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corrections/updates to FIX44 spec based on diff with QF/j version
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@gbirchmeier
gbirchmeier committed May 20, 2013
1 parent 111c4d0 commit 807e1b3
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1 change: 1 addition & 0 deletions NEXT_VERSION.md
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Original file line number Diff line number Diff line change
Expand Up @@ -30,4 +30,5 @@ Changes since the last version:
* (patch) issue #153 - Chunked resends are now sent "on-demand" instead of all-at-once (roji)
* (patch) issue #173 - bug in Message.IsAdmin/IsApp (TomasVetrovsky/gbirchmeier)
* (patch) issue #166 - FIX44 spec missing PutOrCall and UnderlyingPutOrCall (gbirchmeier)
* (patch) corrections/updates to FIX44 spec based on diff with QF/j version (gbirchmeier)

8 changes: 8 additions & 0 deletions QuickFIXn/Fields/Fields.cs
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Expand Up @@ -1722,6 +1722,8 @@ public AllocRejCode(int val)
public const int OTHER_99 = 99;
public const int OTHER = 7;
public const int INCORRECT_AVERAGE_PRICE = 2;
public const int UNKNOWN_OR_STALE_EXEC_ID = 10;
public const int MISMATCHED_DATA_VALUE = 11;
}


Expand Down Expand Up @@ -8431,6 +8433,7 @@ public DistribPaymentMethod(int val)
public const int DIRECT_CREDIT = 8;
public const int ACH_CREDIT = 9;
public const int FEDWIRE = 7;
public const int HIGH_VALUE_CLEARING_SYSTEM = 11;
}


Expand Down Expand Up @@ -10140,6 +10143,7 @@ public ClearingInstruction(int val)
public const int EXCLUDE_FROM_CENTRAL_COUNTERPARTY = 7;
public const int MANUAL_MODE = 8;
public const int AUTOMATIC_POSTING_MODE = 9;
public const int QUALIFIED_SERVICE_REPRESENTATIVE = 11;
}


Expand Down Expand Up @@ -12929,6 +12933,7 @@ public TradeRequestResult(int val)
public const int OTHER = 99;
public const int UNAUTHORIZED_ROR_TRADE_CAPTURE_REPORT_REQUEST = 9;
public const int UNAUTHORIZED_FOR_TRADE_CAPTURE_REPORT_REQUEST = 9;
public const int YIELD = 10;
}


Expand Down Expand Up @@ -12969,6 +12974,7 @@ public TradeReportRejectReason(int val)
public const int INVALID_TRADE_TYPE = 4;
public const int OTHER = 99;
public const int INVALID_PARTY_INFORMATION = 1;
public const int YIELD = 10;
}


Expand Down Expand Up @@ -14935,6 +14941,8 @@ public InstrAttribType(int val)
public const int INSTRUMENT_PRICE_PRECISION = 27;
public const int INSTRUMENT_STRIKE_PRICE = 28;
public const int TRADEABLE_INDICATOR = 29;
public const int ORIGINAL_ISSUE_DISCOUNT_PRICE = 20;
public const int TEXT = 99;
}


