Quickfix failing to read repeating group

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执念已碎
执念已碎 2021-01-23 20:29

I am using quickfix in Windows with python bindings. I have been able to make market data requests in the past. I recently changed to a different API provider (Cunningham, aka C

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  •  傲寒
    傲寒 (楼主)
    2021-01-23 21:09

    (edit -- I have turned off the data dictionary in the config file -- could it have anything to do with that?)

    Yep, that's exactly the problem.

    Without the DD, your engine doesn't know when a repeating group ends or begins. As far as it's concerned, there's no such thing as repeating groups.

    You need a DD, and you need to make sure it matches your counterparty's message and field set. If they've added custom fields or messages, you need to make sure your DD reflects that.

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