Re: [Quickfixj-users] FIX 4.3 SecurityType

[Alvin W. <AW...@FF...>]

Hi Robert,

I believe CFI Code should be used for option and futures. Hope this helps.
Alvin





                                                                           
             "Robert                                                       
             Brueckmann"                                                   
             <rbrueckmann@merl                                          To 
             insecurities.com>         <qui...@li.... 
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             ceforge.net                                           Subject 
                                       Re: [Quickfixj-users] FIX 4.3       
                                       SecurityType                        
             04/03/2007 04:15                                              
             PM                                                            
                                                                           
                                                                           
             Please respond to                                             
             quickfixj-users@l                                             
             ists.sourceforge.                                             
                    net                                                    
                                                                           
                                                                           



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=OPT, 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...



Thanks for any help,

rlb

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