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59 changes: 57 additions & 2 deletions spec/fix/FIX44.xml
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Original file line number Diff line number Diff line change
Expand Up @@ -3248,7 +3248,7 @@
</group>
<component name="PositionQty" required="Y" />
<component name="PositionAmountData" required="Y" />
<field name="RegistStatus" required="N" /> RegNonRegInd
<field name="RegistStatus" required="N" />
<field name="DeliveryDate" required="N" />
<field name="Text" required="N" />
<field name="EncodedTextLen" required="N" />
Expand Down Expand Up @@ -4374,6 +4374,10 @@
<value enum="7" description="OTHER" />
<value enum="8" description="INCORRECT_ALLOCATED_QUANTITY" />
<value enum="9" description="CALCULATION_DIFFERENCE" />
<value enum="10" description="UNKNOWN_OR_STALE_EXEC_ID"/>
<value enum="11" description="MISMATCHED_DATA_VALUE"/>
<value enum="12" description="UNKNOWN_CLORDID"/>
<value enum="13" description="WAREHOUSE_REQUEST_REJECTED"/>
</field>
<field number="89" name="Signature" type="DATA" />
<field number="90" name="SecureDataLen" type="LENGTH" />
Expand Down Expand Up @@ -4497,6 +4501,9 @@
<value enum="7" description="OTHER" />
<value enum="8" description="MARKUP" />
<value enum="9" description="CONSUMPTION_TAX" />
<value enum="10" description="PER_TRANSACTION"/>
<value enum="11" description="CONVERSION"/>
<value enum="12" description="AGENT"/>
</field>
<field number="140" name="PrevClosePx" type="PRICE" />
<field number="141" name="ResetSeqNumFlag" type="BOOLEAN" />
Expand Down Expand Up @@ -5053,6 +5060,7 @@
<value enum="7" description="INVALID_BID_ASK_SPREAD" />
<value enum="8" description="INVALID_PRICE" />
<value enum="9" description="NOT_AUTHORIZED_TO_QUOTE_SECURITY" />
<value enum="99" description="OTHER" />
</field>
<field number="301" name="QuoteResponseLevel" type="INT">
<value enum="0" description="NO_ACKNOWLEDGEMENT" />
Expand Down Expand Up @@ -5367,6 +5375,8 @@
<value enum="7" description="TED_PRICE" />
<value enum="8" description="TED_YIELD" />
<value enum="9" description="YIELD" />
<value enum="10" description="FIXED_CABINET_TRADE_PRICE"/>
<value enum="11" description="VARIABLE_CABINET_TRADE_PRICE"/>
</field>
<field number="424" name="DayOrderQty" type="QTY" />
<field number="425" name="DayCumQty" type="QTY" />
Expand Down Expand Up @@ -5547,10 +5557,14 @@
<value enum="7" description="FEDWIRE" />
<value enum="8" description="DIRECT_CREDIT" />
<value enum="9" description="ACH_CREDIT" />
<value enum="10" description="BPAY"/>
<value enum="11" description="HIGH_VALUE_CLEARING_SYSTEM"/>
<value enum="12" description="REINVEST_IN_FUND"/>
</field>
<field number="478" name="CashDistribCurr" type="CURRENCY" />
<field number="479" name="CommCurrency" type="CURRENCY" />
<field number="480" name="CancellationRights" type="CHAR">
<value enum="Y" description="YES"/>
<value enum="N" description="NO_EXECUTION_ONLY" />
<value enum="M" description="NO_WAIVER_AGREEMENT" />
<value enum="O" description="NO_INSTITUTIONAL" />
Expand Down Expand Up @@ -5597,6 +5611,12 @@
<value enum="7" description="FEDWIRE" />
<value enum="8" description="DEBIT_CARD" />
<value enum="9" description="DIRECT_DEBIT" />
<value enum="10" description="DIRECT_CREDIT"/>
<value enum="11" description="CREDIT_CARD"/>
<value enum="12" description="ACH_DEBIT"/>
<value enum="13" description="ACH_CREDIT"/>
<value enum="14" description="BPAY"/>
<value enum="15" description="HIGH_VALUE_CLEARING_SYSTEM"/>
</field>
<field number="493" name="RegistAcctType" type="STRING" />
<field number="494" name="Designation" type="STRING" />
