我已经实现了一个使用 QuickFIX/J（版本 1.6.0）的 Java 程序。它从具有重复组 NoPartyIDs（标签 453）的对方获取 FIX 消息（执行报告），并遵循以下值
(Tag 453) NoPartyIDs = 4
(Tag 447) PartyIDSource = D
(Tag 448) Party ID = XXX
(Tag 452) PartyRole = 1
(Tag 447) PartyIDSource = D
(Tag 448) Party ID = XXX
(Tag 452) PartyRole = 66
(Tag 447) PartyIDSource = D
(Tag 448) Party ID = XXX
(Tag 452) PartyRole = 55
(Tag 802) NoPartySubIDs = 1
(Tag 447) PartyIDSource = D
(Tag 448) Party ID = XXX
(Tag 452) PartyRole = 7
Screenshot from this part of the message:
我的程序自动发送一条拒绝消息
(Tag 58) Text = "Value is incorrect (out of range) for this tag"
(Tag 371) RefTagID = 452
(Tag 373) SessionRejectReason = 5
Screentshot from the whole response:
现在，我问我，为什么我的程序在收到 FIX 消息时会做出这样的反应。因为关于标签 452 的消息值PartyRole没有超出范围（在这里查找文档 http://www.fixtradingcommunity.org/FIXimate/FIXimate3.0/latestEP/en/FIX.5.0SP2_EP194/tag452.html), or?!
QuickFix/J 实现的源文件也应该知道这些值。源代码如下：
/* Generated Java Source File */
/*******************************************************************************
* Copyright (c) quickfixengine.org All rights reserved.
*
* This file is part of the QuickFIX FIX Engine
*
* This file may be distributed under the terms of the quickfixengine.org
* license as defined by quickfixengine.org and appearing in the file
* LICENSE included in the packaging of this file.
*
* This file is provided AS IS with NO WARRANTY OF ANY KIND, INCLUDING
* THE WARRANTY OF DESIGN, MERCHANTABILITY AND FITNESS FOR A
* PARTICULAR PURPOSE.
*
* See http://www.quickfixengine.org/LICENSE for licensing information.
*
* Contact [email protected] /cdn-cgi/l/email-protection if any conditions of this licensing
* are not clear to you.
******************************************************************************/
package quickfix.field;
import quickfix.IntField;
public class PartyRole extends IntField {
static final long serialVersionUID = 20050617;
public static final int FIELD = 452;
public static final int EXECUTING_FIRM = 1;
public static final int BROKER_OF_CREDIT = 2;
public static final int CLIENT_ID = 3;
public static final int CLEARING_FIRM = 4;
public static final int INVESTOR_ID = 5;
public static final int INTRODUCING_FIRM = 6;
public static final int ENTERING_FIRM = 7;
public static final int LOCATE_LENDING_FIRM = 8;
public static final int FUND_MANAGER_CLIENT_ID = 9;
public static final int SETTLEMENT_LOCATION = 10;
public static final int ORDER_ORIGINATION_TRADER = 11;
public static final int EXECUTING_TRADER = 12;
public static final int ORDER_ORIGINATION_FIRM = 13;
public static final int GIVEUP_CLEARING_FIRM = 14;
public static final int CORRESPONDANT_CLEARING_FIRM = 15;
public static final int EXECUTING_SYSTEM = 16;
public static final int CONTRA_FIRM = 17;
public static final int CONTRA_CLEARING_FIRM = 18;
public static final int SPONSORING_FIRM = 19;
public static final int UNDERLYING_CONTRA_FIRM = 20;
public static final int CLEARING_ORGANIZATION = 21;
public static final int EXCHANGE = 22;
public static final int CUSTOMER_ACCOUNT = 24;
public static final int CORRESPONDENT_CLEARING_ORGANIZATION = 25;
public static final int CORRESPONDENT_BROKER = 26;
public static final int BUYER_SELLER = 27;
public static final int CUSTODIAN = 28;
public static final int INTERMEDIARY = 29;
public static final int AGENT = 30;
public static final int SUB_CUSTODIAN = 31;
public static final int BENEFICIARY = 32;
public static final int INTERESTED_PARTY = 33;
public static final int REGULATORY_BODY = 34;
public static final int LIQUIDITY_PROVIDER = 35;
public static final int ENTERING_TRADER = 36;
public static final int CONTRA_TRADER = 37;
public static final int POSITION_ACCOUNT = 38;
public static final int CONTRA_INVESTOR_ID = 39;
public static final int TRANSFER_TO_FIRM = 40;
public static final int CONTRA_POSITION_ACCOUNT = 41;
public static final int CONTRA_EXCHANGE = 42;
public static final int INTERNAL_CARRY_ACCOUNT = 43;
public static final int ORDER_ENTRY_OPERATOR_ID = 44;
public static final int SECONDARY_ACCOUNT_NUMBER = 45;
public static final int FORIEGN_FIRM = 46;
public static final int THIRD_PARTY_ALLOCATION_FIRM = 47;
public static final int CLAIMING_ACCOUNT = 48;
public static final int ASSET_MANAGER = 49;
public static final int PLEDGOR_ACCOUNT = 50;
public static final int PLEDGEE_ACCOUNT = 51;
public static final int LARGE_TRADER_REPORTABLE_ACCOUNT = 52;
public static final int TRADER_MNEMONIC = 53;
public static final int SENDER_LOCATION = 54;
public static final int SESSION_ID = 55;
public static final int ACCEPTABLE_COUNTERPARTY = 56;
public static final int UNACCEPTABLE_COUNTERPARTY = 57;
public static final int ENTERING_UNIT = 58;
public static final int EXECUTING_UNIT = 59;
public static final int INTRODUCING_BROKER = 60;
public static final int QUOTE_ORIGINATOR = 61;
public static final int REPORT_ORIGINATOR = 62;
public static final int SYSTEMATIC_INTERNALISER = 63;
public static final int MULTILATERAL_TRADING_FACILITY = 64;
public static final int REGULATED_MARKET = 65;
public static final int MARKET_MAKER = 66;
public static final int INVESTMENT_FIRM = 67;
public static final int HOST_COMPETENT_AUTHORITY = 68;
public static final int HOME_COMPETENT_AUTHORITY = 69;
public static final int COMPETENT_AUTHORITY_OF_THE_MOST_RELEVANT_MARKET_IN_TERMS_OF_LIQUIDITY = 70;
public static final int COMPETENT_AUTHORITY_OF_THE_TRANSACTION = 71;
public static final int REPORTING_INTERMEDIARY = 72;
public static final int EXECUTION_VENUE = 73;
public static final int MARKET_DATA_ENTRY_ORIGINATOR = 74;
public static final int LOCATION_ID = 75;
public static final int DESK_ID = 76;
public static final int MARKET_DATA_MARKET = 77;
public static final int ALLOCATION_ENTITY = 78;
public PartyRole() {
super(452);
}
public PartyRole(int data) {
super(452, data);
}
}
也许你有类似的问题或者你看到了我的谬论..
谢谢各位大佬的帮助！！！
有一个字段PartyRole=66在 ExecutionReport 中，这不是有效的值FIX 4.4 中的当事人角色 http://www.fixtradingcommunity.org/FIXimate/FIXimate3.0/en/FIX.4.4/tag452.html（您的拒绝消息有8=FIX.4.4）。您发布的文档链接适用于 FIX 5.0 SP2。
如果您的交易对手发送 FIX 4.4 中不支持的 PartyRole 值，您可以考虑创建一个单独的数据字典来支持该特定交易对手。