Fix tag not found, When is present already

Question

When i try to parse my fix message, it fails saying the "field 134 is not found". But when i see the message in the debugger, the tag 134 is present. I checked my data dictionary and it also seems to be fine.

Below is my code.

var QuoteGroup =
                new QuickFix.FIX44.MassQuote.NoQuoteSetsGroup();
            msg.GetGroup(1, QuoteGroup);
            //bid group

            bidQty = Int32.Parse(QuoteGroup.GetString(134));
            string offerQty1 = QuoteGroup.GetField(135);

            string bidPriceStr = QuoteGroup.GetField(tag: 188);
            float.TryParse(bidPriceStr, out bidPrice);

Fix Message: 20170224-20:55:27.640 : 8=FIX.4.4|9=132|35=i|34=2|49=XCD12|52=20170224-20:55:30.274|56=Q051|117=1|296=1|302=AVG|295=1|299=0|134=2000000|135=2000000|188=1.24556|190=1.24561|10=027|

Below is the DD:

  <message name="MassQuote" msgtype="i" msgcat="app">
  <field name="QuoteReqID" required="N" />
  <field name="QuoteID" required="N" />
  <field name="QuoteType" required="N" />
  <field name="QuoteResponseLevel" required="N" />
  <component name="Parties" required="N" />
  <field name="Account" required="N" />
  <field name="AcctIDSource" required="N" />
  <field name="AccountType" required="N" />
  <field name="DefBidSize" required="N" />
  <field name="DefOfferSize" required="N" />
  <group name="NoQuoteSets" required="Y">
    <field name="QuoteSetID" required="Y" />
    <component name="UnderlyingInstrument" required="N" />
    <field name="QuoteSetValidUntilTime" required="N" />
    <field name="TotNoQuoteEntries" required="Y" />
    <field name="LastFragment" required="N" />
    <group name="NoQuoteEntries" required="Y">
      <field name="QuoteEntryID" required="Y" />
      <component name="Instrument" required="N" />
      <group name="NoLegs" required="N">
        <component name="InstrumentLeg" required="N" />
      </group>
      <field name="BidPx" required="N" />
      <field name="OfferPx" required="N" />
      <field name="BidSize" required="N" />
      <field name="OfferSize" required="N" />
      <field name="ValidUntilTime" required="N" />
      <field name="BidSpotRate" required="N" />
      <field name="OfferSpotRate" required="N" />
      <field name="BidForwardPoints" required="N" />
      <field name="OfferForwardPoints" required="N" />
      <field name="MidPx" required="N" />
      <field name="BidYield" required="N" />
      <field name="MidYield" required="N" />
      <field name="OfferYield" required="N" />
      <field name="TransactTime" required="N" />
      <field name="TradingSessionID" required="N" />
      <field name="TradingSessionSubID" required="N" />
      <field name="SettlDate" required="N" />
      <field name="OrdType" required="N" />
      <field name="SettlDate2" required="N" />
      <field name="OrderQty2" required="N" />
      <field name="BidForwardPoints2" required="N" />
      <field name="OfferForwardPoints2" required="N" />
      <field name="Currency" required="N" />
    </group>
   </group>

Please let me know, if you need more details.

score 2 · Answer 1 · answered Feb 24 '17 at 21:30

You're trying to extract 134 from the QuoteSet group, instead of the QuoteEntry group that is nested inside it.

Your message, indented according to groups:

296=1 NoQuoteSets
  302=AVG
  295=1 NoQuoteEntries
    299=0
    134=2000000
    135=2000000
    188=1.24556
    190=1.24561

Your code should be something like this:

        var QuoteGroup =
            new QuickFix.FIX44.MassQuote.NoQuoteSetsGroup();
        msg.GetGroup(1, QuoteGroup);

        var QuoteEntry =
            new QuickFix.FIX44.MassQuote.NoQuoteSetsGroup.NoQuoteEntriesGroup();
        QuoteEntry.GetGroup(1, QuoteEntry);

        bidQty = Int32.Parse(QuoteEntry.GetString(134));

Fix tag not found, When is present already

1 Answers1