[This message was posted by Richard Labs of CL&B Capital Management, LLC <r...@clbcm.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/401168ec - 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. Any time you prefix with FIX_ its assumed that is a very standard FIX field in the 0-4000 area. You should always use the exact FIXmlName. The data type of that parameter is, of course, a dead match to the FIXml usage and can't be altered. The FIX_ prefix used in the expression of a rule (for FLOW or VALIDATION) means - "this parameter MAY not have been defined in this FIXatdl file, but should easily be available from the OMS to test against. The FIX_ prefix used in a parameter definition is an explicit declaration inside FIXatdl of a standard FIX field. You then use the attribute definedByFIX (boolean, default false, here you set it true) to clearly indicating you are creating a standardized FIX field. Our in line documentation says "redefintion" however be advised you are not allowed to over ride anything, extend, or change data types. You may however set sub sets of allowable enumerations, establish initial / default values, add help text, tool tips, etc (in the GUI language of your choice) etc. A FIXatdl file can be packed with ALL all the fields needed on the FIX wire (all standard tags, plus all algo "enhancements") and can thereby be made to draw the entire order screen (making internationalization very, very easy...) That way the FIXatdl file is an exact "recipe" for "cooking" exactly what message(s) the Target wants to get. Explicitly packing in all the fields also allows the Target to be very specific on which "optional" according to FIX fields are indeed NOT OPTIONAL, but REQUIRED by them, and to limit the enums. Rick [You can unsubscribe from this discussion group by sending a message to mailto:unsubscribe+100932...@fixprotocol.org] -- You received this message because you are subscribed to the Google Groups "Financial Information eXchange" group. To post to this group, send email to fix-proto...@googlegroups.com. To unsubscribe from this group, send email to fix-protocol+unsubscr...@googlegroups.com. For more options, visit this group at http://groups.google.com/group/fix-protocol?hl=en.
