quickfix-developers

[Quickfix-developers] Missing SecurityType

[Warren S. <War...@th...>]

 

 

________________________________

From: Warren Sze 
Sent: Friday, May 02, 2008 10:34 AM
To: 'qui...@li...'
Subject: Missing SecurityType

 

Hi,

 

It looks like quickfix.field.SecurityType class is missing the following
a bunch of enumerated values:

 

   FHA

   FHL

   FN

   GN

   GOVT

   MUNI

   RP

   RVRP

   SL

   USTB

   ZOO

 

The problem's in both self-compiled and binary distributions (this is
for quickfixj 1.3.1).  It seems like only the common values across all
protocols make it in.  I would have assumed it would be a super set of
all of them.

 

The protocol I'm interested in getting correct is 4.2 so I tried to only
build that one by editing the ant scripts but got a bunch of compile
errors.  I was thinking about re-writing the code generators to do a
super set but the code wasn't straight forward.  An inelegant thing I
can do is edit all the data dictionaries to include all SecurityTypes
but I would rather not. 

 

Has anybody else run across this problem?

 

Thanks.

 

 

Warren

 

 

 

Warren Sze
Technical Specialist

Thomson Reuters 

war...@th...
RM: war...@re...

 



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[Quickfix-developers] Missing SecurityType

[Warren S. <War...@th...>]

Hi,

 

It looks like quickfix.field.SecurityType class is missing a bunch of
enumerated values:

 

   FHA

   FHL

   FN

   GN

   GOVT

   MUNI

   RP

   RVRP

   SL

   USTB

   ZOO

 

The problem's in both self-compiled and binary distributions (this is
for quickfixj 1.3.1).  It seems like only the common values across all
protocols make it in.  I would have assumed it would be a super set of
all of them.

 

The protocol I'm interested in getting correct is 4.2 so I tried to only
build that one by editing the ant scripts but got a bunch of compile
errors.  I was thinking about re-writing the code generators to do a
super set but the code wasn't straight forward.  An inelegant thing I
can do is edit all the data dictionaries to include all SecurityTypes
but I would rather not. 

 

Has anybody else run across this problem?

 

Thanks.

 

 

Warren

 

 

Warren Sze
Technical Specialist

Thomson Reuters 

Phone: 646-223-7028

war...@th...
RM: war...@re...

 



This email was sent to you by Thomson Reuters, the global news and information company.
Any views expressed in this message are those of the individual sender, except where the sender specifically states them to be the views of Thomson Reuters.

Re: [Quickfix-developers] Missing SecurityType

[Mike P. <mic...@ya...>]

I think I remember someone mentioning that all you need to do is add it to the 4.4 xml files.

Mike


--- On Mon, 5/5/08, Warren Sze <War...@th...> wrote:

> From: Warren Sze <War...@th...>
> Subject: [Quickfix-developers] Missing SecurityType
> To: qui...@li...
> Date: Monday, May 5, 2008, 9:02 AM
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support:
> http://www.quickfixengine.org/services.html-------------------------------------------------------------------------
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Re: [Quickfix-developers] Missing SecurityType

[Mike G. <mg...@co...>]

You don't need to edit the ant scripts or modify the code generator to 
add enumerated types -- simply edit the data dictionary 
(core/src/main/resources/FIX42.xml) and rebuild.

See http://www.quickfixj.org/quickfixj/usermanual/usage/codegen.html

-- 
Mike Gatny
Connamara Systems, LLC
http://www.connamara.com/

Re: [Quickfix-developers] Missing SecurityType

[Warren S. <War...@th...>]

The first thing I looked at was the 4.2 data dict and it had the missing
values I listed in my original post.  See below.

It looks like the code generator is taking the common values across 4.0
to 4.4.  That's why I tried to do a 4.2 only build.

Any other ideas?

Thanks.

Warren




    <field number="167" name="SecurityType" type="STRING">
      <value enum="BA" description="BANKERS_ACCEPTANCE"/>
      <value enum="CB" description="CONVERTIBLE_BOND"/>
      <value enum="CD" description="CERTIFICATE_OF_DEPOSIT"/>
      <value enum="CMO"
description="COLLATERALIZE_MORTGAGE_OBLIGATION"/>
      <value enum="CORP" description="CORPORATE_BOND"/>
      <value enum="CP" description="COMMERCIAL_PAPER"/>
      <value enum="CPP" description="CORPORATE_PRIVATE_PLACEMENT"/>
      <value enum="CS" description="COMMON_STOCK"/>
      <value enum="FHA" description="FEDERAL_HOUSING_AUTHORITY"/>
      <value enum="FHL" description="FEDERAL_HOME_LOAN"/>
      <value enum="FN"
description="FEDERAL_NATIONAL_MORTGAGE_ASSOCIATION"/>
      <value enum="FOR" description="FOREIGN_EXCHANGE_CONTRACT"/>
      <value enum="FUT" description="FUTURE"/>
      <value enum="GN"
description="GOVERNMENT_NATIONAL_MORTGAGE_ASSOCIATION"/>
      <value enum="GOVT"
description="TREASURIES_PLUS_AGENCY_DEBENTURE"/>
      <value enum="MF" description="MUTUAL_FUND"/>
      <value enum="MIO" description="MORTGAGE_INTEREST_ONLY"/>
      <value enum="MPO" description="MORTGAGE_PRINCIPAL_ONLY"/>
      <value enum="MPP" description="MORTGAGE_PRIVATE_PLACEMENT"/>
      <value enum="MPT" description="MISCELLANEOUS_PASSTHRU"/>
      <value enum="MUNI" description="MUNICIPAL_BOND"/>
      <value enum="NONE" description="NO_ISITC_SECURITY_TYPE"/>
      <value enum="OPT" description="OPTION"/>
      <value enum="PS" description="PREFERRED_STOCK"/>
      <value enum="RP" description="REPURCHASE_AGREEMENT"/>
      <value enum="RVRP" description="REVERSE_REPURCHASE_AGREEMENT"/>
      <value enum="SL"
description="STUDENT_LOAN_MARKETING_ASSOCIATION"/>
      <value enum="TD" description="TIME_DEPOSIT"/>
      <value enum="USTB" description="US_TREASURY_BILL"/>
      <value enum="WAR" description="WARRANT"/>
      <value enum="ZOO" description="CATS_TIGERS"/>
    </field>








-----Original Message-----
From: qui...@li...
[mailto:qui...@li...] On Behalf Of
Mike Gatny
Sent: Monday, May 05, 2008 11:30 AM
To: qui...@li...
Subject: Re: [Quickfix-developers] Missing SecurityType

QuickFIX Documentation:
http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html

You don't need to edit the ant scripts or modify the code generator to 
add enumerated types -- simply edit the data dictionary 
(core/src/main/resources/FIX42.xml) and rebuild.

See http://www.quickfixj.org/quickfixj/usermanual/usage/codegen.html

-- 
Mike Gatny
Connamara Systems, LLC
http://www.connamara.com/


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