quickfix-developers

Re: [Quickfix-developers] Missing SecurityType

[<or...@qu...>]

I don't believe this problem exists in the standard QuickFIX.  Is this
maybe unique to QuickFIX/J?

--oren

> -------- Original Message --------
> Subject: [Quickfix-developers] Missing SecurityType
> From: Warren Sze <War...@th...>
> Date: Mon, May 05, 2008 10:12 am
> To: qui...@li...
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html<hr>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...
>  
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Re: [Quickfix-developers] Missing SecurityType

[<or...@qu...>]

Yeah, this is right.  Looks like we should be aggregating these values
when generating the code.  If we do this with fields too we can generate
the deprecated fields instead of maintaining that list by hand.

> -------- Original Message --------
> Subject: Re: [Quickfix-developers] Missing SecurityType
> From: Mike Gatny <mg...@co...>
> Date: Mon, May 05, 2008 12:22 pm
> To: qui...@li...
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
> I did a quick check (find src/C++/ -name "*.h" | xargs egrep -H 
> 'MUNI|GOVT|FHA|ZOO') and it looks like the values Wareen mentions really 
> aren't there.   For standard quickfix, should they be defined in 
> DeprecatedValues.h?
> -- 
> Mike Gatny
> Connamara Systems, LLC
> http://www.connamara.com/
> -------------------------------------------------------------------------
> This SF.net email is sponsored by the 2008 JavaOne(SM) Conference 
> Don't miss this year's exciting event. There's still time to save $100. 
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Re: [Quickfix-developers] Missing SecurityType

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

Hi,

Hard to believe I'm the first one to catch this issue.  It seems like
something very fundamental.

Is there a solution close at hand?  And when would there be a new
release of the library?

If there isn't I can take the generated code, hand edit the missing
values in the SecurityType class, and then compile.  I would rather not
do that but I have to move forward.

Thanks everybody for their input.


Warren



-----Original Message-----
From: qui...@li...
[mailto:qui...@li...] On Behalf Of
or...@qu...
Sent: Monday, May 05, 2008 3:15 PM
To: Mike Gatny
Cc: 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

Yeah, this is right.  Looks like we should be aggregating these values
when generating the code.  If we do this with fields too we can generate
the deprecated fields instead of maintaining that list by hand.

> -------- Original Message --------
> Subject: Re: [Quickfix-developers] Missing SecurityType
> From: Mike Gatny <mg...@co...>
> Date: Mon, May 05, 2008 12:22 pm
> To: qui...@li...
> QuickFIX Documentation:
http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
> I did a quick check (find src/C++/ -name "*.h" | xargs egrep -H 
> 'MUNI|GOVT|FHA|ZOO') and it looks like the values Wareen mentions
really 
> aren't there.   For standard quickfix, should they be defined in 
> DeprecatedValues.h?
> -- 
> Mike Gatny
> Connamara Systems, LLC
> http://www.connamara.com/
>
------------------------------------------------------------------------
-
> This SF.net email is sponsored by the 2008 JavaOne(SM) Conference 
> Don't miss this year's exciting event. There's still time to save
$100. 
> Use priority code J8TL2D2. 
>
http://ad.doubleclick.net/clk;198757673;13503038;p?http://java.sun.com/j
avaone
> _______________________________________________
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> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers


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Re: [Quickfix-developers] Missing SecurityType

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

I did a quick check (find src/C++/ -name "*.h" | xargs egrep -H 
'MUNI|GOVT|FHA|ZOO') and it looks like the values Wareen mentions really 
aren't there.   For standard quickfix, should they be defined in 
DeprecatedValues.h?

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

Re: [Quickfix-developers] Missing SecurityType

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

I really haven't used any validation yet but I believe you should be checking the data dictionary files (xml).  The data dictionary files are used to check for validity but only if it's turned on.  

spec/FIX42.xml:      <value enum="MUNI" description="MUNICIPAL_BOND"/>

--- On Mon, 5/5/08, Mike Gatny <mg...@co...> wrote:

> From: Mike Gatny <mg...@co...>
> Subject: Re: [Quickfix-developers] Missing SecurityType
> To: qui...@li...
> Date: Monday, May 5, 2008, 12:22 PM
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support:
> http://www.quickfixengine.org/services.html
> 
> I did a quick check (find src/C++/ -name "*.h" |
> xargs egrep -H 
> 'MUNI|GOVT|FHA|ZOO') and it looks like the values
> Wareen mentions really 
> aren't there.   For standard quickfix, should they be
> defined in 
> DeprecatedValues.h?
> 
> -- 
> Mike Gatny
> Connamara Systems, LLC
> http://www.connamara.com/
> 
> 
> -------------------------------------------------------------------------
> This SF.net email is sponsored by the 2008 JavaOne(SM)
> Conference 
> Don't miss this year's exciting event. There's
> still time to save $100. 
> Use priority code J8TL2D2. 
> http://ad.doubleclick.net/clk;198757673;13503038;p?http://java.sun.com/javaone
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers


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