Re: [Quickfixj-users] FIX 4.3 SecurityType

[Robert B. <rbr...@me...>]

Oh man...I should have just checked the official FIX protocol specs
before submitting this question...I answered my own question by doing
so...and for those out there wondering, the official 4.3 specs state:

Futures and Options should be specified using the CFICode[461]
field instead of SecurityType[167] (Refer to Volume 7 -
Recommendations and Guidelines for Futures and Options
Markets.")

Sorry for the unnecessary emails!  Thanks,

robert l. brueckmann
vice president
merlin securities
712 fifth avenue
new york, ny 10019
p: 212.822.4821
f: 212.822.4820

-----Original Message-----
From: qui...@li...
[mailto:qui...@li...] On Behalf Of
Robert Brueckmann
Sent: Tuesday, April 03, 2007 4:15 PM
To: qui...@li...
Subject: Re: [Quickfixj-users] FIX 4.3 SecurityType

QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/
My email was sent in HTML format originally so I apologize for the
duplicate emails but here's the text-version:

-----
I'm getting an ExecutionReport message from a vendor and they're sending
me a FIX4.3 message with 167=3DOPT, which translates to SecurityType of
Option...but according to the FIX4.3.xml file for the version of
Quickfix/J I'm using (1.0.3), it's rejecting the message because OPT
isn't a viable SecurityType...but it is in FIX 4.2...is this fixed in
the newer engine release?  Do I just manually update the FIX4.3.xml file
and re-jar it up?  I haven't looked at the official 4.3 specs but is
this a valid rejection or does 1.0.3 have an invalid data dictionary for
4.3?  I didn't see anything in JIRA related to this...that I could
search for successfully, anyway...

=20

Thanks for any help,

rlb

-----



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