Thread: [Quickfix-developers] enum values for Product field 460
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From: John M. <jo...@tr...> - 2004-08-29 00:30:44
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QF's FIX44.xml file lists only 9 enumerated values for the Product field (tag 460). However, the 4.4 spec and FIXimate lists 13. The differences are the following values: 10 = MORTGAGE 11 = MUNICIPAL 12 = OTHER 13 = FINANCING Have these values been deprecated in the 4.4 spec or is QF's FIX44.xml file not up-to-date? Thanks in advance, John Messmer |
From: James W. <wi...@wi...> - 2004-08-29 20:36:44
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Folks, I'm working with the FIX44.xml specification document off the QuickFIX site and I've spotted what seem like discrepancies between it and the FIX4.4 spec at fixprotocol.org. The MDEntryRefID "group" under MarketDataIncrementalRefresh doesn't appear to jibe with what is defined in the fixprotocol.org FIXIimate documentation. Is this a "group" that isn't a repeating group, but just an organizational convenience? There is no "NoMDEntryRefID" defined in FIXimate to indicate that MDEntryRefID is a repeating group. FIXimate defines it as a string field. What's up, here? Secondly, the FIX header clearly specifies a field "NoHops" to indicate the number of "HopCompID" groups, but FIX44.xml has: ... <field name="LastMsgSeqNumProcessed" required="N" /> <group name="HopCompID" required="N"> <field name="HopCompID" required="N" /> <field name="HopSendingTime" required="N" /> <field name="HopRefID" required="N" /> </group> </header> ... A typo? Or is this deliberate? Shouldn't it be instead: ... <field name="LastMsgSeqNumProcessed" required="N" /> <group name="NoHops" required="N"> <field name="HopCompID" required="N" /> <field name="HopSendingTime" required="N" /> <field name="HopRefID" required="N" /> </group> </header> ... Finally, the "News" message type defines the group number field for "Text" as "NoLinesOfText" but FIX44.xml contains: ... <group name="LinesOfText" required="Y"> <field name="Text" required="Y" /> <field name="EncodedTextLen" required="N" /> <field name="EncodedText" required="N" /> </group> ... So, shouldn't it be: ... <group name="NoLinesOfText" required="Y"> <field name="Text" required="Y" /> <field name="EncodedTextLen" required="N" /> <field name="EncodedText" required="N" /> </group> ... That said, I've gotten an enormous amount of benefit from these spec files and want to send profuse thanks to whomever built them and then made them available! regards, Jim Wiggs |
From: Oren M. <or...@qu...> - 2004-08-30 03:51:39
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The first two are probably issues with the parsing. Instead of making it easier, the FPL has made it much more difficult to create a data dictionary. Back in FIX.4.2 the entire spec was available in one html file. Not ideal but relatively easy to parse. In the past two releases however they have only released the spec as 7 Word documents. This makes parsing difficult, particularly since these documents are seemingly created by hand and there isn't perfect consistency in how things are laid out. We tried to account for all of the exceptions, but some slip by. So we just try to fix them as they are reported. As for the LinesOfText, well, Fiximate lists it as NoLinesOfText, while the official FIX 4.4 specification document lists it as LinesOfText. Since the document is supposed to define the standard, that's what we go with (even through NoLinesOfText is what it really should be if you go by the naming convention). A bit worrisome since it appears someone is keeping two versions of the spec. I think it is likely due to a transition the FPL is going through. I'm told that the spec is now being kept in an Access database, so hopefully future versions will be generated off of this database. --oren On Aug 29, 2004, at 3:36 PM, James Wiggs wrote: > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX FAQ: > http://www.quickfixengine.org/wikifix/index.php?QuickFixFAQ > QuickFIX Support: http://www.quickfixengine.org/services.html > > > Folks, > > I'm working with the FIX44.xml specification document off the > QuickFIX site and I've spotted what seem like discrepancies between > it and the FIX4.4 spec at fixprotocol.org. The MDEntryRefID "group" > under MarketDataIncrementalRefresh doesn't appear to jibe with what > is defined in the fixprotocol.org FIXIimate documentation. Is this > a "group" that isn't a repeating group, but just an organizational > convenience? There is no "NoMDEntryRefID" defined in FIXimate to > indicate that MDEntryRefID is a repeating group. FIXimate defines > it as a string field. What's up, here? > > Secondly, the FIX header clearly specifies a field "NoHops" to > indicate the number of "HopCompID" groups, but FIX44.xml