Data Dictionary Sources

classic Classic list List threaded Threaded
4 messages Options
Reply | Threaded
Open this post in threaded view
|  
Report Content as Inappropriate

Data Dictionary Sources

Michael C. Starkie
QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/



Hi,
I'm curious as to how the data dictionaries (e.g., FIX44.xml) files are created.

Were they generated by hand, from looking at the FIX specifications, were they parsed from the Fix Repository source xml files or a little of both?

I was experimenting with automating similar dictionaries from the formal fix repository files but found them to be inconsistent with the specifications and error prone.

For Example,  according to the FIX 4.4 spec,  the AllocGroup in MsgType="AS" should contain tag 635 (ClearingFeeIndicator), but the FixRepository.xml file from the FIX consortium seems to have left that tag out in the AllocGrp component of the FIX.4.4 section.

Also, what is the difference between FIX44.xml and FIX44.modified.xml?

Thanks,
Mike

------------------------------------------------------------------------------
Site24x7 APM Insight: Get Deep Visibility into Application Performance
APM + Mobile APM + RUM: Monitor 3 App instances at just $35/Month
Monitor end-to-end web transactions and take corrective actions now
Troubleshoot faster and improve end-user experience. Signup Now!
http://pubads.g.doubleclick.net/gampad/clk?id=267308311&iu=/4140
_______________________________________________
Quickfixj-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quickfixj-users
Reply | Threaded
Open this post in threaded view
|  
Report Content as Inappropriate

Re: Data Dictionary Sources

Colin DuPlantis
QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/



We build ours by hand starting from the base file that comes from QFJ. We look through the FIX spec provided by the counter and modify the file as needed. It takes an hour or two and is well worth it, IMO.

On 1/8/16 4:18 PM, Michael C. Starkie wrote:
QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/




Hi,
I'm curious as to how the data dictionaries (e.g., FIX44.xml) files are created.

Were they generated by hand, from looking at the FIX specifications, were they parsed from the Fix Repository source xml files or a little of both?

I was experimenting with automating similar dictionaries from the formal fix repository files but found them to be inconsistent with the specifications and error prone.

For Example,  according to the FIX 4.4 spec,  the AllocGroup in MsgType="AS" should contain tag 635 (ClearingFeeIndicator), but the FixRepository.xml file from the FIX consortium seems to have left that tag out in the AllocGrp component of the FIX.4.4 section.

Also, what is the difference between FIX44.xml and FIX44.modified.xml?

Thanks,
Mike


------------------------------------------------------------------------------
Site24x7 APM Insight: Get Deep Visibility into Application Performance
APM + Mobile APM + RUM: Monitor 3 App instances at just $35/Month
Monitor end-to-end web transactions and take corrective actions now
Troubleshoot faster and improve end-user experience. Signup Now!
http://pubads.g.doubleclick.net/gampad/clk?id=267308311&iu=/4140


_______________________________________________
Quickfixj-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quickfixj-users

-- 
Colin DuPlantis
Chief Architect, Marketcetera
Download, Run, Trade
800.819.2928 x101 +1.541.306.6556
http://www.marketcetera.org

------------------------------------------------------------------------------
Site24x7 APM Insight: Get Deep Visibility into Application Performance
APM + Mobile APM + RUM: Monitor 3 App instances at just $35/Month
Monitor end-to-end web transactions and take corrective actions now
Troubleshoot faster and improve end-user experience. Signup Now!
http://pubads.g.doubleclick.net/gampad/clk?id=267308311&iu=/4140
_______________________________________________
Quickfixj-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quickfixj-users
Reply | Threaded
Open this post in threaded view
|  
Report Content as Inappropriate

Re: Data Dictionary Sources

Charles Briquel
QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/



The same way we build ours from scratch, implementing fix dico spec provided, just including the set of fix messages exchanged, there is not so many. Taking fields declarations from FIXnn.xml depending on the needs. This lead to smaller dico.xml having just the useful contents.


Le 9 janv. 2016 à 01:58, Colin DuPlantis <[hidden email]> a écrit :

QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/


We build ours by hand starting from the base file that comes from QFJ. We look through the FIX spec provided by the counter and modify the file as needed. It takes an hour or two and is well worth it, IMO.

On 1/8/16 4:18 PM, Michael C. Starkie wrote:
QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/




Hi,
I'm curious as to how the data dictionaries (e.g., FIX44.xml) files are created.

Were they generated by hand, from looking at the FIX specifications, were they parsed from the Fix Repository source xml files or a little of both?

I was experimenting with automating similar dictionaries from the formal fix repository files but found them to be inconsistent with the specifications and error prone.

