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I am using quick fix (fix 4.4) to implement fix message. While requesting for security definition from ICE, getting below error:

8=FIX.4.4|9=117|35=3|34=21|49=414|50=54|52=20150921-10:49:47.704|56=ICE|45=2|58=Incorrect data format for value|371=9017|372=d|373=6|10=221

From I message I understood that in our data dictionary tag 9017 (i.e. LotSize) is defined with wrong data type. It was INT, I have updated it with FLOAT as mentioned specifications documents. But still I am getting the same message. Couldn't understant why still getting incorrect data format.

Thanks.

DevX
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  • I've found http://www.quickfixengine.org/ which refers to C++, Ruby and Python... is that the same product you're talking about? If so, how does C# come into it? It's not clear whether this is *actually* a programming problem, or just a file format issue... – Jon Skeet Sep 22 '15 at 09:43
  • Quick fix is open source which implement fix protocl, I am referencing QuickFix.dll in our application to request/response ICE FIX API. My application using C#. – DevX Sep 22 '15 at 09:56
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    Well it would help if you would link to the project to help people help you... as well as showing your code (ideally a short but complete program demonstrating the problem). Basically you've made it very hard for anyone who isn't already in a very similar situation to help you, whereas it's entirely possibly that someone unfamiliar with the exact context but able to reproduce it quickly could help you without too much difficulty. – Jon Skeet Sep 22 '15 at 09:57
  • Relating to what Jon Skeet sais, please edit your answer to include the original message you sent. The error message response is not enough to see what the actual problem is. – TT. Sep 22 '15 at 11:13
  • Also, when consulting the [FIXimate](http://www.fixtradingcommunity.org/FIXimate/FIXimate3.0/) to look for tag 9017 in FIX 4.4, the result is that the tag is unknown in FIX 4.4. It is not known in FIX 5.0 SP2 either. My guess it is a user-defined tag. In this case, we would need the part in the data dictionary defining tag 9017. – TT. Sep 22 '15 at 11:18

1 Answers1

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What's the original message you send ICE and does it comply with what the ICE rules of engagement tell you about the data format for securities lists?

rupweb
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