快速修复错误 : Tag appears more than once in 'W' message

Question

我从 FIX 服务器收到以下“W”消息:

8=FIX.4.2|9=141|35=W|34=98|49=CX|52=20150401-09:12:30.247|56=CACIB_MD2|55=608230|262=48|9883=IDB|268=2|269=0|58=No Bid Available|269=1|58=No Offer Available|10=249

标签 58 两次

我的 QuickFix 应用程序会自动将拒绝消息发送到服务器:

8=FIX.4.2|9=104|35=3|34=91|49=CACIB_MD2|52=20150401-09:12:29.661|56=CX|45=90|58=Tag appears more than once|371=58|372=W|10=008

从网上看了一下，我了解到字典有问题。

我的 QuickFix 配置文件中没有任何字典配置。我不太确定默认字典所在的位置，但我发现(FIX42.xml)定义标签 58 是“W”消息组的一部分:

  <message name='MarketDataSnapshotFullRefresh' msgcat='app' msgtype='W'>
   <field name='MDReqID' required='N' />
   <field name='Symbol' required='Y' />
   <field name='SymbolSfx' required='N' />
   <field name='SecurityID' required='N' />
   <field name='IDSource' required='N' />
   <field name='SecurityType' required='N' />
   <field name='MaturityMonthYear' required='N' />
   <field name='MaturityDay' required='N' />
   <field name='PutOrCall' required='N' />
   <field name='StrikePrice' required='N' />
   <field name='OptAttribute' required='N' />
   <field name='ContractMultiplier' required='N' />
   <field name='CouponRate' required='N' />
   <field name='SecurityExchange' required='N' />
   <field name='Issuer' required='N' />
   <field name='EncodedIssuerLen' required='N' />
   <field name='EncodedIssuer' required='N' />
   <field name='SecurityDesc' required='N' />
   <field name='EncodedSecurityDescLen' required='N' />
   <field name='EncodedSecurityDesc' required='N' />
   <field name='FinancialStatus' required='N' />
   <field name='CorporateAction' required='N' />
   <field name='TotalVolumeTraded' required='N' />
   <group name='NoMDEntries' required='Y'>
    <field name='MDEntryType' required='Y' />
    <field name='MDEntryPx' required='Y' />
    <field name='Currency' required='N' />
    <field name='MDEntrySize' required='N' />
    <field name='MDEntryDate' required='N' />
    <field name='MDEntryTime' required='N' />
    <field name='TickDirection' required='N' />
    <field name='MDMkt' required='N' />
    <field name='TradingSessionID' required='N' />
    <field name='QuoteCondition' required='N' />
    <field name='TradeCondition' required='N' />
    <field name='MDEntryOriginator' required='N' />
    <field name='LocationID' required='N' />
    <field name='DeskID' required='N' />
    <field name='OpenCloseSettleFlag' required='N' />
    <field name='TimeInForce' required='N' />
    <field name='ExpireDate' required='N' />
    <field name='ExpireTime' required='N' />
    <field name='MinQty' required='N' />
    <field name='ExecInst' required='N' />
    <field name='SellerDays' required='N' />
    <field name='OrderID' required='N' />
    <field name='QuoteEntryID' required='N' />
    <field name='MDEntryBuyer' required='N' />
    <field name='MDEntrySeller' required='N' />
    <field name='NumberOfOrders' required='N' />
    <field name='MDEntryPositionNo' required='N' />
    <field name='Text' required='N' />
    <field name='EncodedTextLen' required='N' />
    <field name='EncodedText' required='N' />
   </group>
  </message>

当“W”消息到达时不带有两个 58 标记，而是带有两个 269 (MDEntryType) 标记时，会发生类似的情况:

8=FIX.4.2|9=217|35=W|34=110|49=CX|52=20150401-09:23:19.787|56=CACIB_MD2|55=561832|262=26|9883=IDB|268=2|269=0|58=No Bid Available|269=1|270=123|271=1|272=20150401|273=09:23:19.551|59=0|126=20150401-19:23:19.551|290=1|9139=cacib_uat2|10=016

QuickFix 再次自动发送拒绝:

8=FIX.4.2|9=107|35=3|34=111|49=CACIB_MD2|52=20150401-09:23:19.848|56=CX|45=110|58=Tag appears more than once|371=269|372=W|10=153

那么这里可以做什么呢？

Answer 1

在配置文件中使用以下标志。默认情况下为 Y，但请检查确定。

ValidateFieldsOutOfOrder=N

确认您的配置中是否存在以下内容，默认值为 Y。如果您使用重复组，则应始终使用 DataDictionary，如 Quickfix 配置页面中所述。

UseDataDictionary=Y

这包含数据字典所在的路径。

DataDictionary=/path_to_data_dictionary_file