Re: [Quickfix-developers] tag 11 format restrictions and new clordid in cxl and repl msg

[Joerg T. <Joe...@ma...>]

Narayan, Arvind wrote:
> AFAIK, you have to populate all field data yourself. The only exceptions
> that I know of are:
>  
> MsgSeqNum
> SendingTime
> TransactTime 

Sorry to correct you, but TransactTime is part of the body of some application level 
messages, so you should set it yourself.

> SenderCompID
> TargetCompID

QuickFIX handles all required header and trailer fields, which also include

MsgType, MsgSeqNo, (PossDupFlag, OrigSendingTime for resent messages) and
CheckSum for the trailer

You may add further header fields in the toApp() callback for application level messages.

In addition, QuickFIX handles all 7 administrative messages for you:

	Heartbeat, TestRequest, ResendRequest, Reject, SequenceReset, Logon, Logout

> The sequence number is managed by the engine.
> SendingTime and TransactTime are set on creation

Only SendingTime is inserted just before QuickFIX puts the message on the wire.

> SenderCompID and TargetCompID are in the session file
>  
> Some other fields can have default values. (See the configuration
> section of the QuickFix manual)
>  
> all orderid type stuff is managed by the application. 

Yes, at the moment this is the case. But it could be a good idea to have some more support 
to ease application level programming.

> Ideally, you provide a FIX interface to your clients, and substitute
> fields where necessary so the exchange is happy.

Cheers, Jörg

> 	-----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
> 	
> 	
> 	Hi all - my first post here, Just started looking into q.fix.
> 	 
> 	While using quickfix API, all the orderids set has to be
> maintained by the application? Or the api can do that as well ? 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
> fix rules? Another prob is some firms restrict the client sides to
> format 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?
> 	 
> 	Please help!
> 	 
> 	Thanks,
> 	Asim
> 	 
> 
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