I'm trying to subscribe to market data with the below code but an exception raised with "Invalid Field Added". I also set DeliverToCompID to "Y" in the FIX43.xml file. I can't understand why? What should I do?
BULL::MarketDataRequest *mdreq(new BULL::MarketDataRequest);
*mdreq += new BULL::MDReqID(mdReqIDstr);
*mdreq += new BULL::SubscriptionRequestType('1');
*mdreq += new BULL::MarketDepth(1);
*mdreq += new BULL::MDUpdateType(0);
*mdreq += new BULL::NoMDEntryTypes(2);
*mdreq += new BULL::DeliverToCompID("BRKF"); // --> Invalid Field Added