A sequence issue in 128,129 tags

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1

Imported from previous forum

2

Hi folks,

I’m receiving following FIX 4.2 message from a third party executing broker.

[8=FIX.4.29=222|35=9|34=172|49=AA|50=BB|56=CC|57=DD|52=20110610-14:47:05|11=111|37=2121-22|39=2|41=110|58=FS0318: Can not cancel/replace order 110 - order is filled|102=0|128=XXX|129=YYY|434=2|10=168|]

I’m using APPIA to route fix messages. When this message received to the APPIA it reject the message with following error codes.

CODE: 1-4-Header-11 UNKNOWN FIELD FOUND: Unknown tag: 11 (value: 111) in Header
CODE: 1-4-Header-37 UNKNOWN FIELD FOUND: Unknown tag: 37 (value: 20110616-1058) in Header
CODE: 1-4-Header-39 UNKNOWN FIELD FOUND: Unknown tag: 39 (value: 2) in Header
CODE: 1-4-Header-41 UNKNOWN FIELD FOUND: Unknown tag: 41 (value: 110) in Header
CODE: 1-4-Header-58 UNKNOWN FIELD FOUND: Unknown tag: 58 (value: FS0318: Can not cancel/replace order 1241901 - order is filled) in Header
CODE: 0-4-Header-102 UNKNOWN FIELD FOUND: Unknown tag: 102 (value: 0) in Header
CODE: 0-2-37 REQUIRED TAG MISSING: Required Field OrderID tag#: 37 not found in message type OrderCancelReject
CODE: 0-2-11 REQUIRED TAG MISSING: Required Field ClOrdID tag#: 11 not found in message type OrderCancelReject
CODE: 0-2-41 REQUIRED TAG MISSING: Required Field OrigClOrdID tag#: 41 not found in message type OrderCancelReject
CODE: 0-2-39 REQUIRED TAG MISSING: Required Field OrdStatus tag#: 39 not found in message type

It seems because tag 128 and 129 are located at the end of the message, APPIA identifies the whole thing as a single header. Any body can verify this???
(I checked the FIX protocol documentations but I cannot find any)

Thanks in advance.

Regards,
Lasith.

3

Take a look at the FIX 4.2 Errata specification document. Specifically in the section titled “Message Format”. The first line reads:
" The general format of a FIX message is a standard header followed by the message body fields and terminated with a standard trailer."

It looks like your broker is not properly grouping all the message header fields first, which then would be followed by the message body field, and end with the message trailer and checksum fields.

Hi folks,

I’m receiving following FIX 4.2 message from a third party executing broker.

[8=FIX.4.29=222|35=9|34=172|49=AA|50=BB|56=CC|57=DD|52=20110610-14:47:05|11=111|37=2121-22|39=2|41=110|58=FS0318: Can not cancel/replace order 110 - order is filled|102=0|128=XXX|129=YYY|434=2|10=168|]

I’m using APPIA to route fix messages. When this message received to the APPIA it reject the message with following error codes.

CODE: 1-4-Header-11 UNKNOWN FIELD FOUND: Unknown tag: 11 (value: 111) in Header
CODE: 1-4-Header-37 UNKNOWN FIELD FOUND: Unknown tag: 37 (value: 20110616-1058) in Header
CODE: 1-4-Header-39 UNKNOWN FIELD FOUND: Unknown tag: 39 (value: 2) in Header
CODE: 1-4-Header-41 UNKNOWN FIELD FOUND: Unknown tag: 41 (value: 110) in Header
CODE: 1-4-Header-58 UNKNOWN FIELD FOUND: Unknown tag: 58 (value: FS0318: Can not cancel/replace order 1241901 - order is filled) in Header
CODE: 0-4-Header-102 UNKNOWN FIELD FOUND: Unknown tag: 102 (value: 0) in Header
CODE: 0-2-37 REQUIRED TAG MISSING: Required Field OrderID tag#: 37 not found in message type OrderCancelReject
CODE: 0-2-11 REQUIRED TAG MISSING: Required Field ClOrdID tag#: 11 not found in message type OrderCancelReject
CODE: 0-2-41 REQUIRED TAG MISSING: Required Field OrigClOrdID tag#: 41 not found in message type OrderCancelReject
CODE: 0-2-39 REQUIRED TAG MISSING: Required Field OrdStatus tag#: 39 not found in message type

It seems because tag 128 and 129 are located at the end of the message, APPIA identifies the whole thing as a single header. Any body can verify this???
(I checked the FIX protocol documentations but I cannot find any)

Thanks in advance.

