FIX Message Validation

classic Classic list List threaded Threaded
3 messages Options
Reply | Threaded
Open this post in threaded view
|

FIX Message Validation

Franssen, Ron
QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html


Hello All,

We have had a QuickFix implementation for about 5 years now that connects to one of the major exchanges.  Anyhow, we are wondering if there is a way to use QuickFix without the message validation.  We are currently using a data dictionary and validate incoming messages.  However, the vendor routinely adds new information to the data dictionary (which we must go manually update).  This can become a bit of a tedious chore.  I tried to change the configuration setting to “N” to NOT use a data dictionary and QuickFix promptly began rejecting messages.  Further research indicates that I can use the ValidateFieldsHaveValues and ValidateUserDefinedFields (set to N) to turn of message validation, although I don’t have this working yet.

 

What is the proper way to turn of message validation and what are the pitfalls if I do?

 

thanks

The information in this e-mail and any attachments is confidential and intended solely for the attention and use of the named addressee(s). It must not be disclosed to any person without proper authority. If you are not the intended recipient, or a person responsible for delivering it to the intended recipient, you are not authorized to and must not disclose, copy, distribute, or retain this message or any part of it.
------------------------------------------------------------------------------
Slashdot TV.  
Video for Nerds.  Stuff that matters.
http://tv.slashdot.org/
_______________________________________________
Quickfix-developers mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quickfix-developers
Reply | Threaded
Open this post in threaded view
|

Re: FIX Message Validation

Dariusz Nawrocki
QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html


Hello Ron,

2014-09-02 15:44 GMT+02:00 Franssen, Ron <[hidden email]>:
I tried to change the configuration setting to “N” to NOT use a data dictionary and QuickFix promptly began rejecting messages.

Generally as far as I know you need message validation for repeating groups to work correctly (repeating groups work upon defined in the dictionary fields order) .

Regards
Darek


------------------------------------------------------------------------------
Slashdot TV.  
Video for Nerds.  Stuff that matters.
http://tv.slashdot.org/
_______________________________________________
Quickfix-developers mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quickfix-developers
Reply | Threaded
Open this post in threaded view
|

Re: FIX Message Validation

Grant Birchmeier
QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html


Yes, what Dariusz said.

If your counterparty modifies fields in a repeating group, then you *need* to use a DataDictionary, else the engine can not know which field belongs in a group or not, and thus can't really tell which field is the last field of a group.

I feel your pain, though.  I maintain an application that connects to one of ICE's interfaces.  About twice a year ICE makes changes, and I have to spend a few hours making corresponding adjustments and testing.

-Grant


On Tue, Sep 2, 2014 at 9:55 AM, Dariusz Nawrocki <[hidden email]> wrote:

Hello Ron,

2014-09-02 15:44 GMT+02:00 Franssen, Ron <[hidden email]>:
I tried to change the configuration setting to “N” to NOT use a data dictionary and QuickFix promptly began rejecting messages.

Generally as far as I know you need message validation for repeating groups to work correctly (repeating groups work upon defined in the dictionary fields order) .

Regards
Darek


------------------------------------------------------------------------------
Slashdot TV.
Video for Nerds.  Stuff that matters.
http://tv.slashdot.org/
_______________________________________________
Quickfix-developers mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quickfix-developers



--
Grant Birchmeier
Connamara Systems, LLC
Made-To-Measure Trading Solutions.
Exactly what you need. No more. No less.

------------------------------------------------------------------------------
Slashdot TV.  
Video for Nerds.  Stuff that matters.
http://tv.slashdot.org/
_______________________________________________
Quickfix-developers mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quickfix-developers