QuickFIX/J Error value out of range for this tag

Question

I've implemented a Java program that uses QuickFIX/J (version 1.6.0). It gets a FIX message (execution report) from the counterparty with the repeating group NoPartyIDs (Tag 453) with following the values

(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:

My program sends automatically an reject message with

(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:

Now, I am asking me, why my program reacts this way when it received the FIX message. Because the values of the message regarding tag 452 PartyRole are not out of range (look here for the documentation), or?!

The source file of the QuickFix/J implementation also should know these values.. Here the source:

/* 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] 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);
    }

}

Maybe you had a similiar problem or you see my fallacy..

Thank you for your help dudes!!!

Answer 1

There is a field PartyRole=66 in the ExecutionReport, which is not a valid value for the PartyRole in FIX 4.4 (your reject message has 8=FIX.4.4). The documentation link you post is for FIX 5.0 SP2.

If your counterparty is sending PartyRole values that are not supported in FIX 4.4, you might consider creating a separate Data Dictionary to support them for this particular counterparty.