CODEWITHSUNDEEP
fix-protocolquickfixj
Farhana Khan
Farhana Khan

Reputation: 41

FIX response with this error: Value is incorrect (out of range) for this tag

When I send the order request on the FIX server as :

8=FIXT.1.1|9=179|35=D|34=34|49=135|52=20200206-04:52:04.406|56=PSE|1=11101401117577|11=1580964724079|38=1000|40=2|44=10.5|54=1|55=AGI|59=0|60=20200206-12:52:04.406|453=1|448=13501100|447=C|452=12|10=009|)

The response that I receive is:

8=FIXT.1.1|9=000362|35=8|49=PSE|56=135|34=34|57=13501100|52=20200206-04:52:04.533|37=NONE|11=1580964724079|453=4|448=13501999|447=C|452=11|448=13501999|447=C|452=36|448=13501100|447=C|452=12|448=135|447=C|452=1|17=1904|150=8|39=8|103=99|1=11101401117577|55=AGI|54=1|38=1000|44=10.5|59=0|528=F|151=0|14=0|60=20200206-04:52:04.356|58=(293): **Orders are not being accepted at this time|10=020|)**

With the PSE error as:

<20200206-04:52:04, FIXT.1.1:135->PSE, error> (Rejecting invalid message: quickfix.IncorrectTagValue: Value is incorrect (out of range) for this tag, field=528 field=528: 8=FIXT.1.1|9=362|35=8|34=34|49=PSE|52=20200206-04:52:04.533|56=135|57=13501100|1=11101401117577|11=1580964724079|14=0|17=1904|37=NONE|38=1000|39=8|44=10.5|54=1|55=AGI|58=(293): Orders are not being accepted at this time|59=0|60=20200206-04:52:04.356|103=99|150=8|151=0|528=F|453=4|448=13501999|447=C|452=11|448=13501999|447=C|452=36|448=13501100|447=C|452=12|448=135|447=C|452=1|10=132|)

<20200206-04:52:04, FIXT.1.1:135->PSE, error> **(Reject sent for Message 34: Value is incorrect (out of range) for this tag**, field=528:528)

According to the documentary the value for 1 should be 14 digit trading account(1=xxxxxxxxxxxxxx) but when I give that, then I had receive the above error.So what value should be given for 1 so the response should be receive.

So what is the solution for this error?

Upvotes: 1

Views: 1097

Answers (1)

Christoph John
Christoph John

Reputation: 3293

The flow is as follows:

  • you send a NewOrderSingle
  • they reply with an ExecutionReport that they don't accept orders at that time
  • you (and not PSE) reject that ExecutionReport because tag 528 on the ExecutionReport that PSE sent contains a value that is not contained in your data dictionary.

What you need to do is either of

  • Read PSE's rules of engagement (i.e. their FIX spec) and add all needed tags and values to your data dictionary.
  • Configure your session to not validate incoming messages (setting ValidateIncomingMessage=N) but this means you would need to do validation by yourself if required. E.g. if you wanted to retrieve values from tag 150/ExecType then you can be sure that only values which are allowed in the data dictionary reach your application. With disabled validation you would need to do these checks by yourself.
    • Alternatively you could set RejectInvalidMessage=N which also will not reject the message but only log the warning with the validation error.

Upvotes: 4

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