Re: [Quickfix-developers] UseDataDictionary and repeating groups
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From: Dale W. <wil...@oc...> - 2005-08-02 15:44:52
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Hi Alvin, I'd suggest option 2. If you and a counterparty have agreed (if only by decree from the counter party) on an extension to the protocol, adding it to a custom dictionary for that counterparty documents and validates the agreement. In fact the software I work on presently interacts with 5 different exchanges and each of them has it's own dictionary. (Exchanges do like their custom fields ;-} ) Each of these custom dictionaries is an extension of the original FIX42.xml file. On your other question. There is nothing in the message itself that delimits the beginning and ending of a group and the boundaries between group entries other than the knowledge of which tags represent group counts, and which tags MUST appear as the first field within each group entry so without either a dictionary or many, many hard coded magic numbers (shudder) messages containing groups cannot be reliably decoded. Dale Alvin Wang wrote: > > For example, one counterparty has MONEYMARKET as a YieldType(235) > value. But MONEYMARKET is not a standard value. As a result, QF > rejected the msg. What should I do? > 1. Ask the counterparty to change their code for me? > 2. add MONEYMARKET into the dictionary? > 3. not use dictionary at all? > 4. can I have a configuration in QF to escape this? > > Thanks > Alvin > -- ----------------------------------------------------- Dale Wilson, Senior Software Engineer Object Computing, Inc. (OCI) http://www.ociweb.com/ http://www.theaceorb.com/ ---------------------------------------------------- |