[Quickfix-developers] Absence of Symbol in FIX44::NewOrderSingle constructor

[K. F. <kfr...@gm...>]

Hello List!

The constructor for FIX44::NewOrderSingle:

    NewOrderSingle(
      const FIX::ClOrdID& aClOrdID,
      const FIX::Side& aSide,
      const FIX::TransactTime& aTransactTime,
      const FIX::OrdType& aOrdType )

takes fewer arguments than that for FIX42::NewOrderSingle:

    NewOrderSingle(
      const FIX::ClOrdID& aClOrdID,
      const FIX::HandlInst& aHandlInst,
      const FIX::Symbol& aSymbol,
      const FIX::Side& aSide,
      const FIX::TransactTime& aTransactTime,
      const FIX::OrdType& aOrdType )

in particular, not including the Symbol, even though the instrument to
be traded is a required field.

I'm guessing this has something to do with the FIX 4.2 required field:

   <field name='Symbol' required='Y' />

being replaced with the FIX 4.4 required component:

   <component name='Instrument' required='Y' />

I have two questions:

First, what is going on here?

Second, what is the "right" way to construct a FIX44::NewOrderSingle?

I have been calling the shorter constructor:

  FIX44::NewOrderSingle order (/* doesn't include Symbol */ );
  order.set (FIX::Symbol (mySymbol));

This works, but it seems like I am mixing styles, using both a
constructor and setters.

Is this construct / set approach the cleanest way to go?

(The same issue applies to other messages, but NewOrderSingle
is a typical example.)

Thanks for any insight.


K. Frank