #264
message1.setField(fix.NoMDEntryTypes(1))
message1.setField(fix.SenderSubID('QUOTE'))
message1.setField(fix.MDUpdateType(0))
message1.setField(fix.MDEntryType("0"))
message1.setField(fix.MDEntryType("1"))
fix.Session_sendToTarget(message1,self.sessionID)
Any ideas?
Thank you for your help.