How to add an extra possible value returned on an execution report in tag 18

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How to add an extra possible value returned on an execution report in tag 18

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



I'm trying to get algo orders accepted through my broker. My broker sends a value of 'e' in tag 18. 

'e' is not a valid value in the 4.2 spec for tag 18:


Is there an easy way to add support for that?

Regards,

WU

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Re: How to add an extra possible value returned on an execution report in tag 18

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



Add 'e' to tag 18's enumeration in your DataDictionary XML file.

I'm sure this is not the only customization needed.  You need to read your counterparty's documentation and update your DataDictionary accordingly.  Check every message and field that they use.

In practice, no counterparties use the default DDs without alterations.  The default DDs are really more like suggestions.

On Thu, Sep 3, 2015 at 1:13 PM, web user <[hidden email]> wrote:
QuickFIX/J Documentation: <a href="http://www.quickfixj.org/documentation/ QuickFIX/J" rel="noreferrer" target="_blank">http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/



I'm trying to get algo orders accepted through my broker. My broker sends a value of 'e' in tag 18. 

'e' is not a valid value in the 4.2 spec for tag 18:


Is there an easy way to add support for that?

Regards,

WU

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--
Grant Birchmeier
Connamara Systems, LLC
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Exactly what you need. No more. No less.

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Re: How to add an extra possible value returned on an execution report in tag 18

Colin DuPlantis
In reply to this post by web user
QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/



You can use a custom dictionary add add your value to tag 18:

    <field number="18" name="ExecInst" type="MULTIPLEVALUESTRING">
      <value enum="1" description="NOT_HELD"/>
      <value enum="2" description="WORK"/>
      <value enum="3" description="GO_ALONG"/>
      <value enum="4" description="OVER_THE_DAY"/>
      <value enum="5" description="HELD"/>
      <value enum="6" description="PARTICIPATE_DONT_INITIATE"/>
      <value enum="7" description="STRICT_SCALE"/>
      <value enum="8" description="TRY_TO_SCALE"/>
      <value enum="9" description="STAY_ON_BIDSIDE"/>
      <value enum="0" description="STAY_ON_OFFERSIDE"/>
      <value enum="A" description="NO_CROSS"/>
      <value enum="B" description="OK_TO_CROSS"/>
      <value enum="C" description="CALL_FIRST"/>
      <value enum="D" description="PERCENT_OF_VOLUME"/>
      <value enum="E" description="DO_NOT_INCREASE_DNI"/>
      <value enum="F" description="DO_NOT_REDUCE_DNR"/>
      <value enum="G" description="ALL_OR_NONE_AON"/>
      <value enum="I" description="INSTITUTIONS_ONLY"/>
      <value enum="L" description="LAST_PEG"/>
      <value enum="M" description="MIDPRICE_PEG"/>
      <value enum="N" description="NONNEGOTIABLE"/>
      <value enum="O" description="OPENING_PEG"/>
      <value enum="P" description="MARKET_PEG"/>
      <value enum="R" description="PRIMARY_PEG"/>
      <value enum="S" description="SUSPEND"/>
      <value enum="T" description="FIXED_PEG"/>
      <value enum="U" description="CUSTOMER_DISPLAY_INSTRUCTION"/>
      <value enum="V" description="NETTING"/>
      <value enum="W" description="PEG_TO_VWAP"/>
    </field>

Just add:

      <value enum="e" description="YOUR_DESCRIPTION_HERE"/>


On 09/03/2015 11:13 AM, web user wrote:
QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/




I'm trying to get algo orders accepted through my broker. My broker sends a value of 'e' in tag 18. 

'e' is not a valid value in the 4.2 spec for tag 18:


Is there an easy way to add support for that?

Regards,

WU


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888.868.4884 +1.541.306.6556
http://www.marketcetera.org

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Re: How to add an extra possible value returned on an execution report in tag 18

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



Thanks for the all suggestions. I'm guessing it is going to be a pain to go through and find each customization that the broker is using. Would setting the config field:

ValidateIncomingMessage to 'N'

also work?