Regards,
Lasith.

4

Hey Lisa,
Thank you very much for your response.

But my concern is they (exec partner) only swap the 128 and 129 tags to the end of the message and Appia rejects it. According to the FIX 4.2 only 8,9 and 35 are considered as header tags. Any ideas???

Take a look at the FIX 4.2 Errata specification document. Specifically in the section titled “Message Format”. The first line reads:
" The general format of a FIX message is a standard header followed by the message body fields and terminated with a standard trailer."

It looks like your broker is not properly grouping all the message header fields first, which then would be followed by the message body field, and end with the message trailer and checksum fields.

Hi folks,

I’m receiving following FIX 4.2 message from a third party executing broker.

[8=FIX.4.29=222|35=9|34=172|49=AA|50=BB|56=CC|57=DD|52=20110610-14:47:05|11=111|37=2121-22|39=2|41=110|58=FS0318: Can not cancel/replace order 110 - order is filled|102=0|128=XXX|129=YYY|434=2|10=168|]

I’m using APPIA to route fix messages. When this message received to the APPIA it reject the message with following error codes.

CODE: 1-4-Header-11 UNKNOWN FIELD FOUND: Unknown tag: 11 (value: 111) in Header
CODE: 1-4-Header-37 UNKNOWN FIELD FOUND: Unknown tag: 37 (value: 20110616-1058) in Header
CODE: 1-4-Header-39 UNKNOWN FIELD FOUND: Unknown tag: 39 (value: 2) in Header
CODE: 1-4-Header-41 UNKNOWN FIELD FOUND: Unknown tag: 41 (value: 110) in Header
CODE: 1-4-Header-58 UNKNOWN FIELD FOUND: Unknown tag: 58 (value: FS0318: Can not cancel/replace order 1241901 - order is filled) in Header
CODE: 0-4-Header-102 UNKNOWN FIELD FOUND: Unknown tag: 102 (value: 0) in Header
CODE: 0-2-37 REQUIRED TAG MISSING: Required Field OrderID tag#: 37 not found in message type OrderCancelReject
CODE: 0-2-11 REQUIRED TAG MISSING: Required Field ClOrdID tag#: 11 not found in message type OrderCancelReject
CODE: 0-2-41 REQUIRED TAG MISSING: Required Field OrigClOrdID tag#: 41 not found in message type OrderCancelReject
CODE: 0-2-39 REQUIRED TAG MISSING: Required Field OrdStatus tag#: 39 not found in message type

It seems because tag 128 and 129 are located at the end of the message, APPIA identifies the whole thing as a single header. Any body can verify this???
(I checked the FIX protocol documentations but I cannot find any)

Thanks in advance.

Regards,
Lasith.

5

Hi Lasith,

Tags 128 and 129 are standard message header tags:

Thanks,
Jan

Hey Lisa,
Thank you very much for your response.

But my concern is they (exec partner) only swap the 128 and 129 tags to the end of the message and Appia rejects it. According to the FIX 4.2 only 8,9 and 35 are considered as header tags. Any ideas???

Take a look at the FIX 4.2 Errata specification document. Specifically in the section titled “Message Format”. The first line reads:
" The general format of a FIX message is a standard header followed by the message body fields and terminated with a standard trailer."

It looks like your broker is not properly grouping all the message header fields first, which then would be followed by the message body field, and end with the message trailer and checksum fields.

Hi folks,

I’m receiving following FIX 4.2 message from a third party executing broker.

[8=FIX.4.29=222|35=9|34=172|49=AA|50=BB|56=CC|57=DD|52=20110610-14:47:05|11=111|37=2121-22|39=2|41=110|58=FS0318: Can not cancel/replace order 110 - order is filled|102=0|128=XXX|129=YYY|434=2|10=168|]

I’m using APPIA to route fix messages. When this message received to the APPIA it reject the message with following error codes.

