Re: [Quickfix-developers] QuickFix
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From: Caleb E. <cal...@gm...> - 2005-06-10 15:40:09
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On 6/10/05, Andrei Goldchleger <an...@gm...> wrote: > I am currently evaluating several options for adding FIX support to a > large electronic trading system. We need that the solution adheres to > the complete FIX specification as much as possible. From my initial > evaluation, I believe that QuickFix implements all of the > "traditional"(everything but FixML) FIX protocol, including both > business messages (described in Vols 3-5) and the session protocol > (Vol 2). Am I right on this one? If I am wrong, can you point any part Yes. > of the specification (even if minor) which is not implemented by the > current QuickFix version? What about built-in encription, is it > supported? It isn't (see a post from earlier today on this same subject). > Afer reading the documentation, I could not find any reference to > FixML support. I know that this is normally considered "extra", but it > will be nice to know if it is supported. Short answer: It isn't. Longer answer: There is a method in the QuickFIX Message class to "render" it as XML based on an XML Data Dictionary. However, the tag names in FIXML diverge from those in the FIX spec (why, in the name of all that is holy did they do that?) so the output generated using the default Data Dictionary files is not FIXML. I suspect you could whip up a Data Dictionary that used the FIXML names and be able to generate mostly FIXML-compliant messages. But I'm sure there will be other gotchas (e.g. should attributes be used, or nested text elements) that come up. --=20 Caleb Epstein caleb dot epstein at gmail dot com |