Re: [Quickfix-developers] MarketDepth field

[Mike H. <mi...@an...>]

yes, it is an oddity. thanks, i'll remove the enumerations altogether to
get the desired behaviour.

Cheers
Mike



On Tue, 2003-05-06 at 16:21, Oren Miller wrote:
> You should remove those enumerations from the XML.  When enumerations exi=
st, QF treats that as a range.  Anything outside the range is invalid.  Thi=
s field looks like an oddity where it is saying that if the value is 0 or 1=
, it's an enumeration, anything higher is an integer.  Wierd. If you remove=
 the enumerations then any valid integer will be allowed, which is the beha=
vior we want.  You can still do comparisons against MarketDepth.FULL_BOOK a=
nd MarketDepth.TOP_OF_BOOK
> Mike Hepburn <mi...@an...> wrote:Hi all,
>=20
> The FIX::MarketDepth field (264) as used in a Market Data Request
> Message has the following FIX field description:
>=20
> Depth of market for Book Snapshot
> Valid values:
> 0 =3D Full Book
> 1 =3D Top of Book
> N>1 =3D Report best N price tiers of data
>=20
> However the FIX43.xml + FIX42.xml definitions only show two valid
> values:
>=20
>=20
>=20
>=20
>=20
> What should the Data Dictionary Entry look like ? as any value over 1
> gives a 'value out of range for this tag' error.
>=20
> Cheers
> Mike
>=20
> > ATTACHMENT part 2 application/pgp-signature name=3Dsignature.asc=20
>=20
> ---------------------------------
> Do you Yahoo!?
> The New Yahoo! Search - Faster. Easier. Bingo.
--=20
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Mike Hepburn                            Phone:  +44 (0)207 749 7900
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