On Thu, Sep 3, 2015 at 2:20 PM, Colin DuPlantis <[hidden email]> wrote:
QuickFIX/J Documentation: <a href="http://www.quickfixj.org/documentation/ QuickFIX/J" rel="noreferrer" target="_blank">http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/



You can use a custom dictionary add add your value to tag 18:

    <field number="18" name="ExecInst" type="MULTIPLEVALUESTRING">
      <value enum="1" description="NOT_HELD"/>
      <value enum="2" description="WORK"/>
      <value enum="3" description="GO_ALONG"/>
      <value enum="4" description="OVER_THE_DAY"/>
      <value enum="5" description="HELD"/>
      <value enum="6" description="PARTICIPATE_DONT_INITIATE"/>
      <value enum="7" description="STRICT_SCALE"/>
      <value enum="8" description="TRY_TO_SCALE"/>
      <value enum="9" description="STAY_ON_BIDSIDE"/>
      <value enum="0" description="STAY_ON_OFFERSIDE"/>
      <value enum="A" description="NO_CROSS"/>
      <value enum="B" description="OK_TO_CROSS"/>
      <value enum="C" description="CALL_FIRST"/>
      <value enum="D" description="PERCENT_OF_VOLUME"/>
      <value enum="E" description="DO_NOT_INCREASE_DNI"/>
      <value enum="F" description="DO_NOT_REDUCE_DNR"/>
      <value enum="G" description="ALL_OR_NONE_AON"/>
      <value enum="I" description="INSTITUTIONS_ONLY"/>
      <value enum="L" description="LAST_PEG"/>
      <value enum="M" description="MIDPRICE_PEG"/>
      <value enum="N" description="NONNEGOTIABLE"/>
      <value enum="O" description="OPENING_PEG"/>
      <value enum="P" description="MARKET_PEG"/>
      <value enum="R" description="PRIMARY_PEG"/>
      <value enum="S" description="SUSPEND"/>
      <value enum="T" description="FIXED_PEG"/>
      <value enum="U" description="CUSTOMER_DISPLAY_INSTRUCTION"/>
      <value enum="V" description="NETTING"/>
      <value enum="W" description="PEG_TO_VWAP"/>
    </field>

Just add:

      <value enum="e" description="YOUR_DESCRIPTION_HERE"/>


On 09/03/2015 11:13 AM, web user wrote:
QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/




I'm trying to get algo orders accepted through my broker. My broker sends a value of 'e' in tag 18. 

'e' is not a valid value in the 4.2 spec for tag 18:


Is there an easy way to add support for that?

Regards,

WU


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_______________________________________________
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-- 
Colin DuPlantis
Chief Architect, Marketcetera
Download, Run, Trade
<a href="tel:888.868.4884" value="+18888684884" target="_blank">888.868.4884 <a href="tel:%2B1.541.306.6556" value="+15413066556" target="_blank">+1.541.306.6556
http://www.marketcetera.org

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Re: How to add an extra possible value returned on an execution report in tag 18

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



Yes, that would work

On 09/03/2015 11:28 AM, web user wrote:
QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/




Thanks for the all suggestions. I'm guessing it is going to be a pain to go through and find each customization that the broker is using. Would setting the config field:

ValidateIncomingMessage to 'N'

also work?


On Thu, Sep 3, 2015 at 2:20 PM, Colin DuPlantis <[hidden email]> wrote:
QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/



You can use a custom dictionary add add your value to tag 18:

    <field number="18" name="ExecInst" type="MULTIPLEVALUESTRING">
      <value enum="1" description="NOT_HELD"/>
      <value enum="2" description="WORK"/>
      <value enum="3" description="GO_ALONG"/>
      <value enum="4" description="OVER_THE_DAY"/>
      <value enum="5" description="HELD"/>
      <value enum="6" description="PARTICIPATE_DONT_INITIATE"/>
      <value enum="7" description="STRICT_SCALE"/>
      <value enum="8" description="TRY_TO_SCALE"/>
      <value enum="9" description="STAY_ON_BIDSIDE"/>
      <value enum="0" description="STAY_ON_OFFERSIDE"/>
      <value enum="A" description="NO_CROSS"/>
      <value enum="B" description="OK_TO_CROSS"/>
      <value enum="C" description="CALL_FIRST"/>
      <value enum="D" description="PERCENT_OF_VOLUME"/>
      <value enum="E" description="DO_NOT_INCREASE_DNI"/>
      <value enum="F" description="DO_NOT_REDUCE_DNR"/>
      <value enum="G" description="ALL_OR_NONE_AON"/>
      <value enum="I" description="INSTITUTIONS_ONLY"/>
      <value enum="L" description="LAST_PEG"/>
      <value enum="M" description="MIDPRICE_PEG"/>
      <value enum="N" description="NONNEGOTIABLE"/>
      <value enum="O" description="OPENING_PEG"/>
      <value enum="P" description="MARKET_PEG"/>
      <value enum="R" description="PRIMARY_PEG"/>
      <value enum="S" description="SUSPEND"/>
      <value enum="T" description="FIXED_PEG"/>
      <value enum="U" description="CUSTOMER_DISPLAY_INSTRUCTION"/>
      <value enum="V" description="NETTING"/>
      <value enum="W" description="PEG_TO_VWAP"/>
    </field>

Just add:

      <value enum="e" description="YOUR_DESCRIPTION_HERE"/>


On 09/03/2015 11:13 AM, web user wrote:
QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/




I'm trying to get algo orders accepted through my broker. My broker sends a value of 'e' in tag 18. 

'e' is not a valid value in the 4.2 spec for tag 18:


Is there an easy way to add support for that?

Regards,

WU


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

-- 
Colin DuPlantis
Chief Architect, Marketcetera
Download, Run, Trade
<a moz-do-not-send="true" href="tel:888.868.4884" value="+18888684884" target="_blank">888.868.4884 <a moz-do-not-send="true" href="tel:%2B1.541.306.6556" value="+15413066556" target="_blank">+1.541.306.6556
http://www.marketcetera.org

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Download, Run, Trade
888.868.4884 +1.541.306.6556
http://www.marketcetera.org

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Re: How to add an extra possible value returned on an execution report in tag 18

Grant Birchmeier
In reply to this post by web user
QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/



It would help you in this very specific instance, but it might also blind you to real issues with other messages, especially if there are modifications within repeating groups.

Besides that, you may still be at risk of sending messages/fields that your counterparty may reject.  This would not be a DD problem, but a you-didn't-read-their-spec problem.

I highly highly recommend that you put in the time to read your counterparty's spec and get your DD in order.

On Thu, Sep 3, 2015 at 1:28 PM, web user <[hidden email]> wrote:
QuickFIX/J Documentation: <a href="http://www.quickfixj.org/documentation/ QuickFIX/J" rel="noreferrer" target="_blank">http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/



Thanks for the all suggestions. I'm guessing it is going to be a pain to go through and find each customization that the broker is using. Would setting the config field:

ValidateIncomingMessage to 'N'

also work?


On Thu, Sep 3, 2015 at 2:20 PM, Colin DuPlantis <[hidden email]> wrote:

You can use a custom dictionary add add your value to tag 18:

    <field number="18" name="ExecInst" type="MULTIPLEVALUESTRING">
      <value enum="1" description="NOT_HELD"/>
      <value enum="2" description="WORK"/>
      <value enum="3" description="GO_ALONG"/>
      <value enum="4" description="OVER_THE_DAY"/>
      <value enum="5" description="HELD"/>
      <value enum="6" description="PARTICIPATE_DONT_INITIATE"/>
      <value enum="7" description="STRICT_SCALE"/>
      <value enum="8" description="TRY_TO_SCALE"/>
      <value enum="9" description="STAY_ON_BIDSIDE"/>
      <value enum="0" description="STAY_ON_OFFERSIDE"/>
      <value enum="A" description="NO_CROSS"/>
      <value enum="B" description="OK_TO_CROSS"/>
      <value enum="C" description="CALL_FIRST"/>
      <value enum="D" description="PERCENT_OF_VOLUME"/>
      <value enum="E" description="DO_NOT_INCREASE_DNI"/>
      <value enum="F" description="DO_NOT_REDUCE_DNR"/>
      <value enum="G" description="ALL_OR_NONE_AON"/>
      <value enum="I" description="INSTITUTIONS_ONLY"/>
      <value enum="L" description="LAST_PEG"/>
      <value enum="M" description="MIDPRICE_PEG"/>
      <value enum="N" description="NONNEGOTIABLE"/>
      <value enum="O" description="OPENING_PEG"/>
      <value enum="P" description="MARKET_PEG"/>
      <value enum="R" description="PRIMARY_PEG"/>
      <value enum="S" description="SUSPEND"/>
      <value enum="T" description="FIXED_PEG"/>
      <value enum="U" description="CUSTOMER_DISPLAY_INSTRUCTION"/>
      <value enum="V" description="NETTING"/>
      <value enum="W" description="PEG_TO_VWAP"/>
    </field>