CODE: 1-4-Header-11 UNKNOWN FIELD FOUND: Unknown tag: 11 (value: 111) in Header
CODE: 1-4-Header-37 UNKNOWN FIELD FOUND: Unknown tag: 37 (value: 20110616-1058) in Header
CODE: 1-4-Header-39 UNKNOWN FIELD FOUND: Unknown tag: 39 (value: 2) in Header
CODE: 1-4-Header-41 UNKNOWN FIELD FOUND: Unknown tag: 41 (value: 110) in Header
CODE: 1-4-Header-58 UNKNOWN FIELD FOUND: Unknown tag: 58 (value: FS0318: Can not cancel/replace order 1241901 - order is filled) in Header
CODE: 0-4-Header-102 UNKNOWN FIELD FOUND: Unknown tag: 102 (value: 0) in Header
CODE: 0-2-37 REQUIRED TAG MISSING: Required Field OrderID tag#: 37 not found in message type OrderCancelReject
CODE: 0-2-11 REQUIRED TAG MISSING: Required Field ClOrdID tag#: 11 not found in message type OrderCancelReject
CODE: 0-2-41 REQUIRED TAG MISSING: Required Field OrigClOrdID tag#: 41 not found in message type OrderCancelReject
CODE: 0-2-39 REQUIRED TAG MISSING: Required Field OrdStatus tag#: 39 not found in message type

It seems because tag 128 and 129 are located at the end of the message, APPIA identifies the whole thing as a single header. Any body can verify this???
(I checked the FIX protocol documentations but I cannot find any)

Thanks in advance.

Regards,
Lasith.

6

Hey Jan,

Thank you for the response. It’s really helpful.

Lasith.

Hi Lasith,

Tags 128 and 129 are standard message header tags:
Welcome fixwiki.org - BlueHost.com

Thanks,
Jan

Hey Lisa,
Thank you very much for your response.

But my concern is they (exec partner) only swap the 128 and 129 tags to the end of the message and Appia rejects it. According to the FIX 4.2 only 8,9 and 35 are considered as header tags. Any ideas???

Take a look at the FIX 4.2 Errata specification document. Specifically in the section titled “Message Format”. The first line reads:
" The general format of a FIX message is a standard header followed by the message body fields and terminated with a standard trailer."

It looks like your broker is not properly grouping all the message header fields first, which then would be followed by the message body field, and end with the message trailer and checksum fields.

Hi folks,

I’m receiving following FIX 4.2 message from a third party executing broker.

[8=FIX.4.29=222|35=9|34=172|49=AA|50=BB|56=CC|57=DD|52=20110610-14:47:05|11=111|37=2121-22|39=2|41=110|58=FS0318: Can not cancel/replace order 110 - order is filled|102=0|128=XXX|129=YYY|434=2|10=168|]

I’m using APPIA to route fix messages. When this message received to the APPIA it reject the message with following error codes.

CODE: 1-4-Header-11 UNKNOWN FIELD FOUND: Unknown tag: 11 (value: 111) in Header
CODE: 1-4-Header-37 UNKNOWN FIELD FOUND: Unknown tag: 37 (value: 20110616-1058) in Header
CODE: 1-4-Header-39 UNKNOWN FIELD FOUND: Unknown tag: 39 (value: 2) in Header
CODE: 1-4-Header-41 UNKNOWN FIELD FOUND: Unknown tag: 41 (value: 110) in Header
CODE: 1-4-Header-58 UNKNOWN FIELD FOUND: Unknown tag: 58 (value: FS0318: Can not cancel/replace order 1241901 - order is filled) in Header
CODE: 0-4-Header-102 UNKNOWN FIELD FOUND: Unknown tag: 102 (value: 0) in Header
CODE: 0-2-37 REQUIRED TAG MISSING: Required Field OrderID tag#: 37 not found in message type OrderCancelReject
CODE: 0-2-11 REQUIRED TAG MISSING: Required Field ClOrdID tag#: 11 not found in message type OrderCancelReject
CODE: 0-2-41 REQUIRED TAG MISSING: Required Field OrigClOrdID tag#: 41 not found in message type OrderCancelReject
CODE: 0-2-39 REQUIRED TAG MISSING: Required Field OrdStatus tag#: 39 not found in message type

It seems because tag 128 and 129 are located at the end of the message, APPIA identifies the whole thing as a single header. Any body can verify this???
(I checked the FIX protocol documentations but I cannot find any)

Thanks in advance.

Regards,
Lasith.