Re: [Quickfix-developers] Incorrect group information in FIX4*.xml files?

[<OM...@th...>]

Steve,

Fiximate is a strong possibility but it has some problems.  We actually
originally intended on using it.  It suffers first of all from the problem
of being spread accross many htmlish xml files.  This makes things a little
challenging but not insurmountable.  Unfortunately, their listing of fields
(http://www.fixprotocol.org/specification/xml/fiximate-40/fixtable.xml) is
badly formatted and incomplete.  All versions of fiximate suffer from this
problem except it seems for 4.3.

4.3 has it's own issues however with the introduction of something they
call component blocks.  These are commonly used sets of fields that they
list with links instead of directly within messages.  For examples in
execution report
(http://www.fixprotocol.org/specification/xml/fiximate-43/) they reference
many such component blocks.  It seems to me that a smarter parser that can
traverse links would be required.

I think a good first approach would be to write a preprocessor that will
iterate the files, and produce one concatenated xml file with the component
blocks filled in.  I think once we have that, writing a relatively simple
xsl transform will be possible.

By the way, do you how the fiximate files are created?  I'd hate to go
through all this trouble only to find out that it suffers from similar
problems. (the problems with the fields definitions suggests this may be
the case)

--oren



                                                                                                                                       
                      <sb...@ab...>                                                                                                 
                                               To:       OM...@th...                                                      
                      08/23/2002 02:28         cc:       <qui...@li...>                                   
                      PM                       Subject:  Re: [Quickfix-developers] Incorrect group information in FIX4*.xml files?     
                                                                                                                                       
                                                                                                                                       




----- Original Message -----
From: OM...@th...
> Yeah, it looks like this is a parser error.  We create these XML
> specs off of the original specs, and the way messages and fields are
> represented is very inconsistent all throughout.

Hi Oren,

Yes, I understand the challenges in parsing those documents. I don't
know why the FIX Technical Committee doesn't publish the raw FIX message
definitions as XML files. It would make many software developers' lives
much easier.

Did you consider parsing the "Fiximate" HTML pages instead? They may be
more consistent in structure and they are available for 4.0 through 4.3.

I also noticed that some of the message definitions in the XML files do
not have all the fields described in the specification. In particular,
the ListStatus message (in the FIX4.0 XML file) seems to stop at ClOrdID
although there are several more fields after that one. This may be a
related problem to the previous one (?).

Steve