[This message was posted by David Nissenbaum of BarCap
<[email protected]> 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/2b07d3a5 - PLEASE DO NOT REPLY BY MAIL.]
> Yes, it is a repeating group just like NoStrategyParameters but with fixtag
> 11002. I would need to sepcify 11004=3 for example, but within the repeating
> group.
>
> 11002=2{11003=1|11004=1|11005=1|11006=55.6}
I meant:
11002=1{11003=1|11004=1|11005=1|11006=55.6}
>
> > I think that David is facing a case where the parameter's type is an array
> > (correct if I'm wrong David). In that case we need a user-defined repeating
> > group to hold all values that the client may send or the other solution is
> > to use a complex syntax of the parameter value (something like JASON) which
> > could be a little bit tricky to be held by both parties.
> >
> > > > I'm trying to write the FIXatdl specification for a strategy that takes
> > > > values from a repeating group.
> > > >
> > > > The name of the repeating group is not TotNoOrders[68] or NoLegs[555],
> > > > but the specification states that FIXatdl only supports one repeating
> > > > group with either of these two names or the repeating group
> > > > NoStrategyParameters[957].
> > > >
> > > > To use FIXatdl to construct FIX messages, I would need to define such a
> > > > repeating group and possibly more than one.
> > >
> > > Can you elaborate with an example of the repeating group content you're
> > > describing (and why it needs to be part of a user-defined repeating
> > > group)?
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