has: > ... > <field name="LastMsgSeqNumProcessed" required="N" /> > <group name="HopCompID" required="N"> > <field name="HopCompID" required="N" /> > <field name="HopSendingTime" required="N" /> > <field name="HopRefID" required="N" /> > </group> > </header> > ... > A typo? Or is this deliberate? Shouldn't it be instead: > ... > <field name="LastMsgSeqNumProcessed" required="N" /> > <group name="NoHops" required="N"> > <field name="HopCompID" required="N" /> > <field name="HopSendingTime" required="N" /> > <field name="HopRefID" required="N" /> > </group> > </header> > ... > > Finally, the "News" message type defines the group number field > for "Text" as "NoLinesOfText" but FIX44.xml contains: > ... > <group name="LinesOfText" required="Y"> > <field name="Text" required="Y" /> > <field name="EncodedTextLen" required="N" /> > <field name="EncodedText" required="N" /> > </group> > ... > So, shouldn't it be: > ... > <group name="NoLinesOfText" required="Y"> > <field name="Text" required="Y" /> > <field name="EncodedTextLen" required="N" /> > <field name="EncodedText" required="N" /> > </group> > ... > > That said, I've gotten an enormous amount of benefit from these > spec files and want to send profuse thanks to whomever built them > and then made them available! > > regards, > Jim Wiggs > > > > ------------------------------------------------------- > This SF.Net email is sponsored by BEA Weblogic Workshop > FREE Java Enterprise J2EE developer tools! > Get your free copy of BEA WebLogic Workshop 8.1 today. > http://ads.osdn.com/?ad_id=5047&alloc_id=10808&op=click > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > |
From: Caleb E. <cal...@gm...> - 2004-08-30 11:59:26
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On Sun, 29 Aug 2004 22:51:24 -0500, Oren Miller <or...@qu...> wrote: > I'm told that the spec is now being kept in an Access database Wow. Thats scary. -- Caleb Epstein cal...@gm... |
From: John M. <jo...@tr...> - 2004-08-30 13:35:27
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You're right... that's very scary. Has anyone suggested that the FIX repository be maintained in a non-MS based d-base? I've noticed the strong MS base among the FIX folks. We non-MS folks need to be heard among the FIX community. IMHO, The very idea of the official FIX spec being distributed in a Word doc versus an XML file format is insane! So what does that tell us? John On Mon, 2004-08-30 at 07:59, Caleb Epstein wrote: > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX FAQ: http://www.quickfixengine.org/wikifix/index.php?QuickFixFAQ > QuickFIX Support: http://www.quickfixengine.org/services.html > > On Sun, 29 Aug 2004 22:51:24 -0500, Oren Miller <or...@qu...> wrote: > > > I'm told that the spec is now being kept in an Access database > > Wow. Thats scary. |
From: Oren M. <or...@qu...> - 2004-08-30 16:05:08
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It's something that has been discussed, and for a short time there was even some discussion of using some variation of the QuickFIX xml format, but I think they wanted to go their own way. Frankly I could care less if they put it together with an Access database, as long as they generate XML files. In any case, I'd be more than happy to donate a process that will convert their database into a mysql database. As long as the spec is distributed in a machine readable format, we can do with it what we will. --oren On Aug 30, 2004, at 8:35 AM, John Messmer wrote: > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX FAQ: > http://www.quickfixengine.org/wikifix/index.php?QuickFixFAQ > QuickFIX Support: http://www.quickfixengine.org/services.html > > You're right... that's very scary. Has anyone suggested that the FIX > repository be maintained in a non-MS based d-base? I've noticed the > strong MS base among the FIX folks. We non-MS folks need to be heard > among the FIX community. > > IMHO, The very idea of the official FIX spec being distributed in a > Word > doc versus an XML file format is insane! So what does that tell us? > > John > > On Mon, 2004-08-30 at 07:59, Caleb Epstein wrote: >> QuickFIX Documentation: >> http://www.quickfixengine.org/quickfix/doc/html/index.html >> QuickFIX FAQ: >> http://www.quickfixengine.org/wikifix/index.php?QuickFixFAQ >> QuickFIX Support: http://www.quickfixengine.org/services.html >> >> On Sun, 29 Aug 2004 22:51:24 -0500, Oren Miller >> <or...@qu...> wrote: >> >>> I'm told that the spec is now being kept in an Access database >> >> Wow. Thats scary. > > > ------------------------------------------------------- > This SF.Net email is sponsored by BEA Weblogic Workshop > FREE Java Enterprise J2EE developer tools! > Get your free copy of BEA WebLogic Workshop 8.1 today. > http://ads.osdn.com/?ad_id=5047&alloc_id=10808&op=click > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > |