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  1. QuickFIX/J
  2. QFJ-508

Data Dictonary has incorrect definiton for QuoteRequestReject messages for FIX 4.4

    Details

    • Type: Bug
    • Status: Closed
    • Priority: Default
    • Resolution: Not a bug
    • Affects Version/s: 1.4.0
    • Fix Version/s: None
    • Component/s: Metadata/Specs
    • Labels:
      None

      Description

      In FIX 4.4 spec QuoteRequestReject instrument repeating group should contain, amongst others, the following fields, however in the Data Dictionary shipped with QuickFix these are all outside the repeating group and so can not repeat. and valid messages fail validation:

      <group name="NoQuoteQualifiers" required="N">
      <field name="QuoteQualifier" required="N"/>
      </group>
      <field name="QuotePriceType" required="N"/>
      <field name="OrdType" required="N"/>
      <field name="ExpireTime" required="N"/>
      <field name="TransactTime" required="N"/>
      <component name="SpreadOrBenchmarkCurveData" required="N"/>
      <field name="PriceType" required="N"/>
      <field name="Price" required="N"/>
      <field name="Price2" required="N"/>
      <component name="YieldData" required="N"/>
      <component name="Parties" required="N"/>

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            • Assignee:
              Unassigned
              Reporter:
              dab David Brown
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              • Created:
                Updated:
                Resolved: