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

[Narayan, A. <Arv...@le...>]

Thanks.

TransactTime I believe is type UTCTimeStamp, which upon instantiation, =
populates itself with the current time. Ie if an object has field =
transacttime, that value does not need to be set explicitly by the =
application. It is set when the object is created.

I was not clear about the difference between setting fields and setting =
values to fields.

-> Yes, at the moment this is the case. But it could be a good=20
-> idea to have some more support=20
-> to ease application level programming.

What did you have in mind=3F This would indeed be powerful functionality if=
 =
done correctly.

-> -----Original Message-----
-> From: Joerg Thoennes [mailto:Joe...@ma...]=20
-> Sent: Thursday, February 10, 2005 11:53 AM
-> To: Narayan, Arvind
-> Cc: Asim; qui...@li...
-> Subject: Re: [Quickfix-developers] tag 11 format=20
-> restrictions and new clordid in cxl and repl msg
->=20
->=20
-> Narayan, Arvind wrote:
-> > AFAIK, you have to populate all field data yourself. The only=20
-> > exceptions that I know of are:
-> > =20
-> > MsgSeqNum
-> > SendingTime
-> > TransactTime
->=20
-> Sorry to correct you, but TransactTime is part of the body=20
-> of some application level=20
-> messages, so you should set it yourself.
->=20
-> > SenderCompID
-> > TargetCompID
->=20
-> QuickFIX handles all required header and trailer fields,=20
-> which also include
->=20
-> MsgType, MsgSeqNo, (PossDupFlag, OrigSendingTime for resent=20
-> messages) and CheckSum for the trailer
->=20
-> You may add further header fields in the toApp() callback=20
-> for application level messages.
->=20
-> In addition, QuickFIX handles all 7 administrative messages for you:
->=20
-> 	Heartbeat, TestRequest, ResendRequest, Reject,=20
-> SequenceReset, Logon, Logout
->=20
-> > The sequence number is managed by the engine.
-> > SendingTime and TransactTime are set on creation
->=20
-> Only SendingTime is inserted just before QuickFIX puts the=20
-> message on the wire.
->=20
-> > SenderCompID and TargetCompID are in the session file
-> > =20
-> > Some other fields can have default values. (See the configuration=20
-> > section of the QuickFix manual)
-> > =20
-> > all orderid type stuff is managed by the application.
->=20
-> Yes, at the moment this is the case. But it could be a good=20
-> idea to have some more support=20
-> to ease application level programming.
->=20
-> > Ideally, you provide a FIX interface to your clients, and=20
-> substitute=20
-> > fields where necessary so the exchange is happy.
->=20
-> Cheers, J=F6rg
->=20
-> > 	-----Original Message-----
-> > 	From: qui...@li...
-> > [mailto:qui...@li...]=20
-> On Behalf Of=20
-> > Asim
-> > 	Sent: Thursday, February 10, 2005 9:27 AM
-> > 	To: qui...@li...
-> > 	Subject: [Quickfix-developers] tag 11 format=20
-> restrictions and new=20
-> > 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=20
-> be maintained=20
-> > by the application=3F Or the api can do that as well =3F ya=20
-> know..clorder,=20
-> > 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=20
-> clorderid in
-> > cxl/replace msg allowed while reducing quantity, Looks=20
-> like violating
-> > fix rules=3F Another prob is some firms restrict the client sides to
-> > format their clorder like yyyymmdd-999, whereas others=20
-> 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
-> >=20
-> >=20
-> -------------------------------------------------------------
-> ---------
-> > --------
-> > This message is intended only for the personal and=20
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->  If you are not the intended recipient of this message you=20
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-> >=20
->=20
->=20
-> --=20
-> Joerg Thoennes
->                                 http://macd.com
-> Tel.: +49 (0)241 44597-24      Macdonald Associates GmbH
-> Fax : +49 (0)241 44597-10      Lothringer Str. 52, D-52070 Aachen
->=20
->=20
->=20

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 is complete or accurate and it should not be relied upon as such.  All =
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