c++ - Quickfix 市场数据增量刷新 : Tag not defined for this message type

Question

我使用 Quickfix c++。我从服务器收到 FIX 消息:

8=FIX.4.2|9=312|35=X|34=17|49=CX|52=20150413-13:33:39.691|56=CACIB_MD2|262=1|9883=IDB|268=2|279=2|269=0|55=535791|270=15|271=1|272=20150413|273=13:28:07.653|59=0|126=20150413-21:56:46.201|290=1|9139=cacib_uat2|279=0|269=0|55=535791|270=17|271=1|272=20150413|273=13:33:39.660|59=0|126=20150413-21:56:46.201|290=1|9139=cacib_uat2|10=015|

并且 Quickfix 自动向服务器发送回拒绝消息(未为此消息类型定义标记 55):

8=FIX.4.2|9=121|35=3|34=17|49=CACIB_MD2|52=20150413-13:33:39.755|56=CX|45=17|58=Tag not defined for this message type|371=55|372=X|373=2|10=044|

但是这个标签(55)是在字典文件中定义的:

  <message name='MarketDataIncrementalRefresh' msgcat='app' msgtype='X'>
   <field name='MDReqID' required='N' />
   <field name='CXMarketType' required='N' />
   <group name='NoMDEntries' required='N'>
     <field name='Symbol' required='N' />
   </group>
  </message>
  ...
  <field number='55' name='Symbol' type='STRING' />
  ...
  <field number='262' name='MDReqID' type='STRING' />
  ...
  <field number='268' name='NoMDEntries' type='INT' />
  ...
  <field number='9883' name='CXMarketType' type='STRING' />
  ...

FIX 选项是:

UseDataDictionary=Y
DataDictionary=./conf/fix42_dictionary.xml
ValidateFieldsOutOfOrder=N
ValidateUserDefinedFields=N

我不明白为什么 Quickfix 决定标记 55(符号)未定义，而它是组的一部分。

你能帮忙吗？

Answer 1

问题是你不能直接给消息添加组，它应该先在一个组件中

<message name='MarketDataIncrementalRefresh' msgcat='app' msgtype='X'>
    <field name='MDReqID' required='N' />
    <field name='CXMarketType' required='N' />
    <component name='NoMDEntriesComp' required='N' />
</message>

<component name="NoMDEntriesComp">
    <group name='NoMDEntries' required='N'>
        <field name='Symbol' required='N' />
    </group>
</component>

NoMDEntries 类型应该是 NUMINGROUP 而不是 INT

<field number='268' name='NoMDEntries' type='NUMINGROUP' />