Incorrect BeginString (FIX.4.4) in c# (Quickfixn)

Question

I'm trying to get the MarketData from fix, but I'm seemingly answering the "Incorrect BeginString (FIX.4.4)". The "Logon" returns OK. but when I call MarketDataRequest it doesn't work. I checked my XML dictionary and it's set to FIX.4.4.

quickfix C+ Incorrect BeginString with FIXT.1.1 and FIX.5.0 - FIX.5.0SP2

I saw a post like mine but my dictionary xml is declared as FIX.4.4 and also "LOGON" is working. so, I think a different case from the link above.

here is the log.

2020-11-10 17:27:44,148 [1] INFO  QuickFixDemo.Program OnCreate FIX.4.4:xxxxxxxxxxxxxxxx->XXXXXX
2020-11-10 17:27:46,321 [8] INFO  QuickFixDemo.Program ToAdmin 8=FIX.4.4|9=83|35=A|34=1|49=xxxxxxxxxxxxxxxx|52=20201110-08:27:46.309|56=XXXXXX|98=0|108=20|141=Y|10=112|
2020-11-10 17:27:46,666 [8] INFO  QuickFixDemo.Program FromAdmin 8=FIX.4.4|9=83|35=A|34=1|49=XXXXXX|52=20201110-08:27:46.437|56=xxxxxxxxxxxxxxxx|98=0|108=20|141=Y|10=114|
2020-11-10 17:27:46,681 [8] INFO  QuickFixDemo.Program OnLogon
2020-11-10 17:27:46,686 [8] INFO  QuickFixDemo.Program ToApp 8=FIX.4.4|9=126|35=V|34=2|49=xxxxxxxxxxxxxxxx|52=20201110-08:27:46.685|56=XXXXXX|262=0|263=1|264=0|265=0|146=1|48=4004|22=8|267=2|269=1|269=0|10=033|
2020-11-10 17:27:47,093 [8] INFO  QuickFixDemo.Program ToAdmin 8=FIX.4.4|9=100|35=5|34=3|49=xxxxxxxxxxxxxxxx|52=20201110-08:27:47.093|56=XXXXXX|58=Incorrect BeginString (FIX.4.4)|10=052|
2020-11-10 17:27:47,405 [8] INFO  QuickFixDemo.Program FromAdmin 8=FIX.4.4|9=65|35=5|34=3|49=XXXXXX|52=20201110-08:27:47.187|56=xxxxxxxxxxxxxxxx|10=038|
2020-11-10 17:27:47,426 [8] INFO  QuickFixDemo.Program OnLogout

my header of dictionary looks like this

<?xml version="1.0" encoding="UTF-8"?>

<fix major="4" minor="4" servicepack="0" type="FIX">
  <header>
    <field name="BeginString" required="Y"/>
    <field name="BodyLength" required="Y"/>
    <field name="MsgType" required="Y"/>
    <field name="SenderCompID" required="Y"/>
    <field name="TargetCompID" required="Y"/>
    <field name="MsgSeqNum" required="Y"/>
    <field name="PossDupFlag" required="N"/>
    <field name="PossResend" required="N"/>
    <field name="SendingTime" required="Y"/>
    <field name="OrigSendingTime" required="N"/>
  </header>

and my MarketDataRequest is like this:

<message name="MarketDataRequest" msgcat="app" msgtype="V">
  <field name="MDReqID" required="Y"/>
  <field name="SubscriptionRequestType" required="Y"/>
  <field name="MarketDepth" required="Y"/>
  <field name="MDUpdateType" required="N"/>
  <field name="AggregatedBook" required="N"/>
  <component name="MDReqGrp" required="Y"/>
  <component name="InstrmtMDReqGrp" required="Y"/>
</message>

my config

[DEFAULT]
BeginString=FIX.4.4
ConnectionType=initiator
ReconnectInterval=10
FileStorePath=store
FileLogPath=log
StartTime=00:00:00
EndTime=00:00:00
UseDataDictionary=Y
DataDictionary=./Fix/LMAX.xml
SocketConnectHost=fix-marketdata.london-demo.lmax.com
SocketConnectPort=443
SSLEnable=Y
SSLValidateCertificates=N
HeartBtInt=20

[SESSION]
# inherit ConnectionType, ReconnectInterval and SenderCompID from default
SenderCompID=XXXXXXXXXXX
TargetCompID=LMXBDM
Username=XXXXXXXXXXXXXXXXXXXXX
Password=XXXXXXXXXXXXXXXX
ResetOnLogon=Y

---------------- aditional information 2020/11/11

I debugged the quickfix and found the place where it is returning me "UnsupportedVersion exception". follow the image of my debugger.

DefaultMessageFactory's "this._factories" is empty. then this class returns to me the UnsupportedVersion... I'm researching the reason for this. Would you have any tips?

I am using these -> QuickFIXn.Core 1.10.0 and QuickFIXn.FIX4.4 1.10.0 — Johnathan David, Nov 10 '20 at 14:43
Ok, so it's not one of the older bugs... Can I see your config? — Grant Birchmeier, Nov 10 '20 at 14:57
I updated the post with new information. the problem is in the "DefaultMessageFactory" class. but I don't know if I'm doing something wrong or if DefaultMessageFactory is having a problem. — Johnathan David, Nov 11 '20 at 08:22
I noticed that the version of the class in the github and Nuget is different.so, I think GetAppDomainAssemblies() from the nuget version is not working right. https://github.com/connamara/quickfixn/blob/4415618c1cd8b1a145e4dfc81aef3bfa23fe40d4/QuickFIXn/DefaultMessageFactory.cs#L185 — Johnathan David, Nov 11 '20 at 08:57
I tested the github code to see if it works, the same error is occurring. DefaultMessageFactory:GetMessageFactories is not returning an empty list. https://github.com/connamara/quickfixn/blob/4415618c1cd8b1a145e4dfc81aef3bfa23fe40d4/QuickFIXn/DefaultMessageFactory.cs#L185 — Johnathan David, Nov 13 '20 at 02:29
I managed to solve the problem. could you take a look at this pull request? https://github.com/connamara/quickfixn/pull/663 @GrantBirchmeier — Johnathan David, Nov 16 '20 at 03:39
Ah! Nice find! I didn't realize you were on non-windows here. Surprised this one hasn't come up before. Glad you were able to find it, I'm having trouble finding time for QF/n right now, and thanks for the PR! — Grant Birchmeier, Nov 16 '20 at 15:42
You should answer this question with a link to your PR, and then mark it answered. — Grant Birchmeier, Nov 16 '20 at 15:44
I had forgotten to mention that I was using Linux, the next time I will mention about OS too. anyway, thanks for your support. — Johnathan David, Nov 16 '20 at 23:44

score 2 · Accepted Answer · answered Nov 16 '20 at 23:41

2

the problem was that in linux Directory.GetFiles is Case Sensitive, so DefaultMessageFactory:LoadLocalDlls() wasn't able to find the local dlls in Linux. I created the pull request in github https://github.com/connamara/quickfixn/pull/663 and with this change it worked perfectly in Linux.

answered Nov 16 '20 at 23:41

Johnathan David

80
1
7

Johnathan, was this bug consistently reproduceable? I have a long running process using this library that occasionally runs into this error, but will recover on its own and works just fine the rest of the time. It's running on kubernetes, but I believe it's some flavor of *nix. – mdickin Apr 23 '21 at 00:19

Incorrect BeginString (FIX.4.4) in c# (Quickfixn)

1 Answers1