Expand Down Expand Up @@ -5695,6 +5715,10 @@
<value enum="7" description="CUSTODIAN_UNDER_GIFTS_TO_MINORS_ACT" />
<value enum="8" description="TRUSTS" />
<value enum="9" description="FIDUCIARIES" />
<value enum="10" description="NETWORKING_SUB_ACCOUNT"/>
<value enum="11" description="NON_PROFIT_ORGANIZATION"/>
<value enum="12" description="CORPORATE_BODY"/>
<value enum="13" description="NOMINEE"/>
</field>
<field number="523" name="PartySubID" type="STRING" />
<field number="524" name="NestedPartyID" type="STRING" />
Expand Down Expand Up @@ -5748,6 +5772,7 @@
<value enum="4" description="INVALID_OR_UNKNOWN_CFICODE" />
<value enum="5" description="INVALID_OR_UNKNOWN_SECURITY_TYPE" />
<value enum="6" description="INVALID_OR_UNKNOWN_TRADING_SESSION" />
<value enum="99" description="OTHER" />
</field>
<field number="533" name="TotalAffectedOrders" type="INT" />
<field number="534" name="NoAffectedOrders" type="INT" />
Expand Down Expand Up @@ -5858,6 +5883,10 @@
<value enum="7" description="EXCLUDE_FROM_CENTRAL_COUNTERPARTY" />
<value enum="8" description="MANUAL_MODE" />
<value enum="9" description="AUTOMATIC_POSTING_MODE" />
<value enum="10" description="AUTOMATIC_GIVE_UP_MODE"/>
<value enum="11" description="QUALIFIED_SERVICE_REPRESENTATIVE"/>
<value enum="12" description="CUSTOMER_TRADE"/>
<value enum="13" description="SELF_CLEARING"/>
</field>
<field number="578" name="TradeInputSource" type="STRING" />
<field number="579" name="TradeInputDevice" type="STRING" />
Expand Down Expand Up @@ -5918,7 +5947,7 @@
<field number="601" name="LegSymbolSfx" type="STRING" />
<field number="602" name="LegSecurityID" type="STRING" />
<field number="603" name="LegSecurityIDSource" type="STRING" />
<field number="604" name="NoLegSecurityAltID" type="STRING" />
<field number="604" name="NoLegSecurityAltID" type="NUMINGROUP" />
<field number="605" name="LegSecurityAltID" type="STRING" />
<field number="606" name="LegSecurityAltIDSource" type="STRING" />
<field number="607" name="LegProduct" type="INT" />
Expand Down Expand Up @@ -5999,6 +6028,8 @@
<value enum="7" description="NO_MATCH_FOR_INQUIRY" />
<value enum="8" description="NO_MARKET_FOR_INSTRUMENT" />
<value enum="9" description="NO_INVENTORY" />
<value enum="10" description="PASS"/>
<value enum="99" description="OTHER"/>
</field>
<field number="659" name="SideComplianceID" type="STRING" />
<field number="660" name="AcctIDSource" type="INT">
Expand All @@ -6007,6 +6038,7 @@
<value enum="3" description="TFM" />
<value enum="4" description="OMGEO" />
<value enum="5" description="DTCC_CODE" />
<value enum="99" description="OTHER"/>
</field>
<field number="661" name="AllocAcctIDSource" type="INT" />
<field number="662" name="BenchmarkPrice" type="PRICE" />
Expand Down Expand Up @@ -6067,6 +6099,7 @@
<value enum="7" description="TED_PRICE" />
<value enum="8" description="TED_YIELD" />
<value enum="9" description="YIELD_SPREAD" />
<value enum="10" description="YIELD"/>
</field>
<field number="693" name="QuoteRespID" type="STRING" />
<field number="694" name="QuoteRespType" type="INT">
Expand Down Expand Up @@ -6162,6 +6195,7 @@
<field number="723" name="PosMaintResult" type="INT">
<value enum="0" description="SUCCESSFUL_COMPLETION_NO_WARNINGS_OR_ERRORS" />
<value enum="1" description="REJECTED" />
<value enum="99" description="OTHER"/>
</field>
<field number="724" name="PosReqType" type="INT">
<value enum="0" description="POSITIONS" />
Expand Down Expand Up @@ -6225,6 +6259,7 @@
<value enum="5" description="INVALID_DESTINATION_REQUESTED" />
<value enum="8" description="TRADEREQUESTTYPE_NOT_SUPPORTED" />
