0

I'm attempting to implement a FIX protocol in .NET with QuickFIX in order to automatically send out trade orders. Sending orders with the OrderQty tag doesn't raise any issues, however when using the CashOrderQty tag, the host returns the error message "Conditionally Required Field Missing". The message already includes all the specified fields required for CashOrderQty, the error only disappears if I add OrderQty to the message, however the documentation explicitly states only one of the two must be sent in the message.

Samir Ahran
  • 23
  • 5
  • Your counterparty should be able to answer this question. Maybe they implemented something wrong. Happens more than you think. – Christoph John Feb 27 '20 at 15:30
  • Which "documentation" states that only one is required? The official FIX spec or the rules of engagement of the counterparty? – Christoph John Feb 27 '20 at 16:07
  • You say these things like "the message already includes all the specified fields [...]" but you don't prove it though. Include the message in your question at the very least (replace the SOH characters by | for readability). – TT. Feb 27 '20 at 16:55

2 Answers2

0

I would agree with the earlier comments - it seems to be a question to your counter-party, no issue with QuickFix/n as such. It (apparently) correctly delivers the trade order message to the exchange, and the exchange's response back to you, so only the maintainer of the exchange's documentation could explain the reasons for the behavior your see.

Pavel
  • 103
  • 9
0

Check FIX.xml dictionary on your side, it should match the third party documentation in terms of required and optional fields + supported fields.

user666
  • 1,750
  • 3
  • 18
  • 34