FIX Market Data Request - what to use for Symbol

Created at 04 Aug 2016, 06:31
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ianj

Joined 14.05.2013

FIX Market Data Request - what to use for Symbol
04 Aug 2016, 06:31


According o the newly available cTrader FIX Engine, Rules of Engagement (Version 2.5)  you can connect to the price feed and request a Market Data. When i attempt this i get a FIX Reject 58=For input string: "EUR/USD". 

I tried this with EURUSD but got a similar message

I have written FIX connectors before and the symbols are usually defined by the platform

The FIX document suggest sending a "Long" ??? with "Instrument identificators are provided by Spotware" (p8) , but no such identification is in the document or as far as i can see on the spotware site

Please advise on what we should use for Symbol 

Here is my fix request and response

<20160804-03:24:12, FIX.4.4:icmarkets.xxxxx->cServer, outgoing> (8=FIX.4.49=12035=V34=249=icmarkets.xxx52=20160804-03:24:12.22556=cServer262=1263=1264=1146=155=EUR/USD267=2269=0269=110=080)
<20160804-03:24:12, FIX.4.4:icmarkets.xxx->cServer, incoming> (8=FIX.4.49=10335=334=249=cServer52=20160804-03:24:12.24656=icmarkets.xxx45=258=For input string: "EUR/USD"10=131)

 

My code is quite simple: (where symbol is a simple string
 

        MarketDataRequest request = new MarketDataRequest(new MDReqID(""+nextMdReqId++),
                new SubscriptionRequestType(SubscriptionRequestType.SNAPSHOT_PLUS_UPDATES),
                new MarketDepth(1));
        
        NoMDEntryTypes bidOffGrp = new NoMDEntryTypes();
        bidOffGrp.set(new MDEntryType(MDEntryType.BID));
        request.addGroup(bidOffGrp);
        bidOffGrp.set(new MDEntryType(MDEntryType.OFFER));
        request.addGroup(bidOffGrp);

        MarketDataRequest.NoRelatedSym symGrp = new MarketDataRequest.NoRelatedSym();
        symGrp.set(new Symbol(symbol));
        request.addGroup(symGrp);

        Session.sendToTarget(request, sessionId);

 

 

 

 


@ianj
Replies

ianj
04 Aug 2016, 22:32

I noticed i had omitted the SenderSubID (field 50) field in the Standard Header (p3) which seems an obvious cause - but it doesn't help setting it to "QUOTE" - my symbols are still rejected


@ianj

ianj
05 Aug 2016, 17:49

This was addressed by Spotware in this posting :

 

/forum/ctrader-support/9960?page=2#16


@ianj

ian.p.johnson1
22 Aug 2016, 04:29

RE:

And when the only access to cTrader we have is cTrader WEB, which is all some brokers offer (which has a MUCH reduced set of info, of which FIX Symbol ID is NOT available), where do we get the FIX Symbol Id for each symbol from ?


@ian.p.johnson1

Spotware
22 Aug 2016, 17:36

Dear Traders,

Please be advised that there is no way to create the list of Symbol's FIX ID's due to the fact that they can be different for different brokers. We are planning to update the Symbol Information window for the Web version as well in the nearest future. 


@Spotware