Data Dictionary Sources

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Data Dictionary Sources

Michael C. Starkie
QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/


Hi,
I'm curious as to how the data dictionaries (e.g., FIX44.xml) files are created.

Were they generated by hand, from looking at the FIX specifications, were they parsed from the Fix Repository source xml files or both?

I was experimenting with automating similar dictionaries from the formal fix repository files but found them to be inconsistent with the specifications and error prone.

For Example,  according to the FIX 4.4 spec,  the AllocGroup in MsgType="AS" should contain tag 635 (ClearingFeeIndicator), but the FixRepository.xml file from the FIX consortium seems to have left that tag out in the AllocGrp component of the FIX.4.4 section.

Also, what is the difference between FIX44.xml and FIX44.modified.xml?

Thanks,
Mike

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Re: Data Dictionary Sources

James Downs
QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/


Mike,
Dusting the cobwebs off as I try to remember (Oren feel free to correct me on this), the Data Dictionaries were  generated off the tables MS Word doc specs provided on the FPL site. I think the process was to "Save As HTML" each doc then write a parser. This was not ideal but it was all there was. It was not perfect by the quickfix community helped out and and pointed out the errors and inconsistencies.

I also think I remember that with the FIX 4.4 creation of component blocks by FPL in the spec was really annoying.
At the time there was not an XML representation of the protocol. 

I hope this helps.

Jim

On Fri, Jan 8, 2016 at 7:08 PM, Michael C. Starkie <[hidden email]> wrote:
QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/


Hi,
I'm curious as to how the data dictionaries (e.g., FIX44.xml) files are created.

Were they generated by hand, from looking at the FIX specifications, were they parsed from the Fix Repository source xml files or both?

I was experimenting with automating similar dictionaries from the formal fix repository files but found them to be inconsistent with the specifications and error prone.

For Example,  according to the FIX 4.4 spec,  the AllocGroup in MsgType="AS" should contain tag 635 (ClearingFeeIndicator), but the FixRepository.xml file from the FIX consortium seems to have left that tag out in the AllocGrp component of the FIX.4.4 section.

Also, what is the difference between FIX44.xml and FIX44.modified.xml?

Thanks,
Mike

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Re: Data Dictionary Sources

Michael C. Starkie
QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/


Thanks Jim.  I suspected that was the case or something similar.  I'm sure at this point that the QF xml dictionaries are much more reliable sources.

On Sat, Jan 9, 2016 at 6:46 AM, James Downs <[hidden email]> wrote:
Mike,
Dusting the cobwebs off as I try to remember (Oren feel free to correct me on this), the Data Dictionaries were  generated off the tables MS Word doc specs provided on the FPL site. I think the process was to "Save As HTML" each doc then write a parser. This was not ideal but it was all there was. It was not perfect by the quickfix community helped out and and pointed out the errors and inconsistencies.

I also think I remember that with the FIX 4.4 creation of component blocks by FPL in the spec was really annoying.
At the time there was not an XML representation of the protocol. 

I hope this helps.

Jim

On Fri, Jan 8, 2016 at 7:08 PM, Michael C. Starkie <[hidden email]> wrote:
QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/


Hi,
I'm curious as to how the data dictionaries (e.g., FIX44.xml) files are created.

Were they generated by hand, from looking at the FIX specifications, were they parsed from the Fix Repository source xml files or both?

I was experimenting with automating similar dictionaries from the formal fix repository files but found them to be inconsistent with the specifications and error prone.

For Example,  according to the FIX 4.4 spec,  the AllocGroup in MsgType="AS" should contain tag 635 (ClearingFeeIndicator), but the FixRepository.xml file from the FIX consortium seems to have left that tag out in the AllocGrp component of the FIX.4.4 section.

Also, what is the difference between FIX44.xml and FIX44.modified.xml?

Thanks,
Mike

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Re: Data Dictionary Sources

Oren Miller
In reply to this post by James Downs
QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/


That was how they originally were done, but we have been generating the off the repository for some time now.

On Jan 9, 2016, at 5:46 AM, James Downs <[hidden email]> wrote:

Mike,
Dusting the cobwebs off as I try to remember (Oren feel free to correct me on this), the Data Dictionaries were  generated off the tables MS Word doc specs provided on the FPL site. I think the process was to "Save As HTML" each doc then write a parser. This was not ideal but it was all there was. It was not perfect by the quickfix community helped out and and pointed out the errors and inconsistencies.

I also think I remember that with the FIX 4.4 creation of component blocks by FPL in the spec was really annoying.
At the time there was not an XML representation of the protocol. 

I hope this helps.

Jim

On Fri, Jan 8, 2016 at 7:08 PM, Michael C. Starkie <[hidden email]> wrote:
QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/


Hi,
I'm curious as to how the data dictionaries (e.g., FIX44.xml) files are created.

Were they generated by hand, from looking at the FIX specifications, were they parsed from the Fix Repository source xml files or both?

I was experimenting with automating similar dictionaries from the formal fix repository files but found them to be inconsistent with the specifications and error prone.

For Example,  according to the FIX 4.4 spec,  the AllocGroup in MsgType="AS" should contain tag 635 (ClearingFeeIndicator), but the FixRepository.xml file from the FIX consortium seems to have left that tag out in the AllocGrp component of the FIX.4.4 section.

Also, what is the difference between FIX44.xml and FIX44.modified.xml?

Thanks,
Mike

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