[This message was posted by Scott Atwell of American Century Investments
<scott_atw...@americancentury.com> to the "Algorithmic Trading" discussion
forum at http://fixprotocol.org/discuss/31. You can reply to it on-line at
http://fixprotocol.org/discuss/read/4d96647b - PLEASE DO NOT REPLY BY MAIL.]
> How can I proceed with Fix ATDL to restrict standard parameters ? If I
> would like to restrict the Side(54) to Buy or Buy Minus, or if I would
> to force the order Type(40) to 9 "On Basis", or if I would check that
> the quantity is a multiple of 100...
>
> I think I can use it like tag >5000 but I'm not sure. I am suspicious of
> the duplicate use of basic fields with standard interface of vendors.
You would create a StrategyEdit and reference the standard field with "FIX_"
its field name (eg "FIX_Side")
Thus:
<val:StrategyEdit errorMessage="Side must be Buy or Buy Minus">
<val:Edit logicOperator="OR">
<val:Edit field="FIX_Side" operator="EQ" value="1">
<val:Edit field="FIX_Side" operator="EQ" value="3">
</val:Edit>
</val:StrategyEdit>
This assumes that the OMS/EMS application is "providing" the FIX standard field
information to the FIXatdl component.
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