RE: [Quickfix-developers] tag 11 format restrictions and new clordid in cxl and repl msg
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From: Narayan, A. <Arv...@le...> - 2005-02-10 16:31:40
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AFAIK, you have to populate all field data yourself. The only exceptions that I know of are: =20 MsgSeqNum SendingTime TransactTime=20 SenderCompID TargetCompID =20 The sequence number is managed by the engine. SendingTime and TransactTime are set on creation SenderCompID and TargetCompID are in the session file =20 Some other fields can have default values. (See the configuration section of the QuickFix manual) =20 all orderid type stuff is managed by the application.=20 =20 Ideally, you provide a FIX interface to your clients, and substitute =66ields where necessary so the exchange is happy. =20 =20 -----Original Message----- From: qui...@li... [mailto:qui...@li...] On Behalf Of Asim Sent: Thursday, February 10, 2005 9:27 AM To: qui...@li... Subject: [Quickfix-developers] tag 11 format restrictions and new clordid in cxl and repl msg =09 =09 Hi all - my first post here, Just started looking into q.fix. =20 While using quickfix API, all the orderids set has to be maintained by the application=3F Or the api can do that as well =3F ya know..clorder, orderid, origclorderid...in cxls and cxl replace messages, Also some firms have diff requirement in cxl messages....like they never want a new clorderid in cxl message and no new clorderid in cxl/replace msg allowed while reducing quantity, Looks like violating =66ix rules=3F Another prob is some firms restrict the client sides to =66ormat their clorder like yyyymmdd-999, whereas others leave it on order sending firm's discretion. So I was wondering if quickfix has the capability to cope with these variant requirements=3F =20 Please help! =20 Thanks, Asim =20 ---------------------------------------------------------------------------= --- This message is intended only for the personal and confidential use of the = designated recipient(s) named above. If you are not the intended recipient= = of this message you are hereby notified that any review, dissemination, = distribution or copying of this message is strictly prohibited. This = communication is for information purposes only and should not be regarded a= s= an offer to sell or as a solicitation of an offer to buy any financial = product, an official confirmation of any transaction, or as an official = statement of Lehman Brothers. Email transmission cannot be guaranteed to b= e= secure or error-free. Therefore, we do not represent that this informatio= n= is complete or accurate and it should not be relied upon as such. All = information is subject to change without notice. |