[This message was posted by Hanno Klein of Deutsche Börse Systems <[email protected]> to the "General Q/A" discussion forum at http://fixprotocol.org/discuss/22. You can reply to it on-line at http://fixprotocol.org/discuss/read/48411324 - PLEASE DO NOT REPLY BY MAIL.]
Just some general comments on your issue. FIX is being extended all the time to cover the gaps that were identified. That makes it hard to answer questions along the lines of "how do I do implement feature X in version Y whereby X has been solved in version Z?" with Z>Y. The simple answer "use version Z" should be easier to follow for market data where there is often no FIX engine on the other side due to the usage of multicast. For non-market-data the answer is often "extend your FIX engine of version Y to allow higher tag numbers or, if you cannot do that, use a user-defined field with the same name and characteristics". That gives you a clear upgrade path once you are able to switch to a higher version of FIX. There is a GTC proposal out there to extend the UDF range to include 20,000 to 39,999 for such purposes if you cannot avoid it. > Hi guys, > > In FIX 5.0 it has been explicitly specified that if a client requests > market data with MDUpdateType=incremental (1), it will receive > snapshot/full refresh first, followed by incremental updates. Also there > is MDEntryID field in both full and incremental messages which makes it > possible incremental messages to update entry from the full message. > > In FIX 4.4 it seems this is not that clear: there is no MDEntryID in the > full refresh message, so it isn't possible to refer (at least not > directly) an entry from the full refresh. One of the posts in this > rather old thread(http://www.fixprotocol.org/discuss/read/a6a86802) says > that only incremental messages should be sent in this case > (MDUpdateType=incremental). > > So basically my question is is what is the common way to do it in FIX > 4.4 - similar to what is specified for FIX 5.0 (possibly using > MDEntryPositionNo combined with the other fields to refer to entries > coming from the initial snapshot/full refresh) or following the advice > in the old thread that only incremental messages should be sent > (possibly with comands NEW for the initial data, then CHANGE)? > > tia, Emil [You can unsubscribe from this discussion group by sending a message to mailto:[email protected]] -- You received this message because you are subscribed to the Google Groups "Financial Information eXchange" group. To post to this group, send email to [email protected]. To unsubscribe from this group, send email to [email protected]. For more options, visit this group at http://groups.google.com/group/fix-protocol?hl=en.
