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

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

Hello Grant!

Two follow-up questions

First, could someone give me a quick explanation about the difference
between a "field" and a "component"?  Is this something defined in FIX,
or is it a distinction specific to QuickFIX?

If it's a FIX concept, is it something new to FIX 4.4?

My second question appear in line, below:

On Fri, Feb 15, 2013 at 5:38 PM, Grant Birchmeier
<gbi...@co...> wrote:
> I think you nailed it.  The difference in the data dictionary is
> causing the generator to generate the constructor slightly
> differently.

It's very interesting to me to hear that you use a code generator, that,
I presume, reads the data dictionary.

Am I correct that the source bundle I downloaded, quickfix-1.13.3.zip
(or the nearly identical linux version, quickfix-1.13.3.tar.gz) contains
the output of the code generator, but not the generator itself?

> I think your workaround is the correct way to go.  (To be honest, it's
> probably the only way to go.)

It seems very reasonable, if a little imperfect to use the two-step
construct / set process.

> Of course, if you want to try your hand at extending the generator to
> include required component fields in ctors, I'm sure the patch will be
> welcome :)

I doubt I would have the strength for that, but if I wanted to look into
it, where would I find the generator, and information on how to run the
upstream build process, i.e., the part that builds and runs the generator,
instead of just using its output?

> -Grant

Thanks for helping explain what's going on.


K. Frank


> On Fri, Feb 15, 2013 at 4:15 PM, K. Frank <kfr...@gm...> wrote:
>>
>> 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