For Example,  according to the FIX 4.4 spec,  the AllocGroup in MsgType="AS" should contain tag 635 (ClearingFeeIndicator), but the FixRepository.xml file from the FIX consortium seems to have left that tag out in the AllocGrp component of the FIX.4.4 section.

Also, what is the difference between FIX44.xml and FIX44.modified.xml?

Thanks,
Mike


------------------------------------------------------------------------------
Site24x7 APM Insight: Get Deep Visibility into Application Performance
APM + Mobile APM + RUM: Monitor 3 App instances at just $35/Month
Monitor end-to-end web transactions and take corrective actions now
Troubleshoot faster and improve end-user experience. Signup Now!
http://pubads.g.doubleclick.net/gampad/clk?id=267308311&iu=/4140


_______________________________________________
Quickfixj-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quickfixj-users

-- 
Colin DuPlantis
Chief Architect, Marketcetera
Download, Run, Trade
800.819.2928 x101 +1.541.306.6556
http://www.marketcetera.org
------------------------------------------------------------------------------
Site24x7 APM Insight: Get Deep Visibility into Application Performance
APM + Mobile APM + RUM: Monitor 3 App instances at just $35/Month
Monitor end-to-end web transactions and take corrective actions now
Troubleshoot faster and improve end-user experience. Signup Now!
http://pubads.g.doubleclick.net/gampad/clk?id=267308311&iu=/4140_______________________________________________
Quickfixj-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quickfixj-users


------------------------------------------------------------------------------
Site24x7 APM Insight: Get Deep Visibility into Application Performance
APM + Mobile APM + RUM: Monitor 3 App instances at just $35/Month
Monitor end-to-end web transactions and take corrective actions now
Troubleshoot faster and improve end-user experience. Signup Now!
http://pubads.g.doubleclick.net/gampad/clk?id=267308311&iu=/4140
_______________________________________________
Quickfixj-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quickfixj-users
Reply | Threaded
Open this post in threaded view
|  
Report Content as Inappropriate

Re: Data Dictionary Sources

Christoph John
In reply to this post by Michael C. Starkie
QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/


Hi,

do you mean the DDs that are delivered with QuickFIX/J? For the last release they were generated by
the dictionary generator that is included in the QFJ project. However, the generator only worked on
the old FIX repository files. Since 2010 (IIRC) there is a new format that is not supported by the
QFJ dictionary generator. Moreover, there are some minor flaws in the generator. Therefore, the
*modified.xml DDs were created to work around this.

Cheers,
Chris.


On 09/01/16 01:18, Michael C. Starkie wrote:

> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
> QuickFIX/J Support: http://www.quickfixj.org/support/
>
>
>
>
> Hi,
> I'm curious as to how the data dictionaries (e.g., FIX44.xml) files are created.
>
> Were they generated by hand, from looking at the FIX specifications, were they parsed from the Fix
> Repository source xml files or a little of both?
>
> I was experimenting with automating similar dictionaries from the formal fix repository files but
> found them to be inconsistent with the specifications and error prone.
>
> For Example,  according to the FIX 4.4 spec,  the AllocGroup in MsgType="AS" should contain tag
> 635 (ClearingFeeIndicator), but the FixRepository.xml file from the FIX consortium seems to have
> left that tag out in the AllocGrp component of the FIX.4.4 section.
>
> Also, what is the difference between FIX44.xml and FIX44.modified.xml?
>
> Thanks,
> Mike
>
>

--
Christoph John
Development & Support
Direct: +49 241 557080-28
Mailto:[hidden email]
       


http://www.macd.com <http://www.macd.com/>
----------------------------------------------------------------------------------------------------
       
----------------------------------------------------------------------------------------------------
MACD GmbH
Oppenhoffallee 103
D-52066 Aachen
Tel: +49 241 557080-0 | Fax: +49 241 557080-10
         Amtsgericht Aachen: HRB 8151
Ust.-Id: DE 813021663

Geschäftsführer: George Macdonald
----------------------------------------------------------------------------------------------------
       
----------------------------------------------------------------------------------------------------

take care of the environment - print only if necessary

------------------------------------------------------------------------------
Site24x7 APM Insight: Get Deep Visibility into Application Performance
APM + Mobile APM + RUM: Monitor 3 App instances at just $35/Month
Monitor end-to-end web transactions and take corrective actions now
Troubleshoot faster and improve end-user experience. Signup Now!
http://pubads.g.doubleclick.net/gampad/clk?id=267308311&iu=/4140
_______________________________________________
Quickfixj-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quickfixj-users
Loading...