[QFJ-685] Extend QuicFIX for custom FIX messages Created: 05/Jun/12 Updated: 06/Jun/12 Resolved: 05/Jun/12 |
|
Status: | Closed |
Project: | QuickFIX/J |
Component/s: | Message Generation |
Affects Version/s: | Future Releases |
Fix Version/s: | None |
Type: | Improvement | Priority: | Default |
Reporter: | Arunkumar Krishnamoorthy | Assignee: | Unassigned |
Resolution: | Not a bug | Votes: | 0 |
Labels: | generation | ||
Environment: |
All environment |
Description |
I have a need where QuickFIX can generate the code for custom FIX messages say Goldman-Sachs or Barclayes or citi, etc. I went through the code. I found that we can extend QuickFIX to support this with very minimal change. I am briefly listing them here. Let me know if it is a meaningfull change then I can upload a patch for you to incorporate. All changes are localized to code gen module Above are most of the major changes. Once we do that, we can create a custom version by changing on top of the base version. If GS' FIX message is an extension of FIX 4.2, then we can create a copy of FIX 4,2 .xml (data dictionary) and name it as "GSFIX 4.2" and do changes within it. Once we include GSFIX 4.2 as part of version, we will get all messages generated. I understand that the core engine is specifically built for FIX standard spec. As FIX standards allows firms to customize the FIX messages, my thought is on the same lines with QuickFIX as perspective. Let me know if this approach is right. I am open for other better approaches too to achieve this. |
Comments |
Comment by Grant Birchmeier [ 05/Jun/12 ] |
You already can regenerate the QF/J source and recompile to accomodate any DataDictionary modifications you make. Any FIX engine that didn't allow you to use custom DDs would be pretty worthless. Please join the mailing list and ask about it. Or search the mail list archives, as I know I've written a short how-to more than once. Pretty sure I did it within the last month. I'm going to close this because it doesn't look like a bug. If I'm mistaken in this, we can reopen it. |
Comment by Arunkumar Krishnamoorthy [ 06/Jun/12 ] |
Thanks. My only concern was version numbers being hard coded in the code generator and the fixed logic of generating / assuming all fields in the same package. If it can be configurable from outside the source code, I thought it would help. thanks for your response.
|