QuickFix市场数据请求错误

Question

我是新修的。我在我的应用程序中使用quickfix库。我能登入并交换心跳。但是当我发送市场数据请求时，我会得到以下错误。

8=FIX.4.49=13035=V34=249=PrimoDEMOFIX52=20160622-17:35:14.62256=CfhDemoPrices262=PrimoApp123263=1264=0265=0269=0146=155=GBPUSD267=110=129
8=FIX.4.49=14435=334=249=CfhDemoPrices52=20160622-17:35:18.36756=PrimoDEMOFIX45=258=Incorrect NumInGroup count for repeating group371=267372=V373=1610=043

下面是生成消息的代码。

Message msg = new Message();
QuickFix.FIX44.MarketDataRequest.NoRelatedSymGroup group = new QuickFix.FIX44.MarketDataRequest.NoRelatedSymGroup(); 
msg.Header.SetField(new MsgType("V"));
msg.SetField(new MDReqID("PrimoApp123"));
msg.SetField(new SubscriptionRequestType('1'));
msg.SetField(new MarketDepth(0));
msg.SetField(new MDUpdateType(0));
// msg.SetField(new NoMDEntryTypes(2));
group.SetField(new NoMDEntryTypes(1));
msg.SetField(new MDEntryType('0'));
msg.SetField(new NoRelatedSym(1));
group.SetField(new Symbol("GBPUSD"));
//msg.SetField(new Symbol("GBPUSD"));
msg.AddGroup(group);
Session.SendToTarget(msg, FeederApp.mysession);

Answer 1

想帮忙。试试下面的代码。如果它不能工作，请通知修复日志文件和修复事件文件以及任何错误消息。请再次检查类型是否正常(我使用了记事本)和编译器是否工作。

// Create message instance
// If you create a specific FIX Message new QuickFix.FIX44.MarketDataRequest() instead of new Message()
// you don't need set the MessageType and your intelisense is better.
QuickFix.FIX44.MarketDataRequest msg = new QuickFix.FIX44.MarketDataRequest();

// Fill message fields
msg.SetField(new MDReqID("PrimoApp123")); 
msg.SetField(new SubscriptionRequestType('1')); 
msg.SetField(new MarketDepth(0)); 
msg.SetField(new MDUpdateType(0)); 

// Add the MDEntryTypes group
QuickFix.FIX44.MarketDataRequest.NoMDEntryTypes noMDEntryTypes = new QuickFix.FIX44.MarketDataRequest.NoMDEntryTypes();
noMDEntryTypes.SetField(new MDEntryType('0')); 
msg.addGroup(noMDEntryTypes);

// Add the NoRelatedSym group
QuickFix.FIX44.MarketDataRequest.NoRelatedSym noRelatedSym = new QuickFix.FIX44.MarketDataRequest.NoRelatedSym();
noRelatedSym.setSymbol("GBPUSD");
msg.addGroup(noRelatedSym);

// Send message
Session.SendToTarget(msg, FeederApp.mysession);

Answer 2

您的邮件请求被错误地组装，错误消息正在告诉您。拒绝消息35=3上的字段35=3显示哪个标记不正确，在您的示例中是NoMDEntryType (267)组。之所以会出现这种情况，是因为您在NoRelatedSym组中添加了这个组，而没有添加到消息中。

有关正确创建的消息，请参见下面的代码：

var marketDataRequest = new MarketDataRequest();
marketDataRequest.set(new QuickFix.MDReqID(Utility.GetNewUniqueId()));
marketDataRequest.set(new QuickFix.SubscriptionRequestType('1'));
//if market depth require
marketDataRequest.set(new QuickFix.MarketDepth(1));
marketDataRequest.set(new QuickFix.MDUpdateType(1));
marketDataRequest.set(new QuickFix.AggregatedBook(true));
var noMDEntryTypes = new MarketDataRequest.NoMDEntryTypes();
var mdEntryType_bid = new QuickFix.MDEntryType('0');
noMDEntryTypes.set(mdEntryType_bid);
marketDataRequest.addGroup(noMDEntryTypes);
var mdEntryType_offer = new QuickFix.MDEntryType('1');
noMDEntryTypes.set(mdEntryType_offer);
marketDataRequest.addGroup(noMDEntryTypes);
var relatedSymbol = new MarketDataRequest.NoRelatedSym();
relatedSymbol.set(new QuickFix.Symbol(instrument));
marketDataRequest.addGroup(relatedSymbol);
//Send message
Session.sendToTarget(marketDataRequest, _admin.TradeSessionId);

我从码射获得了这段代码，但我还没有对它进行测试。