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
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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.
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