[This message was posted by Gert Van Tonder of Susquehanna Pacific PLC
<[email protected]> to the "4.0 Session" discussion forum at
http://fixprotocol.org/discuss/12. You can reply to it on-line at
http://fixprotocol.org/discuss/read/4b5632f9 - PLEASE DO NOT REPLY BY MAIL.]
I forgot to mention: this is in C# and using quickfix 1.12.4. When I try to
debug the managed C++ code in the quickfix library, it never actually reaches a
exception thrown state which is making it difficult to see how a
UnsupportedMessageType error could have been thrown.
Has anyone else had trouble creating a NewOrderSingle using the QuickFix 1.12.4
?
Any help is much appreciated,
Gert
> I am trying to send a simple NewOrderSingle message to my acceptor, in
> order to test message response.
>
> I have gotten the acceptor and initiator to establish a connection and
> send heartbeat messages to one another, however when running the code
> below I get a UnsupportedMessageType exception in the catch { } part.
>
> "Error sending order:Exception of type 'QuickFix.UnsupportedMessageType'
> was thrown."
>
> I've looked at the documentation on quickfix but there's not much detail
> on what could cause this error (well other than the message type is not
> supported).
>
> I found this code from an excample:
> http://old.nabble.com/Newbie-problem-using-QuickFIX-and-sending-New-
> Order-signal-td21682738.html and presume he wouldn't have posted it if
> it didn't work
>
> Any help would be greatly appreciated.
>
> Many thanks, Gert
>
> public void doNewOrderMessageTest() { //p93 in fix_doc pdf (fix42-with-
> errata ... )
> //http://old.nabble.com/Newbie-problem-using-QuickFIX-and-sending-New-
> Order-signal-td21682738.html
>
> QuickFix42.NewOrderSingle message = new
> QuickFix42.NewOrderSingle( new ClOrdID(ClOrdIDGenerator()),
> new HandlInst(HandlInst.AUTOMATED_EXECUTION_ORDER_PRIVATE),
> new Symbol("WTF.AX"), new Side(Side.BUY), new
> TransactTime(DateTime.Now.ToUniversalTime()), new
> OrdType(OrdType.MARKET));
>
> message.setField(new OrderQty(100)); message.setField(new
> SecurityExchange("ASX")); message.setField(new
> ExDestination("ASX"));
>
> if(_connected) sendOrder(message); } private void
> sendOrder(QuickFix42.Message order) { try {
> Session.sendToTarget(order, _sessionID); } catch (Exception
> ex) { Console.WriteLine("Error sending order:" +
> ex.Message); } }
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