[This message was posted by John Cameron of Cameron Edge <[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/58f62cc2 - PLEASE DO NOT REPLY BY MAIL.]
Hi Gert The problem is that the way that FIX messages are constructed in software depends on whose FIX you are using. QuickFIX (which you mention) is just one FIX implementation of many. If we start talking about specific products, this is not really the right forum. If you are using QuickFIX, you should post your question on a QuickFIX support forum. FPL is responsible for maintaining, promoting and supporting the FIX standard - but not individual FIX implementations. Individual FIX vendors or FIX open source projects are responsible for supporting their own users. John > Hey John, > > Thanks for the message, I have that document from ASIC. A code example > woulda been nice, this is their sample (in Appendix C): > > Short position for 10000 XYZ shares sent via an Information Vendor, > using a submitting entity with ABN of 01234567892 for a short seller > with an ABN of 01234567891 (contact details not supplied) > > =AP|49=INFVENDOR|56=ASIC|721=client12320100301001|34=123|52=20100403- > 09:30:00.000|727=1|715=20100403|453=2|448=01234567892|447=9| 452=29|- > 448=1234567892|447=9|452=1|55=XYZ|22=4|207=XASX|702=1|703=FIN|705=10- > 000|10=103| > > What would be great is to see how to create this message in C#/C++ code, > as I am still pretty new to FIX reverse-engineering stuff is tricky at > this stage :-) > > many thanks, Gert > > > Hi Gert > > > > The ASIC Position Report spec (including sample messages) can be found > > ww.asic.gov.au/asic/pdflib.nsf/LookupByFileName/ShortSellingReporting- > > RulesOfEngagement.pdf/$file/ShortSellingReporting- > > RulesOfEngagement.pdf > > > > You may also be interested in an off the shelf ASIC reporting solution > > provided by my company, Cameron Edge - see > > http://www.cameronedge.com/services.html > > > > I am about to post a press release on the Product Discussion forum - > > or please feel free to contact me directly. > > > > Regards John > > > > > > > > > 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_TRADE- > > > R_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 [You can unsubscribe from this discussion group by sending a message to mailto:[email protected]] -- You received this message because you are subscribed to the Google Groups "Financial Information eXchange" group. To post to this group, send email to [email protected]. To unsubscribe from this group, send email to [email protected]. For more options, visit this group at http://groups.google.com/group/fix-protocol?hl=en.
