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Algorithmic Trading
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Re: Validation
Witold Sames / Portware <>
15 Dec 2011 3:13PM ET If your FIX engine supports it (some do), you could set the Y/N choice in a negative FIX tag of your choice in your parameter definition, which the FIX engine would not send, but you could store for your validation.
> To accomplish this when processing the FIXatdl and sending my orders I could:
>
> 1. check to see if one or more parameters have a fixtag then send all the have a fixTag ignoring those that don't.
> 2. if none of the parameters have fixTags require tag957Support=true otherwise complain.
>
> Do you see any problems with this?
>
>
> > Indeed, but personally I think the spec is being too prescriptive - I have seen more than one implementation that allows the fixTag attribute to be omitted without expecting tag957Support to be set. I'd be interested to hear what others thing...
> >
> > > I think this might conflict with the spec. I am looking at the spec table on page 18. Seems like you would be unable to determine if the fixTag attributes are provided or not. Currently my code cycles through all parameters checking for fixTags. If one or more parameters are missing fixTags and the tag957Support is not true, I complain...
> > >
> > > Then on page 31 describing Parameter/@fixTag:
> > >
> > > Required when: parameter value is intended to be transported over the wire.
> > > If fixTag is not provided then the Strategies-level attribute, tag957Support, must be set to true, indicating that the order recipient expects to receive algo parameters in the StrategyParameterGrp repeating group beginning at tag 957.
> > >
> > > So, if they provided no fixTags with tag957Support set to true, the "temp" parameter would be sent...
> > >
> > >
> > >
> > > > One common approach is for the control that doesn't currently have a parameter, associate it with a 'dummy' parameter, but omit the fixTag attribute. That way the control can participate in StrategyEdit validation without being sent on the FIX wire.
> > > >
> > > > > > I am working on validation rules. The validation is processed down stream against the parameters not the controls. I have run into a situation where I need a suggestion.
> > > > > >
> > > > > > We have a set of controls as shown. If "Is Short?" is Yes, then the Locate ID is required. The "Is Short?" value is not associated with a parameter but the Locate ID is. So at the time of validation I don't know if they they chose Yes so I can validate the locate id.
> > > > > >
> > > > > > Is Short? o Yes o No Locate ID: [________]
> > > > > >
> > > > > > Any suggestions?
> > > > >
> > > > > I am assuming this is a question related to FIXatdl. You could check the FIX Side field = '5' ("Sell Short"). This assumes that the OMS is feeding/exposing key fields from the FIX order to the FIXatdl rendering component.
> > > > >
> > > > > For instance:
> > > > >
> > > > > <val:Edit field="FIX_Side" operator="EQ" value="5" />
> > > > >
Validation Cathy Mildenberger / Neovest, Inc. 15 Dec 2011 2:01PM ET Re: Validation Scott Atwell / American Century Investments 15 Dec 2011 2:22PM ET Re: Validation Steve Wilkinson / Cornerstone Technology Limited 15 Dec 2011 2:27PM ET Re: Validation Cathy Mildenberger / Neovest, Inc. 15 Dec 2011 2:45PM ET Re: Validation Steve Wilkinson / Cornerstone Technology Limited 15 Dec 2011 2:50PM ET Re: Validation Cathy Mildenberger / Neovest, Inc. 15 Dec 2011 3:01PM ET Re: Validation Scott Atwell / American Century Investments 15 Dec 2011 3:13PM ET Re: Validation Cathy Mildenberger / Neovest, Inc. 15 Dec 2011 3:32PM ET Re: Validation
Witold Sames / Portware 15 Dec 2011 3:13PM ET Re: Validation Greg Malatestinic / Jordan & Jordan 15 Dec 2011 2:34PM ET Re: Validation Richard Labs / CL&B Capital Management, LLC 15 Dec 2011 5:44PM ET Re: Validation Cathy Mildenberger / Neovest, Inc. 4 Jan 2012 4:37PM ET
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