RE: [Quickfix-developers] Another repeating group problem
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From: Chris P. <Chr...@BT...> - 2003-07-11 12:42:47
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I believe there is another repeating group problem relating to components in DataDictionary.cpp. In the ExecutionReport there is the Parties component, which is a repeating group: <component name="Parties"> <group name="NoPartyIDs" required="N"> <field name="PartyID" required="N" /> <field name="PartyIDSource" required="N" /> <field name="PartyRole" required="N" /> <field name="PartySubID" required="N" /> </group> </component> However an incoming ExecutionReport with a NoPartyIDs repeating group gets rejected on body length; the internal representation of the message only lists one of each field for the Party components, not a group. I don't think the group gets added to the ExecutionReport when DataDictionary processes the component. Chris PS I am using quickfix 1.4 with the previous change merged into DataDictionary. -----Original Message----- From: Oren Miller [mailto:ore...@ya...] Sent: Tuesday, April 15, 2003 4:32 PM To: Chris Patmore; qui...@li... Subject: Re: [Quickfix-developers] Another repeating group problem I've checked in a fix for this. http://cvs.sourceforge.net/cgi-bin/viewcvs.cgi/quickfix/quickfix/src/C%2b%2b /DataDictionary.h.diff?r1=1.10 <http://cvs.sourceforge.net/cgi-bin/viewcvs.cgi/quickfix/quickfix/src/C%2b%2 b/DataDictionary.h.diff?r1=1.10&r2=1.11> &r2=1.11 http://cvs.sourceforge.net/cgi-bin/viewcvs.cgi/quickfix/quickfix/src/C%2b%2b /DataDictionary.cpp.diff?r1=1.14 <http://cvs.sourceforge.net/cgi-bin/viewcvs.cgi/quickfix/quickfix/src/C%2b%2 b/DataDictionary.cpp.diff?r1=1.14&r2=1.15> &r2=1.15 http://cvs.sourceforge.net/cgi-bin/viewcvs.cgi/quickfix/quickfix/src/C%2b%2b /test/DataDictionaryTestCase.cpp.diff?r1=1.7 <http://cvs.sourceforge.net/cgi-bin/viewcvs.cgi/quickfix/quickfix/src/C%2b%2 b/test/DataDictionaryTestCase.cpp.diff?r1=1.7&r2=1.8> &r2=1.8 Chris Patmore <Chr...@BT...> wrote: Using version 1.4.0 I am having problems correctly reading an incoming message with repeating groups. The SecurityList message contains the group: 146 NoRelatedSym N Specifies the number of repeating symbols (instruments) specified --> component block <Instrument> N Insert here the set of "Instrument" (symbology) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" of the requested Security ... it seems that when the spec is read in <http://cvs.sourceforge.net/cgi-bin/viewcvs.cgi/*checkout*/quickfix/quickfix /spec/FIX43.xml?rev=1.7#> - <group name="NoRelatedSym" required="N"> <component name="Instrument" required="N" /> <field name="Currency" required="N" /> ... the first field in the Instrument component <component name="Instrument"> <field name="Symbol" required="Y" /> <field name="SymbolSfx" required="N" /> Symbol, is not taken as being the delimiter, so Currency becomes the delimiter. Chris **************************************************************************** This message is confidential to the sender and addressee, and may contain proprietary or legally privileged information. If you are not the intended recipient, please delete it from your system, destroy any copies, and notify the sender immediately. Opinions stated herein are not necessarily those of BrokerTec. BrokerTec reserves the right to monitor messages that pass through it's networks. BrokerTec Europe Ltd is regulated by FSA. _____ Do you Yahoo!? The New <http://us.rd.yahoo.com/search/mailsig/*http://search.yahoo.com> Yahoo! Search - Faster. Easier. Bingo. **************************************************************************** This message is confidential to the sender and addressee, and may contain proprietary or legally privileged information. If you are not the intended recipient, please delete it from your system, destroy any copies, and notify the sender immediately. Opinions stated herein are not necessarily those of BrokerTec. BrokerTec reserves the right to monitor messages that pass through it's networks. BrokerTec Europe Ltd is regulated by FSA. |