Re: [Quickfix-developers] order of tags

[Caleb E. <cal...@gm...>]

On 12/6/05, Alvin Wang <AW...@ff...> wrote:
>
> I wonder how the order of tags in a message is determined. It seems that
> it is not the same order that code sets the tags. If that is the case, ho=
w
> can I guarantee that all the tags belong to the same component block (suc=
h
> as Instrument component block) are put together in a message?
>
I don't think there is any requirement that tags of a particular component
be grouped together.  The tag ordering rules as implemented in QuickFIX are
as below:

   - In the header, tags BeginString, BodyLength and MsgType appear first
   and in that order.  Other header fields appear in numeric order.
   - In the body, fields appear in numeric order except for the case of
   repeating groups.  Fields in a repeating group appear in the order defin=
ed
   by the Data Dictionary.
   - In the trailer, CheckSum must appear LAST.  Other fields (Signature,
   SignatureLength) appear in numerical order.

Here's a quote from the FIX 4.4 spec:

Message Format

The general format of a FIX message is a standard header followed by the
message body fields and terminated with a standard trailer.   **

Each message is constructed of a stream of  <tag>=3D<value> fields with a
field delimiter between fields in the stream.  Tags are of data type *TagNu=
m.
* *All tags must have a value specified.  Optional fields without values
should simply not be specified in the FIX message.  A Reject message is the
appropriate response to a tag with no value.*

*Except where noted, fields within a message can be defined in any sequence
(Relative position of a field within a message is inconsequential.) The
exceptions to this rule are:*

*1.       **General message format is composed of the standard header
followed by the body followed by the standard trailer.*

*2.       **The first three fields in the standard header are BeginString
(tag #8) followed by BodyLength (tag #9) followed by MsgType (tag #35).*

*3.       **The last field in the standard trailer is the CheckSum (tag
#10).*

*4.       **Fields within repeating data groups must be specified in the
order that the fields are specified in the message definition within the FI=
X
specification document.  The NoXXX field where XXX is the field being
counted specifies the number of repeating group instances that must
immediately precede the repeating group contents. *

*5.       **A tag number (field) should only appear in a message once. If i=
t
appears more than once in the message it should be considered an error with
the specification document. The error should be pointed out to the FIX
Global Technical Committee.*


--
Caleb Epstein
caleb dot epstein at gmail dot com