Market data request field 55 not defined

Created at 13 May 2021, 07:00
How’s your experience with the cTrader Platform?
Your feedback is crucial to cTrader's development. Please take a few seconds to share your opinion and help us improve your trading experience. Thanks!
FR

FrederickvanLingen

Joined 13.05.2021

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.

 


@FrederickvanLingen