Re: [Quickfix-users] [Quickfix-developers] Adding Custom Fields to NewOrderSinglemessage (FIX4.2)
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From: Eranga S. <pe...@ri...> - 2006-11-06 10:02:30
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http://www.quickfixengine.org/quickfix/doc/html/user_defined.html This is the place to find answer Eranga _____ From: Nick Volpe [mailto:ni...@ad...] Sent: Monday, November 06, 2006 3:25 PM To: Eranga Samararathna Subject: RE: [Quickfix-developers] Adding Custom Fields to NewOrderSinglemessage (FIX4.2) Thanks. Am I correct in assuming therefore that I don't need to re-generate the java source code after I've modified the XML file since I am sending NewOrderSingle messages but not receiving them? If I don't generate the java source code and recompile QuickFIX then how do I create a NewOrderSingle with these fields?? Nicholas Volpe Treasury Department Abu Dhabi Investment Authority Extension: 2511 Telephone: +971 2 613 2511 Mobile: +971 50 592 8047 Email: <mailto:ni...@ad...> ni...@ad... "Eranga Samararathna" <pe...@ri...> 06/11/2006 13:25 To Nick Volpe/Treasury/ADIA/ae@ADIA cc Subject RE: [Quickfix-developers] Adding Custom Fields to NewOrderSinglemessage (FIX4.2) Hi, The fields mention you have not included in FIX4.2. So what you need to do is add those tags to 4.2 spec. (FIX42.xml) probably you can find this file inside your spec folder. Nik you don't need to modify QF code. Once you added those fields to 4.2 spec you can simply use it. If your counterparty not cares about these tags then define following line in their session config file. [SESSION] BeginString=FIX.4.2 SenderCompID=BKK TargetCompID=AX1 DataDictionary=../spec/FIX42.xml ValidateUserDefinedFields=N BR, Eranga _____ From: qui...@li... [mailto:qui...@li...] On Behalf Of Nick Volpe Sent: Monday, November 06, 2006 2:42 PM To: qui...@li... Subject: [Quickfix-developers] Adding Custom Fields to NewOrderSinglemessage (FIX4.2) I'm using QuickFIX 1.11.0 for Java and have a question related to adding custom fields to the FIX4.2 NewOrderSingle message, to enable me to send multi-leg orders to my counterparty. These fields exist in FIX4.4. Repeating Group Name Field Number NoLegs 555 Repeating Group Member Field Number LegSymbol 600 LegCFICode 608 LegMaturityMonthYear 610 LegRatioQty 623 LegSide 624 Do I simply need to add these fields to the Data Dictionary in order to be able to send NewOrderSingle messages with, or without, these new fields? Or do I need to modify the QuickFix code in some way? I guess I'm after the safest way to be able to send messages that may or may not have these fields defined during a particular fix session with our counterparty. Thanks. Nik **************************************************************************** ********************************** This email and any files transmitted with it are confidential and intended solely for the use of the individual or entity to whom they are addressed. Any unauthorized use of the information contained in this email or its attachments is prohibited. If this email is received in error, please contact the sender and delete the material from your computer systems. Do not use, copy, or disclose the contents of this email or any attachments. Abu Dhabi Investment Authority (ADIA) accepts no responsibility for the content of this email to the extent that the same consists of statements and opinions made which are the senders own and not made on behalf of ADIA. Nor does ADIA accept any liability for any errors or omissions in the content of this email caused by electronic and technical failures. Although ADIA has taken reasonable precautions to ensure that no viruses are present in this email, ADIA accepts no responsibility for any loss or damage arising from the use of this email or its attachments. **************************************************************************** ********************************** |