CODEWITHSUNDEEP
c#xmlxml-parsingfix-protocol
Jake Gerold
Jake Gerold

Reputation: 1

QuickFix/n rejecting trade capture report from ICE duplicate NestedParties error 524

I am on FIX4.4/Trade AP1 I have gotten trades working for some products but when I go and test any Futures products I get the following Fix response:

8=FIX.4.4☺9=125☺35=3☺34=23☺49=200554☺50=TESTCOMPANY☺52=20250218-20:22:40.639☺56=ICE☺45=23☺58=Tag appears more than once☺371=524☺372=AE☺373=13☺10=052☺

I understand the issue is with field 524: NoNestedPartyIDs grouping but have not been able to figure out why this is causing the error. I have attached the message log to this file as well as my trade capture message FIX44.xml file. Any help is appreciated!

Here is my message log from the trade:

20250218-20:22:40.629 : 8=FIX.4.49=107835=AE49=ICE34=2352=20250218-20:22:40.21856=20055457=TESTCOMPANY571=923487=0856=0828=0150=F17=6100000000020539=2570=N55=767274748=????SMH0025!22=8461=FXXXXX207=IFED9064=0916=20250301917=2025033132=131=34.359018=19022=74375=2025021860=20250218-20:22:40.2049413=0762=3009028=311003552=154=237=6100000000020411=612557558453=8448=200554-gui-1447=D452=11448=Test Company447=D452=13448=200554447=D452=56448=649447=D452=4448=TESTACCT447=D452=51448=ICE Test447=D452=60448=XXX447=D452=63448=H447=D452=5477=O555=2600=5890932602=EVN SMH0025!603=8608=FXXXXX616=IFED624=2637=34.35687=1654=610000000002069019=19023=3369020=202503019021=20250331539=5524=649525=D538=4524=TESTACCT525=D538=51524=ICE Test525=D538=60524=XXX525=D538=63524=H525=D538=54600=5890599602=NEV SMH0025!603=8608=FXXXXX616=IFED624=2637=34.35687=1654=610000000002079019=19023=4079020=202503019021=20250331539=5524=649525=D538=4524=TESTACCT525=D538=51524=ICE Test525=D538=60524=XXX525=D538=63524=H525=D538=5410=178

And here is the error code:

20250218-20:22:40.639 : 8=FIX.4.49=12535=334=2349=20055450=TESTCOMPANY52=20250218-20:22:40.63956=ICE45=2358=Tag appears more than once371=524372=AE373=1310=052

and here is my Trade Capture FIX44.xml snippet:

<group name="NoLegs" required="N">
    <field name="LegSymbol" required="N" />
    <field name="LegSecurityID" required="N" />
    <field name="LegSecurityIDSource" required="N" />
    <field name="LegCFICode" required="N" />
    <field name="LegStrikePrice" required="N" />
    <field name="LegSecurityExchange" required="N" />
    <field name="LegSide" required="N" />
    <field name="LegLastPx" required="N" />
    <field name="LegQty" required="N" />
    <field name="LegRefID" required="N" />
    <group name="NoNestedPartyIDs" required="N">
        <field name="NestedPartyID" required="N" />
        <field name="NestedPartyIDSource" required="N" />
        <field name="NestedPartyRole" required="N" />
    </group>
</group>

Upvotes: 0

Views: 37

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