QuickFIX交易对手DataDictionary无效类型异常 [英] QuickFIX counterparty DataDictionary gieves invalid type exception

问题描述

我正在用C＃开发一个FIX4.4消息传递应用程序，并尝试使用交易对手提供的数据字典。在项目中，我将QuickFIX用作库，并且使用库中提供的原始字典（FIX44.xml）时，一切正常。

I am developing a FIX4.4 messaging application in C# and trying to use a counterparty provided data dictionary. In the project I use QuickFIX as a library, and when using the original dictionary provided within the library (FIX44.xml) everything works fine.

但是，使用此类字典会导致根据交易对手的说法，某些拒绝在我切换到自己的数据字典后应该消失。

However, using such dictionary causes some rejections which, according to the counterparty, should disappear once I switch to their own data dictionary.

现在，当我这样做时，我得到了以下类型的'QuickFix .DictionaryParseException'：

Now, when I do that I get the following exception of type 'QuickFix.DictionaryParseException':

"invalid type: TENOR"

下面是我的配置文件，如果可能会帮助...

Below is my config file, if it might help...

[DEFAULT]
ConnectionType=initiator
ReconnectInterval=20
FileStorePath=store
FileLogPath=log
StartTime=07:00:00
EndTime=00:00:00
UseDataDictionary=Y
ValidateFieldsHaveValues=N
ValidateFieldsOutOfOrder=N
ValidateUserDefinedFields=N
AllowUnknownMsgFields=Y
# DataDictionary=P:\...\FixSource\bin\spec\fix\FIX44.xml
#HttpAcceptPort=0000

[SESSION]
# inherit ConnectionType, ReconnectInterval and SenderCompID from default
BeginString=FIX.4.4
ResetOnLogon=Y
SenderCompID=MyID
TargetCompID=MyCPID
SocketConnectHost=xxx
# SocketConnectHost=yyy
SocketConnectPort=000
HeartBtInt=30 
DataDictionary=P:\...\MyCounterpartyDataDictionary.xml

此外，在DD xml中导致问题的行如下：

Also, the line that causes the issue in the DD xml is the following:

<field number="6215" name="Tenor" type="TENOR"/>

另外两行给出相同异常类型的结果是：

and another two lines that give the same exception type turned out to be:

<field number="41135" name="OptionExerciseLatestTime" type="LOCALMKTTIME"/>
<field number="41510" name="LegOptionExerciseLatestTime" type="LOCALMKTTIME"/>

非常感谢您的帮助，

GPP

推荐答案

显然，快速而又肮脏的解决方案是Grant提出的解决方案，即使用字符串类型，它可以工作。谢谢你。

Apparently the quick and dirty solution is the one suggested by Grant i.e. using the string type, it works. Thanks for that.

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