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gbirchmeier avatar gbirchmeier commented on July 21, 2024

Discussion:

QF/C++ and QF/J both write groups elements in the DD order, per FIX.4.4 spec.

Right now we're obeying FIX.5 spec, and putting the delimiter field first, and tag order afterward. Ostensibly, this might be for a slight perf gain, but this is entirely unmeasured.

I don't think breaking from established QF behavior is justified.

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gbirchmeier avatar gbirchmeier commented on July 21, 2024

I put in a fix so that it now defaults to FIX.4.4 behavior, which is to write group element in DD order. This also satisfies the looser FIX.5 expectations.

If anyone wants to implement an option to write group elements in a non-DD or unspecified order (but the delimiter must come first) under the auspice that it might be faster, they are welcome to do so, but I think measurements should definitely be presented to confirm that such a feature is useful.

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karabiberoglu avatar karabiberoglu commented on July 21, 2024

i have downloaded to latest code on github and tried this issue. But it seems not to be solved completely.

Below codes makes fix message with '8=FIX.4.4|9=161|35=BB|34=7|49=REMOTECOMPID|50=USERA|52=20120202-15:48:57.543|56=TARGETCOMPID|263=0|909=CollateralInquiry|453=1|448=ABC|447=D|452=4|802=1|802=1|523=ABC|803=1|10=196|'

Tag NoPartySubIDs(802) appears more than once. And it causes to reject this message. i think there is problem on calculating string for inner groups. this issue should be reopened.

    QuickFix.FIX44.CollateralInquiry ci = new QuickFix.FIX44.CollateralInquiry();
        ci.CollInquiryID = new QuickFix.Fields.CollInquiryID("CollateralInquiry");
        ci.SubscriptionRequestType = new QuickFix.Fields.SubscriptionRequestType(QuickFix.Fields.SubscriptionRequestType.SNAPSHOT);

        CollateralInquiry.NoPartyIDsGroup noParty = new CollateralInquiry.NoPartyIDsGroup();
        noParty.PartyID = new QuickFix.Fields.PartyID("ABC");
        noParty.PartyIDSource = new QuickFix.Fields.PartyIDSource(QuickFix.Fields.PartyIDSource.PROPRIETARY_CUSTOM_CODE);
        noParty.PartyRole = new QuickFix.Fields.PartyRole(QuickFix.Fields.PartyRole.CLEARING_FIRM);

        CollateralInquiry.NoPartyIDsGroup.NoPartySubIDsGroup noPartySub = new CollateralInquiry.NoPartyIDsGroup.NoPartySubIDsGroup();
        noPartySub.PartySubID = new QuickFix.Fields.PartySubID("ABC");
        noPartySub.PartySubIDType = new QuickFix.Fields.PartySubIDType(QuickFix.Fields.PartySubIDType.FIRM);
        noParty.AddGroup(noPartySub);

        ci.AddGroup(noParty);

    QuickFix.Session.SendToTarget(message);

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gbirchmeier avatar gbirchmeier commented on July 21, 2024

Dang. Thanks for reporting, and thanks for your excellent write-up. I will look into this soon.

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gbirchmeier avatar gbirchmeier commented on July 21, 2024

I think I've fixed this one (again). Closing it. Please checkout the latest and let me know if you notice any more problems.

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gbirchmeier avatar gbirchmeier commented on July 21, 2024

karabiberoglu, if you see a more issues, please submit a new bug rather than reopen this one. Thanks.

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