未找到固定標記，何時已存在

當我嘗試解析我的修復信息時，它失敗，說「字段134未找到」。但是當我在調試器中看到消息時，標籤134出現。我檢查了我的數據字典，它似乎也很好。未找到固定標記，何時已存在

以下是我的代碼。

var QuoteGroup = 
       new QuickFix.FIX44.MassQuote.NoQuoteSetsGroup(); 
      msg.GetGroup(1, QuoteGroup); 
      //bid group 

      bidQty = Int32.Parse(QuoteGroup.GetString(134)); 
      string offerQty1 = QuoteGroup.GetField(135); 

      string bidPriceStr = QuoteGroup.GetField(tag: 188); 
      float.TryParse(bidPriceStr, out bidPrice);

修復消息： 20170224-20：55：27.640：8 = FIX.4.4 | 9 = 132 | 35 = I | 34 = 2 | 49 = XCD12 | 52 = 20170224-20：55：30.274 | 56 = Q051 | 117 = 1 | 296 = 1 | 302 = AVG | 295 = 1 | 299 = 0 | 134 = 2000000 | 135 = 2000000 | 188 = 1.24556 | 190 = 1.24561 | 10 = 027 |

下面是DD：

<message name="MassQuote" msgtype="i" msgcat="app"> 
    <field name="QuoteReqID" required="N" /> 
    <field name="QuoteID" required="N" /> 
    <field name="QuoteType" required="N" /> 
    <field name="QuoteResponseLevel" required="N" /> 
    <component name="Parties" required="N" /> 
    <field name="Account" required="N" /> 
    <field name="AcctIDSource" required="N" /> 
    <field name="AccountType" required="N" /> 
    <field name="DefBidSize" required="N" /> 
    <field name="DefOfferSize" required="N" /> 
    <group name="NoQuoteSets" required="Y"> 
    <field name="QuoteSetID" required="Y" /> 
    <component name="UnderlyingInstrument" required="N" /> 
    <field name="QuoteSetValidUntilTime" required="N" /> 
    <field name="TotNoQuoteEntries" required="Y" /> 
    <field name="LastFragment" required="N" /> 
    <group name="NoQuoteEntries" required="Y"> 
     <field name="QuoteEntryID" required="Y" /> 
     <component name="Instrument" required="N" /> 
     <group name="NoLegs" required="N"> 
     <component name="InstrumentLeg" required="N" /> 
     </group> 
     <field name="BidPx" required="N" /> 
     <field name="OfferPx" required="N" /> 
     <field name="BidSize" required="N" /> 
     <field name="OfferSize" required="N" /> 
     <field name="ValidUntilTime" required="N" /> 
     <field name="BidSpotRate" required="N" /> 
     <field name="OfferSpotRate" required="N" /> 
     <field name="BidForwardPoints" required="N" /> 
     <field name="OfferForwardPoints" required="N" /> 
     <field name="MidPx" required="N" /> 
     <field name="BidYield" required="N" /> 
     <field name="MidYield" required="N" /> 
     <field name="OfferYield" required="N" /> 
     <field name="TransactTime" required="N" /> 
     <field name="TradingSessionID" required="N" /> 
     <field name="TradingSessionSubID" required="N" /> 
     <field name="SettlDate" required="N" /> 
     <field name="OrdType" required="N" /> 
     <field name="SettlDate2" required="N" /> 
     <field name="OrderQty2" required="N" /> 
     <field name="BidForwardPoints2" required="N" /> 
     <field name="OfferForwardPoints2" required="N" /> 
     <field name="Currency" required="N" /> 
    </group> 
    </group>

請讓我知道，如果你需要更多的細節。

來源

2017-02-24 Vivek Jeeva Kumar

您試圖從QuoteSet組中提取134，而不是嵌套在它內部的QuoteEntry組。

您的消息，縮進根據組：

296=1 NoQuoteSets 
    302=AVG 
    295=1 NoQuoteEntries 
    299=0 
    134=2000000 
    135=2000000 
    188=1.24556 
    190=1.24561

你的代碼應該是這樣的：

 var QuoteGroup = 
      new QuickFix.FIX44.MassQuote.NoQuoteSetsGroup(); 
     msg.GetGroup(1, QuoteGroup); 

     var QuoteEntry = 
      new QuickFix.FIX44.MassQuote.NoQuoteSetsGroup.NoQuoteEntriesGroup(); 
     QuoteEntry.GetGroup(1, QuoteEntry); 

     bidQty = Int32.Parse(QuoteEntry.GetString(134));

來源

2017-02-24 21:30:39

未找到固定標記，何時已存在

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