Error when sending message to Bloomberg via QuickFixJ - bloomberg

Question

I'm trying to sending packet type X to Bloomberg via QuickFixJ. I'm able to connect successfully but when I send the packet, I receive an error message :
8=FIXT.1.1^A9=160^A35=X^A34=4^A49=ARHGBETA^A52=20210915-13:16:04.156^A56=BBGBETA^A1022=****^A22=1^A48=BQ4434677^A268=2^A279=0^A269=0^A270=99.00357818603516^A279=0^A269=1^A270=99.01358032226562^A10=060^A
8=FIXT.1.1^A9=253^A35=j^A49=BBGBETA^A56=ARHGBETA^A34=4^A52=20210915-13:16:04.380^A45=4^A372=X^A380=0^A58=Validation failed for incoming X packet:
In mDIncGrp: In groupMDEntries[0]: NULL component instrument_MarketData
In groupMDEntries[1]: NULL component instrument_MarketData
And yet, I don't see how to define the component instrument_MarketData. I'm using the following code to generate the groups:
/**
* Méthode de création d'un nouveau prix pour le publier sur Bloomberg
* #param marketPrice
* */
public MarketDataIncrementalRefresh createMarketDataIncrementalRefresh(MarketPrice marketPrice) {
quickfix.fix50sp2.MarketDataIncrementalRefresh message = new MarketDataIncrementalRefresh();
quickfix.fix50sp2.MarketDataIncrementalRefresh.NoMDEntries group = new MarketDataIncrementalRefresh.NoMDEntries();
message.getHeader().setString(1022, "****");
quickfix.fix50sp2.component.MDIncGrp mdIncGrp = new MDIncGrp();
mdIncGrp.setString(48, marketPrice.getCUSIP());
mdIncGrp.setString(22, "1");
Instrument instrument =new Instrument();
/**
* Ajout prix Bid au message
* */
instrument.setString(279, "0");
instrument.setString(269, "0");
instrument.setString(270, marketPrice.getBid_kech().toString());
group.set(instrument);
mdIncGrp.addGroup(group);
/**
* Ajout prix Ask au message
* */
instrument.setString(279, "0");
instrument.setString(269, "1");
instrument.setString(270, marketPrice.getAsk_kech().toString());
group.set(instrument);
mdIncGrp.addGroup(group);
message.set(mdIncGrp);
return message;
}
What am I doing wrong? Should I define a custom dictionary to be able to send the message or can I do it with the default dictionary?
Many thanks in advance !

Answer 1

You do not need a custom dictionary to send custom messages. Dictionary validation is only done for received messages, so you might need to alter your dictionary to successfully receive the responses sent by your counterparty.
As to your problem: the error sounds as if something is missing in your group regarding the instrument. Looking at your code I think you mix up the group stuff a bit. I posted this link for an earlier question of you: https://www.quickfixj.org/usermanual/2.3.0/usage/repeating_groups.html
I think the important part is that you should add the group to the message like so:
quickfix.fix42.MarketDataSnapshotFullRefresh.NoMDEntries group =
new quickfix.fix42.MarketDataSnapshotFullRefresh.NoMDEntries();
group.set(new MDEntryType('0'));
group.set(new MDEntryPx(12.32));
group.set(new MDEntrySize(100));
group.set(new OrderID("ORDERID"));
message.addGroup(group); // important part
In your code you are adding a group to a group (mdIncGrp.addGroup(group)) and do a message.set(mdIncGrp) where you really should use addGroup(). Because of this the 48/SecurityID field does not end up in the MDIncGrp but the root message.
8=FIXT.1.1^....removed...^A22=1^A48=BQ4434677^A268=2^A279=0^A269=0^A270=99.00357818603516^A279=0^A269=1^A270=99.01358032226562^A10=060^A
^^^ 48 is here where it should really
be in each of these groups starting with delimiter tag 279