quickfixj-1.6.1 - FIX.5.0SP2 - IOIQty numeric not accepted

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quickfixj-1.6.1 - FIX.5.0SP2 - IOIQty numeric not accepted

thannon
This post was updated on .
I have a session using FIXT.1.1 and FIX.5.0SP2 where an incoming IOI (6) message with IOIQty (27) field value of '5000' is being rejected due to constraints in the FIX50SP2.xml dictionary entry...

    <field number="27" name="IOIQty" type="STRING">
      <value enum="S" description="SMALL"/>
      <value enum="M" description="MEDIUM"/>
      <value enum="L" description="LARGE"/>
      <value enum="U" description="UNDISCLOSED_QUANTITY"/>
    </field>

This is not the case with the FIX44.xml dictionary...

    <field number="27" name="IOIQty" type="STRING"/>

...where no enums are defined and, thus, a numeric string value is allowed.

The FIX specification at http://www.fixtradingcommunity.org/FIXimate/FIXimate3.0/en/FIX.5.0SP2/tag27.html clearly states in the description "Quantity (e.g. number of shares) in numeric form or relative size."  However, the dictionary prohibits this by not allowing other values than those defined.

Where did the disconnect occur and what is the best approach to allow numeric string value?

I notice the tag attribute (allowOtherValues="true") is used in the FIX44 dictionary for some fields, but it is nowhere present in any of the FIX50(xxx) dictionaries.  Is this attribute still allowed in versions > FIX44?
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Re: quickfixj-1.6.1 - FIX.5.0SP2 - IOIQty numeric not accepted

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


Hi,

allowOtherValues should do the trick here. I will have to check where the problem is. Let me come
back to you.

Cheers,
Chris.


On 31/03/16 21:43, thannon wrote:

> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
> QuickFIX/J Support: http://www.quickfixj.org/support/
>
>
> I have a session using FIXT.1.1 and FIX.5.0SP2 where an incoming IOI (6)
> message with IOIQty (27) field value of '5000' is being rejected due to
> constraints if the FIX50SP2.xml dictionary entry...
>
>      <field number="27" name="IOIQty" type="STRING">
>        <value enum="S" description="SMALL"/>
>        <value enum="M" description="MEDIUM"/>
>        <value enum="L" description="LARGE"/>
>        <value enum="U" description="UNDISCLOSED_QUANTITY"/>
>      </field>
>
> This is not the case with the FIX44.xml dictionary...
>
>      <field number="27" name="IOIQty" type="STRING"/>
>
> ...where no enums are defined and, thus, a numeric string value is allowed.
>
> The FIX specification at
> http://www.fixtradingcommunity.org/FIXimate/FIXimate3.0/en/FIX.5.0SP2/tag27.html
> <http://www.fixtradingcommunity.org/FIXimate/FIXimate3.0/en/FIX.5.0SP2/tag27.html>
> clearly states in the description "Quantity (e.g. number of shares) in
> numeric form or relative size."  However, the dictionary prohibits this by
> not allowing other values than those defined.
>
> Where did the disconnect occur and what is the best approach to allow
> numeric string value?
>
> I notice the tag attribute (allowOtherValues="true") is used in the FIX44
> dictionary for some fields, but it is nowhere present in any of the
> FIX50(xxx) dictionaries.  Is this attribute still allowed in versions >
> FIX44?
>
>
>
> --
> View this message in context: http://quickfix-j.364392.n2.nabble.com/quickfixj-1-6-1-FIX-5-0SP2-IOIQty-numeric-not-accepted-tp7579451.html
> Sent from the QuickFIX/J mailing list archive at Nabble.com.
>
> ------------------------------------------------------------------------------
> Transform Data into Opportunity.
> Accelerate data analysis in your applications with
> Intel Data Analytics Acceleration Library.
> Click to learn more.
> http://pubads.g.doubleclick.net/gampad/clk?id=278785471&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]
       


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

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Re: quickfixj-1.6.1 - FIX.5.0SP2 - IOIQty numeric not accepted

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


Hi,

I will add the allowOtherValues=true where applicable.
Unfortunately, there seems to be no flag in the FPL repository files (from which the data
dictionaries weregenerated) which tells if there are other allowed values for a field.

Regards,
Chris.

On 05/04/16 16:58, Christoph John wrote:

> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
> QuickFIX/J Support: http://www.quickfixj.org/support/
>
>
> Hi,
>
> allowOtherValues should do the trick here. I will have to check where the problem is. Let me come
> back to you.
>
> Cheers,
> Chris.
>
>
> On 31/03/16 21:43, thannon wrote:
>> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
>> QuickFIX/J Support: http://www.quickfixj.org/support/
>>
>>
>> I have a session using FIXT.1.1 and FIX.5.0SP2 where an incoming IOI (6)
>> message with IOIQty (27) field value of '5000' is being rejected due to
>> constraints if the FIX50SP2.xml dictionary entry...
>>
>>       <field number="27" name="IOIQty" type="STRING">
>>         <value enum="S" description="SMALL"/>
>>         <value enum="M" description="MEDIUM"/>
>>         <value enum="L" description="LARGE"/>
>>         <value enum="U" description="UNDISCLOSED_QUANTITY"/>
>>       </field>
>>
>> This is not the case with the FIX44.xml dictionary...
>>
>>       <field number="27" name="IOIQty" type="STRING"/>
>>
>> ...where no enums are defined and, thus, a numeric string value is allowed.
>>
>> The FIX specification at
>> http://www.fixtradingcommunity.org/FIXimate/FIXimate3.0/en/FIX.5.0SP2/tag27.html
>> <http://www.fixtradingcommunity.org/FIXimate/FIXimate3.0/en/FIX.5.0SP2/tag27.html>
>> clearly states in the description "Quantity (e.g. number of shares) in
>> numeric form or relative size."  However, the dictionary prohibits this by
>> not allowing other values than those defined.
>>
>> Where did the disconnect occur and what is the best approach to allow
>> numeric string value?
>>
>> I notice the tag attribute (allowOtherValues="true") is used in the FIX44
>> dictionary for some fields, but it is nowhere present in any of the
>> FIX50(xxx) dictionaries.  Is this attribute still allowed in versions >
>> FIX44?
>>
>>
>>
>> --
>> View this message in context: http://quickfix-j.364392.n2.nabble.com/quickfixj-1-6-1-FIX-5-0SP2-IOIQty-numeric-not-accepted-tp7579451.html
>> Sent from the QuickFIX/J mailing list archive at Nabble.com.
>>
>> ------------------------------------------------------------------------------
>> Transform Data into Opportunity.
>> Accelerate data analysis in your applications with
>> Intel Data Analytics Acceleration Library.
>> Click to learn more.
>> http://pubads.g.doubleclick.net/gampad/clk?id=278785471&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]
       


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

------------------------------------------------------------------------------
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Applications Manager provides deep performance insights into multiple tiers of
your business applications. It resolves application problems quickly and
reduces your MTTR. Get your free trial!
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Re: quickfixj-1.6.1 - FIX.5.0SP2 - IOIQty numeric not accepted

thannon
Hi Chris,

I came to the same conclusion and will contact the FPL FIX Trading Community and advise.

Thanks - Tommy

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


Hi,

I will add the allowOtherValues=true where applicable.
Unfortunately, there seems to be no flag in the FPL repository files (from which the data
dictionaries weregenerated) which tells if there are other allowed values for a field.

Regards,
Chris.

On 05/04/16 16:58, Christoph John wrote:
> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
> QuickFIX/J Support: http://www.quickfixj.org/support/
>
>
> Hi,
>
> allowOtherValues should do the trick here. I will have to check where the problem is. Let me come
> back to you.
>
> Cheers,
> Chris.
>
>
> On 31/03/16 21:43, thannon wrote:
>> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
>> QuickFIX/J Support: http://www.quickfixj.org/support/
>>
>>
>> I have a session using FIXT.1.1 and FIX.5.0SP2 where an incoming IOI (6)
>> message with IOIQty (27) field value of '5000' is being rejected due to
>> constraints if the FIX50SP2.xml dictionary entry...
>>
>>       <field number="27" name="IOIQty" type="STRING">
>>         <value enum="S" description="SMALL"/>
>>         <value enum="M" description="MEDIUM"/>
>>         <value enum="L" description="LARGE"/>
>>         <value enum="U" description="UNDISCLOSED_QUANTITY"/>
>>       </field>
>>
>> This is not the case with the FIX44.xml dictionary...
>>
>>       <field number="27" name="IOIQty" type="STRING"/>
>>
>> ...where no enums are defined and, thus, a numeric string value is allowed.
>>
>> The FIX specification at
>> http://www.fixtradingcommunity.org/FIXimate/FIXimate3.0/en/FIX.5.0SP2/tag27.html
>> <http://www.fixtradingcommunity.org/FIXimate/FIXimate3.0/en/FIX.5.0SP2/tag27.html>
>> clearly states in the description "Quantity (e.g. number of shares) in
>> numeric form or relative size."  However, the dictionary prohibits this by
>> not allowing other values than those defined.
>>
>> Where did the disconnect occur and what is the best approach to allow
>> numeric string value?
>>
>> I notice the tag attribute (allowOtherValues="true") is used in the FIX44
>> dictionary for some fields, but it is nowhere present in any of the
>> FIX50(xxx) dictionaries.  Is this attribute still allowed in versions >
>> FIX44?
>>
>>
>>
>> --
>> View this message in context: http://quickfix-j.364392.n2.nabble.com/quickfixj-1-6-1-FIX-5-0SP2-IOIQty-numeric-not-accepted-tp7579451.html
>> Sent from the QuickFIX/J mailing list archive at Nabble.com.
>>
>> ------------------------------------------------------------------------------
>> Transform Data into Opportunity.
>> Accelerate data analysis in your applications with
>> Intel Data Analytics Acceleration Library.
>> Click to learn more.
>> http://pubads.g.doubleclick.net/gampad/clk?id=278785471&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]
       


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

------------------------------------------------------------------------------
Find and fix application performance issues faster with Applications Manager
Applications Manager provides deep performance insights into multiple tiers of
your business applications. It resolves application problems quickly and
reduces your MTTR. Get your free trial!
https://ad.doubleclick.net/ddm/clk/302982198;130105516;z
_______________________________________________
Quickfixj-users mailing list
[hidden email]
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