{{Quickfixn}} questions on component block concepet in quickfix

[Jie Zhu]

So if a component block is not in a repeating group, we don’t even need that component block, am I correct?

The following two specs will be same, right?


<MessageHeader>

Y

<MessageHeader>

Y

571

TradeReportID

Y

571

TradeReportID

Y

572

TradeReportRefID

Y

572

TradeReportRefID

Y

150

ExecType

Y

150

ExecType

Y

60

TransactTime

Y

60

TransactTime

Y

570

PreviouslyReported

Y

570

PreviouslyReported

Y

17

ExecID

Y

17

ExecID

Y

Component Block <Instrument>

Y

55

Symbol

N

55

→Symbol

N

48

SecurityID

Y

48

→SecurityID

Y

22

SecurityIDSource

Y

22

→SecurityIDSource

Y

552

NoSides

Y

552

NoSides

Y

Component Block <TrdCapRptSideGrp>



Component Block <TrdCapRptSideGrp>



54

→Side

Y

54

→Side

Y

37

→OrderID

Y

37

→OrderID

Y

1

→Account

Y

1

→Account

Y

453

→NoPartyIDs

Y

453

→NoPartyIDs

Y

64

SettlDate

Y

64

SettlDate

Y

32

LastQty

Y

32

LastQty

Y

31

LastPx

Y

31

LastPx

Y

<MessageTrailer>

Y

<MessageTrailer>

Y


Component block is only useful in a repeating group. Tag 54,37,1, 453 must be together. Let me know if this is correct.



From: Quickfixn [mailto:quickfixn-bounces at lists.quickfixn.com] On Behalf Of Grant Birchmeier
Sent: Tuesday, March 06, 2018 2:24 PM
To: Mailing list for QuickFIX/n
Subject: Re: {{Quickfixn}} questions on component block concepet in quickfix

Components are implemented the same across all QuickFIX implementations.  You are mistaken in saying that QF/j does it differently.

It sounds like you are conflating two concepts: "components" and "repeating groups".

55,48,22 are part of the "Instrument" component.  When the Instrument component is in the top level of a message, then the order of component fields does not matter.

However, often the Instrument component is within a repeating group: in that case, the fields do need to be in the same sequence as specified in the Instrument component's definition.

Is that kind of clear now?


On Tue, Mar 6, 2018 at 11:01 AM, Jie Zhu <Jie.Zhu at icbkfs.com<mailto:Jie.Zhu at icbkfs.com>> wrote:
Hi,

It looks the component block concept no longer exists in Quickfix/N ( and Quickfix C++).  For instance, an AE message, the tags inside the instrument component block, (e.g tag 55) will be treat the same level as other tags outside of the block such as 571, 572.   QuickFix J still has the component block concept.  Does that mean in quickfix/J , tags  55, 48, 22,et al must be placed together but in QuickFix/N it is not demanded?
In this case, for those msg generated from quickfix/N, will they pass the validation of quickfix/j engine?

Thanks,

Jie

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