[QFJ-453] FIX 5.0 SP1 and SP2 Support Created: 02/Jul/09  Updated: 24/Aug/12  Resolved: 03/Aug/12

Status: Resolved
Project: QuickFIX/J
Component/s: Metadata/Specs
Affects Version/s: 1.4.0
Fix Version/s: 1.5.3

Type: Improvement Priority: Default
Reporter: David Gibbs Assignee: Christoph John
Resolution: Fixed Votes: 8
Labels: None

Attachments: Text File FIX50sp2.patch    
Issue Links:
Duplicate
is duplicated by QFJ-388 ApplVerID of 8 with Fixt.1.1 not supp... Closed
is duplicated by QFJ-479 Add FIX50SP1 and FIX50SP2 to ApplVerID Closed
Relates
relates to QFJ-472 Add FIX 5.0 SP1 and SP2 to quickfix.M... Closed
is related to QFJ-483 QFJ Dictionary Generator Resolved
Requires
is required by QFJ-696 Possibility to set SessionStatus on L... Resolved

 Description   

FIX version 5.0 SP2 is as yet unsupported in fix data dictionaries



 Comments   
Comment by David Gibbs [ 13/Oct/09 ]

This is related to QFJ-472

Comment by David Gibbs [ 03/Jun/10 ]

I noted another approach as in QFJ-483

Comment by David Gibbs [ 04/Jun/10 ]

Hi please find attached a patch which addresses FIX 5.0 SP2 in FIXVersions.java, MessageCracker.java, MessageUtils.java and FIX50.xml, FIXT11.xml.

I tried to follow the existing idiom in QuickFIXJ for FIX 5, but took the approach of treating SP1, SP2 as specialisations of FIX50.xml. In this approach one configured instance of the FIX gateway would not support FIX50 and FIX50SP2 as distinct versions. I only added the ApplVerId to the FIX50.xml leaving it as an exercise for the user to add support for the messages and fields which they will implement.

Please note the more complete approach to the dictionary in QFJ-483.

I hope this will help, if there is any feedback to make this fit in better with plans for QuickFixJ please let me know. I can try to assist if it will help.

Comment by Christophe Domas [ 19/Jul/12 ]

Hi,

We're trying to use "Trade Capture Report message (AE)" message from LSE "Own Trade Book Download" service.

LSE use AppVerId=9 (FIX5.0SP2)

  • MessageUtils.toBeginString(ApplVerID applVerID) return null
  • DataDictionary getApplicationDataDictionary(ApplVerID applVerID) return a null dictionnary
  • in Message.parseBody(DataDictionary dd, boolean doValidation), repeating groups are discarded

Is there a workaround for this problem other than patching quickfix/j ?

Comment by Christoph John [ 03/Aug/12 ]

Christophe, I'm afraid there is no workaround.

Comment by Christoph John [ 03/Aug/12 ]

Committed as rev #1079.

Added application data dictionaries for SP1 and SP2. They were generated with the generator from QFJ-483.
Please note that code generation based on this dictionaries does not work correctly due to the following issues:

  • FIX5.0: fields LegPrice and LegOptionRatio are duplicated in some components. This is a specification problem which was rectified in SP1.
  • FIX5.0 SP1/2: component (Derivative)SecurityXML has a field of the same name which causes duplicate identifiers in the generated code
  • FIX5.0 SP2: components StrmAsgnReqGrp and StrmAsgnRptGrp are repeating groups but have no delimiter field.
    These issues can be avoided by manually tweaking the data dictionary prior to code generation.
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