我正在尝试从fix获取MarketData,但是我似乎回答了“不正确的BeginString (FIX.4.4)”。"Logon“返回OK。但是,当我调用MarketDataRequest时,它不起作用。我检查了我的XML字典,它被设置为FIX.4.4。
quickfix C+ Incorrect BeginString with FIXT.1.1 and FIX.5.0 - FIX.5.0SP2
我看过一个像我这样的帖子,但是我的字典xml被声明为FIX.4.4,而且"LOGON“也在工作。因此,我认为与上面的链接不同的情况。
这是日志。
2020-11-10 17:27:44,148 [1] INFO QuickFixDemo.Program OnCreate FIX.4.4:xxxxxxxxxxxxxxxx->XXXXXX
2020-11-10 17:27:46,321 [8] INFO QuickFixDemo.Program ToAdmin 8=FIX.4.4|9=83|35=A|34=1|49=xxxxxxxxxxxxxxxx|52=20201110-08:27:46.309|56=XXXXXX|98=0|108=20|141=Y|10=112|
2020-11-10 17:27:46,666 [8] INFO QuickFixDemo.Program FromAdmin 8=FIX.4.4|9=83|35=A|34=1|49=XXXXXX|52=20201110-08:27:46.437|56=xxxxxxxxxxxxxxxx|98=0|108=20|141=Y|10=114|
2020-11-10 17:27:46,681 [8] INFO QuickFixDemo.Program OnLogon
2020-11-10 17:27:46,686 [8] INFO QuickFixDemo.Program ToApp 8=FIX.4.4|9=126|35=V|34=2|49=xxxxxxxxxxxxxxxx|52=20201110-08:27:46.685|56=XXXXXX|262=0|263=1|264=0|265=0|146=1|48=4004|22=8|267=2|269=1|269=0|10=033|
2020-11-10 17:27:47,093 [8] INFO QuickFixDemo.Program ToAdmin 8=FIX.4.4|9=100|35=5|34=3|49=xxxxxxxxxxxxxxxx|52=20201110-08:27:47.093|56=XXXXXX|58=Incorrect BeginString (FIX.4.4)|10=052|
2020-11-10 17:27:47,405 [8] INFO QuickFixDemo.Program FromAdmin 8=FIX.4.4|9=65|35=5|34=3|49=XXXXXX|52=20201110-08:27:47.187|56=xxxxxxxxxxxxxxxx|10=038|
2020-11-10 17:27:47,426 [8] INFO QuickFixDemo.Program OnLogout我的字典头看起来像这样
<?xml version="1.0" encoding="UTF-8"?>
<fix major="4" minor="4" servicepack="0" type="FIX">
<header>
<field name="BeginString" required="Y"/>
<field name="BodyLength" required="Y"/>
<field name="MsgType" required="Y"/>
<field name="SenderCompID" required="Y"/>
<field name="TargetCompID" required="Y"/>
<field name="MsgSeqNum" required="Y"/>
<field name="PossDupFlag" required="N"/>
<field name="PossResend" required="N"/>
<field name="SendingTime" required="Y"/>
<field name="OrigSendingTime" required="N"/>
</header>我的MarketDataRequest是这样的:
<message name="MarketDataRequest" msgcat="app" msgtype="V">
<field name="MDReqID" required="Y"/>
<field name="SubscriptionRequestType" required="Y"/>
<field name="MarketDepth" required="Y"/>
<field name="MDUpdateType" required="N"/>
<field name="AggregatedBook" required="N"/>
<component name="MDReqGrp" required="Y"/>
<component name="InstrmtMDReqGrp" required="Y"/>
</message>我的配置
[DEFAULT]
BeginString=FIX.4.4
ConnectionType=initiator
ReconnectInterval=10
FileStorePath=store
FileLogPath=log
StartTime=00:00:00
EndTime=00:00:00
UseDataDictionary=Y
DataDictionary=./Fix/LMAX.xml
SocketConnectHost=fix-marketdata.london-demo.lmax.com
SocketConnectPort=443
SSLEnable=Y
SSLValidateCertificates=N
HeartBtInt=20
[SESSION]
# inherit ConnectionType, ReconnectInterval and SenderCompID from default
SenderCompID=XXXXXXXXXXX
TargetCompID=LMXBDM
Username=XXXXXXXXXXXXXXXXXXXXX
Password=XXXXXXXXXXXXXXXX
ResetOnLogon=Y-附加信息2020/11/11
我调试了快速修复程序,发现它返回给我"UnsupportedVersion exception“的位置。遵循我的调试器的图像。
DefaultMessageFactory的this._factories为空。然后这个类返回给我UnsupportedVersion...我正在研究这个问题的原因。你有什么建议吗?


发布于 2020-11-17 07:41:49
问题是在Linux中,Directory.GetFiles是区分大小写的,所以在linux中,DefaultMessageFactory:LoadLocalDlls()不能找到本地dll。我在github https://github.com/connamara/quickfixn/pull/663中创建了拉取请求,通过这种更改,它在Linux中可以完美地工作。
https://stackoverflow.com/questions/64765696
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