<value enum="9" description="UNAUTHORIZED_FOR_TRADE_CAPTURE_REPORT_REQUEST" />
<value enum="10" description="YIELD"/>
</field>
<field number="750" name="TradeRequestStatus" type="INT">
<value enum="0" description="ACCEPTED" />
Expand All @@ -6237,6 +6272,7 @@
<value enum="2" description="UNKNOWN_INSTRUMENT" />
<value enum="3" description="UNAUTHORIZED_TO_REPORT_TRADES" />
<value enum="4" description="INVALID_TRADE_TYPE" />
<value enum="10" description="YIELD"/>
</field>
<field number="752" name="SideMultiLegReportingType" type="INT">
<value enum="1" description="SINGLE_SECURITY" />
Expand Down Expand Up @@ -6277,6 +6313,7 @@
<field number="774" name="ConfirmRejReason" type="INT">
<value enum="1" description="MISMATCHED_ACCOUNT" />
<value enum="2" description="MISSING_SETTLEMENT_INSTRUCTIONS" />
<value enum="99" description="OTHER" />
</field>
<field number="775" name="BookingType" type="INT">
<value enum="0" description="REGULAR_BOOKING" />
Expand Down Expand Up @@ -6317,6 +6354,7 @@
<value enum="0" description="UNABLE_TO_PROCESS_REQUEST" />
<value enum="1" description="UNKNOWN_ACCOUNT" />
<value enum="2" description="NO_MATCHING_SETTLEMENT_INSTRUCTIONS_FOUND" />
<value enum="99" description="OTHER" />
</field>
<field number="793" name="SecondaryAllocID" type="STRING" />
<field number="794" name="AllocReportType" type="INT">
Expand Down Expand Up @@ -6407,6 +6445,7 @@
<value enum="7" description="BUNCHED_TRADE" />
<value enum="8" description="LATE_BUNCHED_TRADE" />
<value enum="9" description="PRIOR_REFERENCE_PRICE_TRADE" />
<value enum="10" description="AFTER_HOURS_TRADE" />
</field>
<field number="829" name="TrdSubType" type="INT" />
<field number="830" name="TransferReason" type="STRING" />
Expand Down Expand Up @@ -6515,6 +6554,7 @@
<value enum="2" description="CALL" />
<value enum="3" description="TENDER" />
<value enum="4" description="SINKING_FUND_CALL" />
<value enum="99" description="OTHER" />
</field>
<field number="866" name="EventDate" type="LOCALMKTDATE" />
<field number="867" name="EventPx" type="PRICE" />
Expand All @@ -6531,6 +6571,20 @@
<value enum="7" description="STEPPED_COUPON" />
<value enum="8" description="COUPON_PERIOD" />
<value enum="9" description="WHEN_AND_IF_ISSUED" />
<value enum="10" description="ORIGINAL_ISSUE_DISCOUNT"/>
<value enum="11" description="CALLABLE_PUTTABLE"/>
<value enum="12" description="ESCROWED_TO_MATURITY"/>
<value enum="13" description="ESCROWED_TO_REDEMPTION_DATE"/>
<value enum="14" description="PRE_REFUNDED"/>
<value enum="15" description="IN_DEFAULT"/>
<value enum="16" description="UNRATED"/>
<value enum="17" description="TAXABLE"/>
<value enum="18" description="INDEXED"/>
<value enum="19" description="SUBJECT_TO_ALTERNATIVE_MINIMUM_TAX"/>
<value enum="20" description="ORIGINAL_ISSUE_DISCOUNT_PRICE"/>
<value enum="21" description="CALLABLE_BELOW_MATURITY_VALUE"/>
<value enum="22" description="CALLABLE_WITHOUT_NOTICE_BY_MAIL_TO_HOLDER_UNLESS_REGISTERED"/>
<value enum="99" description="TEXT"/>
</field>
<field number="872" name="InstrAttribValue" type="STRING" />
<field number="873" name="DatedDate" type="LOCALMKTDATE" />
Expand Down Expand Up @@ -6606,6 +6660,7 @@
<value enum="3" description="INSUFFICIENT_COLLATERAL" />
<value enum="4" description="INVALID_TYPE_OF_COLLATERAL" />
<value enum="5" description="EXCESSIVE_SUBSTITUTION" />
<value enum="99" description="OTHER" />
</field>
<field number="907" name="CollAsgnRefID" type="STRING" />
<field number="908" name="CollRptID" type="STRING" />
Expand Down

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