Hello M-etc-users, Thanks is advance for any insight you can provide...
I'm trying to set up Marketcetera to connect to an Interactive Brokers
gateway via FIX. So far I've had relative success, getting ORS to connect
correctly to the IB gateway.
However, I can't seem to get Photon to submit test orders to the ORS
properly. Enclosed is the message I get in the PHOTON console:
05:19:59,128 ERROR - Received reject message: ORS rejected incoming
ExecutionReport: Value is incorrect (out of range) for this tag
From the Marketcetera Admin Console, here is the FIX message being sent.
1) Why is it complaining about tag 167, 1st message, and for 2nd message a
bunch of other tags seem to be out of range?
2) How do I change the default contents of the FIX message?
thanks.
1st Message:
23 Sep 2008 05:19:59,096 INFO [SocketConnectorIoProcessor-0.0]
quickfixj.msg.in
coming (AbstractIoHandler.java:109) - FIX.4.2:direc184->IB:
8=FIX.4.2☺9=000260☺3
5=8☺34=000006☺43=N☺52=20080923-09:19:38☺49=IB☺56=direc184☺37=0☺11=33001☺17=16234
.1222161578.0☺150=8☺20=0☺103=0☺39=8☺55=IBM☺54=1☺38=100☺44=100☺32=0☺31=0.00☺14=0☺
151=0☺6=0☺167=STK☺6011=71☺58=Destination exchange must be
specified☺60=20080923-
09:19:38☺40=2☺59=1☺10=009☺
23 Sep 2008 05:19:59,113 INFO [QFJ Message Processor] quickfixj.event (?:?)
- F
IX.4.2:direc184->IB: Message 6 Rejected: Value is incorrect (out of range)
for t
his tag:167
Sep 23, 2008 5:19:59 AM
org.apache.commons.i18n.ResourceBundleMessageProvider ge
tText
WARNING: No message entries found for bundle with key
ors.error_incoming_msg_rejected
2nd Message:
23 Sep 2008 05:19:59,128 INFO [QFJ Message Processor]
quickfixj.msg.outgoing (S
ession.java:1771) - FIX.4.2:direc184->IB:
8=FIX.4.2☺9=167☺35=3☺34=7☺49=direc184☺
52=20080923-09:19:59.117☺56=IB☺45=6☺58=ORS rejected incoming
ExecutionReport: Va
lue is incorrect (out of range) for this tag☺371=167☺372=8☺373=5☺10=083☺
--
View this message in context:
http://n2.nabble.com/Photon-to-ORS-FIX-Connectivity-tp1111925p1111925.htmlSent from the m-etc-users mailing list archive at Nabble.com.
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