{{Quickfixn}} Possible bug in QuickFIX/n?

Grant Birchmeier gbirchmeier at connamara.com
Fri Sep 7 06:55:54 PDT 2012


Given that OrigSendingTime has one and only one purpose (as best as I can
tell), perhaps "RequiresOrigSendingTime" is sufficient?


On Fri, Sep 7, 2012 at 4:44 AM, Thomas Fleming <thomas.fleming at sucfin.com>wrote:

>  Anyone else have an opinion on the default value?
>
>
>
> I have now coded this so it can be set via the config file like
>
>
>
> PossDupResetSequenceMessageRequiresOrigSendingTime=N
>
>
>
> The field name is long and cumbersome but does describe exactly what it is
> for. If anyone has a better suggestion I will change it before I check it
> in.
>
>
>
> I will write some unit tests over the weekend and check it in over the
> next few days once I’m up to speed with Git.
>
>
>  ------------------------------
>
> *From:* quickfixn-bounces at lists.quickfixn.com [mailto:
> quickfixn-bounces at lists.quickfixn.com] *On Behalf Of *Manuel Lopez
> *Sent:* 07 September 2012 02:14
> *To:* quickfixn at lists.quickfixn.com
>
> *Subject:* Re: {{Quickfixn}} Possible bug in QuickFIX/n?
>
>
>
> >"Perhaps the most key question now is whether the default config should
> be to reject or not reject."
>
>
>
> I'd vote the default config should be NOT to reject.  A standard is its
> implementation, and here we have one rather big counterparty (Barclays)
> that interprets the standard as not requiring that
> item (OrigSendingTime).  A default of not requiring would not cause
> problems for counterparties that do require it; it means only that they
> would be missing a validation check until the default setting is changed;
> but a default of requiring would cause outright failure against
> counterparties that take it as not required.  (And apart from that, I don't
> see a good reason why it's required.)
>
>
>
> --I assume there are only a handful of quirks like this (I mean where the
> interpretations of defined (non-custom) FIX messages differ).  But if there
> are more than a few, then ideally the config file would have a setting to
> select from a list of major counterparties, though I imagine that would be
> a lot of work.  Or there could be a choice of three settings: NoValidation,
> RelaxedValidation, and StrictValidation.  RelaxedValidation would skip
> checks where the interpretation is unclear (as implemented by major
> counterparties).
>
>
>
> (@Thomas Fleming, thanks for reporting the issue and the workaround.)
>
>
>
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-- 
Grant Birchmeier
*Connamara Systems, LLC*
*Made-To-Measure Trading Solutions.*
Exactly what you need. No more. No less.*
*
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