[This message was posted by Gert Van Tonder of SIG <[email protected]> to
the "General Q/A" discussion forum at http://fixprotocol.org/discuss/22. You
can reply to it on-line at http://fixprotocol.org/discuss/read/bb89e9c8 -
PLEASE DO NOT REPLY BY MAIL.]
Was wondering if anyone has used QuickFix44.PositionReport (in .NET) to work
and which fields should be set in order to successfully submit reports to, for
example, ASIC (when this regulation comes into enforcement later).
When creating the following report, I get a 'Required tag missing' error (back
as response from the acceptor, not as an exception).
-------------
QuickFix44.PositionReport posReport = new QuickFix44.PositionReport(
new PosMaintRptID("test_pos_id"),
new PosReqResult(5), //no. of position reports
new ClearingBusinessDate("20100122"),
new Account("susq"),
new
AccountType(AccountType.ACCOUNT_IS_HOUSE_TRADER_AND_IS_CROSS_MARGINED),
new SettlPrice(55.0),
new SettlPriceType(SettlPriceType.THEORETICAL),
new PriorSettlPrice(55.0)
);
try
{
Session.sendToTarget(posReport, _sessionID);
}
catch (Exception ex)
{
Console.WriteLine("Error sending order:" + ex.Message);
}
-------------
Acceptor FIX msg:
(8=FIX.4.4☺9=118☺35=3☺34=2☺49=ASICAcceptor☺52=20100127-01:25:30.753☺56=ASICInitiator☺45=2☺58=Required
tag missing☺371=702☺372=AP☺373=1☺10=073☺)
with 371=702 I looked up 702 and it says (in fix-44 Vol 6 with errata.pdf) that
702 refers to NoPositions so I'm guessing this is the problem. I'm not quite
sure where to set the number of positions (
However I haven't managed to find any documentation on a sample PosReport
message to be sent to ASIC. If anyone has advice or such a sample would be
greatly appreciated!
Many thanks,
Gert
SIG
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