Quickfixn-FIXT1.1和FIX 5.0版本MarketDataSnapshotFullRefresh 360

Question

我使用Quickfixn和FIXT1.1作为TradeClient从360T获取外汇市场数据。

我得到这个错误"标签出现不止一次"8=固定1.19=14835=334=1249=XXXXXXX 50=XXXXXXX。EDF.API52=20200804-16:22:11.47156=360T_SEP142=QUOTE145=1258=标签多次出现371=423372=373=1310=117

我正在使用AppDataDictionary附带的FIX50.xml文件。我正在github/Quickfixn上使用FIX50.xml和FIXT11.xml数据字典文件。我已经在Stack Overflow中尝试了这个错误的所有解决方案。它并不成功。如有任何帮助，我们将不胜感激。

tradeclient.cfg

[DEFAULT] 
PersistMessages=Y 
ConnectionType=initiator 
UseDataDictionary=Y
FileStorePath=store 
FileLogPath=log 
[SESSION] 
ConnectionType=initiator 
BeginString=FIXT.1.1 
DefaultApplVerID=FIX.5.0
TransportDataDictionary= C:ProjectsFixApiQuickFIXnspecfixFIXT11.xml 
AppDataDictionary= C:ProjectsFixApiQuickFIXnspecfixFIX50.xml 
SenderCompID=XXXXXXX
SenderSubID=XXXXXXX.EDF.API
TargetCompID=360T_SEP
SenderLocationID=QUOTE1
SocketConnectHost= XXX.XXX.XX.XX
SocketConnectPort= XXXXX
StartTime=00:01:00
EndTime=23:59:00
HeartBtInt=20
ReconnectInterval=30 
ResetOnLogon=Y 
ResetOnLogout=Y 
ResetOnDisconnect=Y

TradeClientApp.cs

private QuickFix.FIX50.MarketDataRequest QueryMarketDataRequest(string reqId)
{
MDReqID mdReqID = new MDReqID(reqId);
SubscriptionRequestType subType = new SubscriptionRequestType(SubscriptionRequestType.SNAPSHOT_PLUS_UPDATES);

MarketDepth marketDepth = new MarketDepth(0);
QuickFix.FIX50.MarketDataRequest.NoMDEntryTypesGroup marketDataEntryGroup = new QuickFix.FIX50.MarketDataRequest.NoMDEntryTypesGroup();
marketDataEntryGroup.Set(new MDEntryType(MDEntryType.MID_PRICE));
QuickFix.FIX50.MarketDataRequest.NoRelatedSymGroup symbolGroup = new QuickFix.FIX50.MarketDataRequest.NoRelatedSymGroup();
symbolGroup.Set(new Symbol(reqId));

QuickFix.FIX50.MarketDataRequest message = new QuickFix.FIX50.MarketDataRequest(mdReqID, subType, marketDepth);
message.AddGroup(marketDataEntryGroup);
message.AddGroup(symbolGroup);
return message;
}

Answer 1

是的，我在FIX50.xml数据字典文件中的fields标记和MarketDataSnapshotFullRefresh消息标记上添加了CustomFieldTimeSlots字段。

<field number='7080' name='CustomFieldTimeSlots' type='STRING' />
<message name='MarketDataSnapshotFullRefresh' msgcat='app' msgtype='W'>
<field name='MDReqID' required='N' />
<field name='CustomFieldTimeSlots' required='N' />
<component name='Instrument' required='Y' />
<component name='UndInstrmtGrp' required='N' />
<component name='InstrmtLegGrp' required='N' />
<field name='FinancialStatus' required='N' />
<field name='CorporateAction' required='N' />
<field name='NetChgPrevDay' required='N' />
<component name='MDFullGrp' required='Y' />
<field name='ApplQueueDepth' required='N' />
<field name='ApplQueueResolution' required='N' />
<field name='MDReportID' required='N' />
<field name='ClearingBusinessDate' required='N' />
<field name='MDBookType' required='N' />
<field name='MDFeedType' required='N' />
<field name='TradeDate' required='N' />
<component name='RoutingGrp' required='N' />
</message>

我在FIX50.xml数据字典文件中的MDFullGrp组件中的NoMDEntries组上添加了PriceType，我克服了这个问题。

<component name='MDFullGrp'>
<group name='NoMDEntries' required='Y'>
<field name='MDEntryType' required='Y' />
<field name='MDEntryPx' required='N' />
<field name='Currency' required='N' />
<field name='MDEntrySize' required='N' />
<field name='MDEntryDate' required='N' />
<field name='MDEntryTime' required='N' />
<field name='PriceType' required='N' />
<field name='TickDirection' required='N' />
<field name='MDMkt' required='N' />
<field name='TradingSessionID' required='N' />
<field name='TradingSessionSubID' 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='OpenCloseSettlFlag' 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='Scope' required='N' />
<field name='PriceDelta' required='N' />
<field name='Text' required='N' />
<field name='EncodedTextLen' required='N' />
<field name='EncodedText' required='N' />
<field name='MDPriceLevel' required='N' />
<field name='OrderCapacity' required='N' />
<field name='MDOriginType' required='N' />
<field name='HighPx' required='N' />
<field name='LowPx' required='N' />
<field name='TradeVolume' required='N' />
<field name='SettlType' required='N' />
<field name='SettlDate' required='N' />
<field name='MDQuoteType' required='N' />
<field name='RptSeq' required='N' />
<field name='DealingCapacity' required='N' />
<field name='MDEntrySpotRate' required='N' />
<field name='MDEntryForwardPoints' required='N' />
<field name='MDEntryID' required='N' />
<component name='Parties' required='N' />
<field name='SecondaryOrderID' required='N' />
<field name='OrdType' required='N' />
</group>
</component>