[Quickfixj-users] Should fields throw IncorrectDataFormat for bad data?

[Philip W. <Phi...@fl...>]

Hi all,

The FIX spec for Qty states:

float field capable of storing either a whole number (no decimal places) of "shares" (securities denominated in whole units) or a decimal value containing decimal places for non-share quantity asset classes (securities denominated in fractional units).

There's no mention of negative values (whereas there is for price).

But we parse it as a double and it's left to applications to validate that it's positive.

A DAYOFMONTH field is parsed as a string (even though it should be 1-31)

Similar stuff can be said for lots of other fields.

Should we move towards tighter validation of field values here:
https://github.com/quickfix-j/quickfixj/blob/master/quickfixj-core/src/main/java/quickfix/DataDictionary.java#L706

Thoughts and comments appreciated,

Best regards,
Philip Whitehouse