'Incorrect NumInGroup count for repeating group (Field=268)
When I recieve a Market Data Snapshot Full Refresh message, my app cannot consume it. This is how the message looks like:
8=FIX.4.4|9=160|35=W|34=1625|49=DummyBroker|56=DummyID|52=20220201-15:17:17.201806|262=43_MarketDataChange|55=USD/CHF|268=6|269=0|270=0.92282|271=400000|269=1|270=0.92293|271=400000|10=227|
Human readable format (please ignore the Invalid lines):
Error message my app is sending back to the server: Rejected: Incorrect NumInGroup count for repeating group (Field=268)
268=6 seems ok to me, so I am guessing that something is wrong with the DataDictionary. This is how the message appears in my DataDictionary:
<message name="MarketDataSnapshotFullRefresh" msgtype="W" msgcat="app">
<field name="MDReqID" required="N"/>
<field name="Symbol" required="Y"/>
<group name="NoMDEntries" required="Y">
<field name="MDEntryType" required="Y"/>
<field name="MDEntryPx" required="Y"/>
<field name="MDEntrySize" required="Y"/>
</group>
</message>
Relevant fields:
<field number="268" name="NoMDEntries" type="NUMINGROUP"/>
<field number="269" name="MDEntryType" type="CHAR">
<value enum="0" description="BID" />
<value enum="1" description="OFFER" />
</field>
<field number="270" name="MDEntryPx" type="PRICE"/>
<field number="271" name="MDEntrySize" type="QTY"/>
In my config file ValidateFieldsHaveValues=N, ValidateFieldsOutOfOrder=N.
Anyone knows where the issue is?
Solution 1:[1]
As @ChristophJohn mentioned NoMDEntries should be 2 not 6, so the error is on the broker side.
It was already explained here: what is "NoMDEntries"?
The correct message should look like this:
8=FIX.4.4|9=160|35=W|34=1625|49=DummyBroker|56=DummyID|52=20220201-15:17:17.201806|262=43_MarketDataChange|55=USD/CHF|268=2|269=0|270=0.92282|271=400000|269=1|270=0.92293|271=400000|10=227|
Sources
This article follows the attribution requirements of Stack Overflow and is licensed under CC BY-SA 3.0.
Source: Stack Overflow
Solution | Source |
---|---|
Solution 1 | RLaszlo |