Re: [Quickfix-developers] Order Type value (Market on close)
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From: Oren M. <ore...@ya...> - 2003-12-10 20:51:26
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The deprecation process is a little kooky and somewhat manual. When whole fields are deprecated it is pretty easy because we just move the whole field to a deprecated file and old versions continue to use it happily. What we currently don't handle so well is the deprecation of some enumeration values within an otherwise currently useful field. The problem lies in the fact the the fields are generated off of the most current XML, in this case 4.4. These situations are so far pretty rare, although they have become more common with the release of 4.4. What we may have to do is update the field generator to use all available data dictionaries for all supported versions, which will contain a union of supported enumerations. Other options are to create versions of each field in different versioned namespaces like we do with messages, but would personally like to avoid that kind of bloat if possible. Another possibility would be to have separate enumeration groups for each version so we would do things like OrdType_42_MARKET_ON_CLOSE. I'd definately like to hear suggestions on this as it will probably become a more serious issue with the next FIX release. --- Caleb Epstein <ca...@bk...> wrote: > > On Wed, Dec 10, 2003 at 01:42:58PM -0500, > bal...@ub... wrote: > > > Hi folks, Does someone know why > OrdType_MARKET_ON_CLOSE = '5'; value > > got dropped in newer versions(1.6.0). > > It may be in one of the deprecated headers, but in > FIX 4.4, > market on close is indicated with an OrdType(40) = > MARKET(1) > and TimeInForce(59) = AT_THE_CLOSE(7) > > -- > Caleb Epstein | bklyn . org | This is a scsi > driver, scraes the shit out > cae at | Brooklyn Dust | of me, therefore I > tapdanced and wrote a unix > bklyn dot org | Bunny Mfg. | clone around it (C) > by linus > | | -- Somewhere in the > kernel tree > > > ------------------------------------------------------- > This SF.net email is sponsored by: IBM Linux > Tutorials. > Become an expert in LINUX or just sharpen your > skills. Sign up for IBM's > Free Linux Tutorials. Learn everything from the > bash shell to sys admin. > Click now! > http://ads.osdn.com/?ad_id=1278&alloc_id=3371&op=click > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers __________________________________ Do you Yahoo!? New Yahoo! Photos - easier uploading and sharing. http://photos.yahoo.com/ |