[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/6cf32835 - PLEASE DO NOT REPLY BY MAIL.]
If anyone has tried creating in QuickFIX a PositionReport, if you could post a piece of sample code it would be greatly appreciated! I'm having alot of trouble mapping this: http://btobits.com/fixopaedia/fixdic50/message_Position_Report_AP_.html to a POsitionReport message object in QuickFix 4.4. Many many thanks for any help, Gert > 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|- > > 567892|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.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.