Just add:

      <value enum="e" description="YOUR_DESCRIPTION_HERE"/>


On 09/03/2015 11:13 AM, web user wrote:
QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/




I'm trying to get algo orders accepted through my broker. My broker sends a value of 'e' in tag 18. 

'e' is not a valid value in the 4.2 spec for tag 18:


Is there an easy way to add support for that?

Regards,

WU


------------------------------------------------------------------------------
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in one place.
SourceForge users - Click here to start your Free Trial of Datadog now!
http://pubads.g.doubleclick.net/gampad/clk?id=241902991&iu=/4140


_______________________________________________
Quickfixj-users mailing list
[hidden email]
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-- 
Colin DuPlantis
Chief Architect, Marketcetera
Download, Run, Trade
<a href="tel:888.868.4884" value="+18888684884" target="_blank">888.868.4884 <a href="tel:%2B1.541.306.6556" value="+15413066556" target="_blank">+1.541.306.6556
http://www.marketcetera.org

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Connamara Systems, LLC
Made-To-Measure Trading Solutions.
Exactly what you need. No more. No less.

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Re: How to add an extra possible value returned on an execution report in tag 18

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


You could also add the "allowOtherValues=true" to the specific field in the DD, e.g.:
...
     <field number="167" name="SecurityType" type="STRING" allowOtherValues="true">
...

But as Grant already suggested I would rather not completely disable validation.

Cheers,
Chris.



On 03/09/15 20:30, Colin DuPlantis wrote:

> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
> QuickFIX/J Support: http://www.quickfixj.org/support/
>
>
>
>
> Yes, that would work
>
> On 09/03/2015 11:28 AM, web user wrote:
>> QuickFIX/J Documentation:http://www.quickfixj.org/documentation/
>> QuickFIX/J Support:http://www.quickfixj.org/support/
>>
>>
>>
>>
>> Thanks for the all suggestions. I'm guessing it is going to be a pain to go through and find each
>> customization that the broker is using. Would setting the config field:
>>
>> /ValidateIncomingMessage to 'N'/
>> /
>> /
>> also work?
>>
>>
>> On Thu, Sep 3, 2015 at 2:20 PM, Colin DuPlantis <[hidden email]
>> <mailto:[hidden email]>> wrote:
>>
>>     QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
>>     QuickFIX/J Support: http://www.quickfixj.org/support/
>>
>>
>>
>>     You can use a custom dictionary add add your value to tag 18:
>>
>>         <field number="18" name="ExecInst" type="MULTIPLEVALUESTRING">
>>           <value enum="1" description="NOT_HELD"/>
>>           <value enum="2" description="WORK"/>
>>           <value enum="3" description="GO_ALONG"/>
>>           <value enum="4" description="OVER_THE_DAY"/>
>>           <value enum="5" description="HELD"/>
>>           <value enum="6" description="PARTICIPATE_DONT_INITIATE"/>
>>           <value enum="7" description="STRICT_SCALE"/>
>>           <value enum="8" description="TRY_TO_SCALE"/>
>>           <value enum="9" description="STAY_ON_BIDSIDE"/>
>>           <value enum="0" description="STAY_ON_OFFERSIDE"/>
>>           <value enum="A" description="NO_CROSS"/>
>>           <value enum="B" description="OK_TO_CROSS"/>
>>           <value enum="C" description="CALL_FIRST"/>
>>           <value enum="D" description="PERCENT_OF_VOLUME"/>
>>           <value enum="E" description="DO_NOT_INCREASE_DNI"/>
>>           <value enum="F" description="DO_NOT_REDUCE_DNR"/>
>>           <value enum="G" description="ALL_OR_NONE_AON"/>
>>           <value enum="I" description="INSTITUTIONS_ONLY"/>
>>           <value enum="L" description="LAST_PEG"/>
>>           <value enum="M" description="MIDPRICE_PEG"/>
>>           <value enum="N" description="NONNEGOTIABLE"/>
>>           <value enum="O" description="OPENING_PEG"/>
>>           <value enum="P" description="MARKET_PEG"/>
>>           <value enum="R" description="PRIMARY_PEG"/>
>>           <value enum="S" description="SUSPEND"/>
>>           <value enum="T" description="FIXED_PEG"/>
>>           <value enum="U" description="CUSTOMER_DISPLAY_INSTRUCTION"/>
>>           <value enum="V" description="NETTING"/>
>>           <value enum="W" description="PEG_TO_VWAP"/>
>>         </field>
>>
>>     Just add:
>>
>>           <value enum="e" description="YOUR_DESCRIPTION_HERE"/>
>>
>>
>>     On 09/03/2015 11:13 AM, web user wrote:
>>>     QuickFIX/J Documentation:http://www.quickfixj.org/documentation/
>>>     QuickFIX/J Support:http://www.quickfixj.org/support/
>>>
>>>
>>>
>>>
>>>     I'm trying to get algo orders accepted through my broker. My broker sends a value of 'e' in
>>>     tag 18.
>>>
>>>     'e' is not a valid value in the 4.2 spec for tag 18:
>>>
>>>     http://btobits.com/fixopaedia/fixdic42/tag_18_ExecInst_.html
>>>
>>>     Is there an easy way to add support for that?
>>>
>>>     Regards,
>>>
>>>     WU
>>>
>>>
>>>     ------------------------------------------------------------------------------
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>>
>>     --
>>     Colin DuPlantis
>>     Chief Architect, Marketcetera
>>     Download, Run, Trade
>>     888.868.4884 <tel:888.868.4884>  +1.541.306.6556 <tel:%2B1.541.306.6556>
>>     http://www.marketcetera.org
>>
>>
>>     ------------------------------------------------------------------------------
>>     Monitor Your Dynamic Infrastructure at Any Scale With Datadog!
>>     Get real-time metrics from all of your servers, apps and tools
>>     in one place.
>>     SourceForge users - Click here to start your Free Trial of Datadog now!
>>     http://pubads.g.doubleclick.net/gampad/clk?id=241902991&iu=/4140
>>     _______________________________________________
>>     Quickfixj-users mailing list
>>     [hidden email] <mailto:[hidden email]>
>>     https://lists.sourceforge.net/lists/listinfo/quickfixj-users
>>
>>
>>
>>
>> ------------------------------------------------------------------------------
>> Monitor Your Dynamic Infrastructure at Any Scale With Datadog!
>> Get real-time metrics from all of your servers, apps and tools
>> in one place.
>> SourceForge users - Click here to start your Free Trial of Datadog now!
>> http://pubads.g.doubleclick.net/gampad/clk?id=241902991&iu=/4140
>>
>>
>> _______________________________________________
>> Quickfixj-users mailing list
>> [hidden email]
>> https://lists.sourceforge.net/lists/listinfo/quickfixj-users
>
> --
> Colin DuPlantis
> Chief Architect, Marketcetera
> Download, Run, Trade
> 888.868.4884 +1.541.306.6556
> http://www.marketcetera.org
>
>
> ------------------------------------------------------------------------------
> Monitor Your Dynamic Infrastructure at Any Scale With Datadog!
> Get real-time metrics from all of your servers, apps and tools
> in one place.
> SourceForge users - Click here to start your Free Trial of Datadog now!
> http://pubads.g.doubleclick.net/gampad/clk?id=241902991&iu=/4140
>
>
> _______________________________________________
> Quickfixj-users mailing list
> [hidden email]
> https://lists.sourceforge.net/lists/listinfo/quickfixj-users

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


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