Thread: Re: [Quickfix-developers] UseDataDictionary and repeating groups
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From: Alvin W. <AW...@FF...> - 2005-08-02 15:03:58
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Why is the order of the fields in a repeating groups important?
Joerg Thoennes <Joe...@ma...>
Sent by: qui...@li...
08/02/2005 10:37 AM
=20
To: Alvin Wang <AW...@FF...>
cc: qui...@li...,=20
qui...@li...
bcc:=20
Subject: Re: [Quickfix-developers] UseDataDictionary and rep=
eating groups
QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/ind=
ex.html
QuickFIX Support: http://www.quickfixengine.org/services.html
Alvin Wang wrote:
> Hi, I just wonder why UseDataDictionary has to be set as Y in order to=20
use=20
> repeating groups? This is not very convenient...
To parse repeating groups correctly, the order of fields is important.=20
Without a data=20
dictionary, QF does not know anything about the field order.
Cheers, J=F6rg
--=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
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From: Alvin W. <AW...@FF...> - 2005-08-02 15:07:59
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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 <wil...@oc...>
08/02/2005 11:03 AM
To: Alvin Wang <AW...@FF...>
cc: qui...@li...,
qui...@li...
bcc:
Subject: Re: [Quickfix-developers] UseDataDictionary and repeating groups
Hi Alvin,
Alvin Wang wrote:
Hi, I just wonder why UseDataDictionary has to be set as Y in order to use
repeating groups? This is not very convenient...
Just out of curiosity, why is it inconvenient? Are you haveing other
problems because the dictionary is being used?
Dale
Thanks
--
-----------------------------------------------------
Dale Wilson, Senior Software Engineer
Object Computing, Inc. (OCI)
http://www.ociweb.com/ http://www.theaceorb.com/
----------------------------------------------------
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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/ ---------------------------------------------------- |
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From: Oren M. <or...@qu...> - 2005-08-02 15:54:52
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Dale explained the technical reason why the first field must be in =20 order. The main reason the rest of them must be in order is because =20 the specification requires it: "Message Format ... 4. Fields within repeating data groups must be specified in the order =20= that the fields are specified in the message definition within the FIX specification =20 document. The NoXXX field where XXX is the field being counted specifies the number of =20 repeating group instances that must immediately precede the repeating group contents. ..." On Aug 2, 2005, at 9:31 PM, Alvin Wang wrote: > > Why is the order of the fields in a repeating groups important? > > > > Joerg Thoennes <Joe...@ma...> > Sent by: qui...@li... > 08/02/2005 10:37 AM > > > To: Alvin Wang <AW...@FF...> > cc: qui...@li..., =20 > qui...@li... > bcc: > Subject: Re: [Quickfix-developers] UseDataDictionary =20= > and repeating groups > > > > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/=20 > html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > Alvin Wang wrote: > > Hi, I just wonder why UseDataDictionary has to be set as Y in =20 > order to use > > repeating groups? This is not very convenient... > > To parse repeating groups correctly, the order of fields is =20 > important. Without a data > dictionary, QF does not know anything about the field order. > > Cheers, J=F6rg > > --=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 > > > ------------------------------------------------------- > SF.Net email is sponsored by: Discover Easy Linux Migration Strategies > from IBM. Find simple to follow Roadmaps, straightforward articles, > informative Webcasts and more! Get everything you need to get up to > speed, fast. http://ads.osdn.com/?ad_id=3D7477&alloc_id=3D16492&op=3Dcli= ck > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > > > **********************************************************************=20= > This e-mail message is intended solely for the use of the =20 > addressee. The message may contain information that is privileged =20 > and confidential. Disclosure to anyone other than the intended =20 > recipient is prohibited. If you are not the intended recipient, =20 > please do not disseminate, distribute or copy this communication, =20 > by e-mail or otherwise. Instead, please notify us immediately by =20 > return e-mail (including the original message with your reply) and =20 > then delete and discard all copies of the message. We have taken =20 > precautions to minimize the risk of transmitting software viruses =20 > but nevertheless advise you to carry out your own virus checks on =20 > any attachment to this message. We accept no liability for any loss =20= > or damage caused by software viruses. =20 > ********************************************************************** |
