Question

我根据QuickFIX-n example applications中的交易客户端示例进行了FIX44.MarketDataRequest查询。但我无法通过此查询从服务器获得有用的东西。我总是得到此查询的错误Required tag missing。这是我的代码：

MDReqID mdReqID = new MDReqID("MARKETDATAID");
SubscriptionRequestType subType = new SubscriptionRequestType(SubscriptionRequestType.SNAPSHOT);
MarketDepth marketDepth = new MarketDepth(0);

QuickFix.FIX44.MarketDataRequest.NoMDEntryTypesGroup marketDataEntryGroup = new QuickFix.FIX44.MarketDataRequest.NoMDEntryTypesGroup();
marketDataEntryGroup.Set(new MDEntryType(MDEntryType.BID));

QuickFix.FIX44.MarketDataRequest.NoRelatedSymGroup symbolGroup = new QuickFix.FIX44.MarketDataRequest.NoRelatedSymGroup();
symbolGroup.Set(new Symbol("EUR/USD"));

QuickFix.FIX44.MarketDataRequest message = new QuickFix.FIX44.MarketDataRequest(mdReqID, subType, marketDepth);
message.AddGroup(marketDataEntryGroup);
message.AddGroup(symbolGroup);

以下是生成的出站应用程序级别消息（ToApp）：

8=FIX.4.49=15835=V34=249=order.DEMOSUCD.12332150=DEMOSUSD52=20141223-07:02:33.22656=demo.fxgrid128=DEMOSUSD262=MARKETDATAID263=0264=0267=1269=0146=155=EUR/USD10=232

以下是收到的ToAdmin消息：

8=FIX.4.49=14935=334=249=demo.fxgrid52=20141223-07:02:36.51056=order.DEMOSUCD.12332157=DEMOSUSD115=DEMOSUSD45=258=Required tag missing371=265372=V373=110=136

如果我在371=265之后正确理解了对258=Required tag missing（RefTagID = MDUpdateType），则表明缺少哪个标记，.i.e。缺少MDUpdateType。但这很奇怪，因为MarketDataRequest这个标签是可选的。

更新

这是我的FIX配置文件：

[DEFAULT]
FileStorePath=store
FileLogPath=log
ConnectionType=initiator
ReconnectInterval=60
CheckLatency=N

[SESSION]
BeginString=FIX.4.4
TargetCompID=demo.fxgrid
SenderCompID=XXX
SenderSubID=YYY
StartTime=00:00:00
EndTime=00:00:00
HeartBtInt=30
SocketConnectPort=ZZZ
SocketConnectHost=X.X.X.X
DataDictionary=FIX44.xml
ResetOnLogon=Y
ResetOnLogout=Y
ResetOnDisconnect=Y
Username=AAA
Password=BBB

MarketDataRequest查询中必需的标记缺失错误

0 个答案: