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Attributes related to values of FIX tags do not reference them #9

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kleihan opened this issue Apr 16, 2021 · 1 comment
Open

Attributes related to values of FIX tags do not reference them #9

kleihan opened this issue Apr 16, 2021 · 1 comment

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@kleihan
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kleihan commented Apr 16, 2021

Some attributes are not GUI related and also not linked to the values of a standard FIX tag. Parameter/@definedByFIX is an option to reference a standard FIX tag within the 1-5000 range. Should this connection be made explicit to avoid valid values drifting apart?

Relevant attributes:

  • Strategy/@objective (has some values from StrategyType(2141) as well as TrdType(828), and a mention in SecuritySubType(762))
  • SecurityType/@name (reference SecurityType(167) in the description)
  • Strategy/@fixMsgType (references MsgType(35) in the description)
@gmala
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gmala commented Apr 16, 2021

These are mostly hints given to the OMS as how to behave. For example, @objective = "Pairs" my allow the OMS to bring up it's "Pairs" screen (if it has one). @definedByFIX = true lets the OMS know the parameter is in the 1-5000 range.
@fixMsgType is more prescriptive, it instructs the OMS to use a specific messages when sending a multi-leg order to the Broker-Dealer.
These were not intended to define the data model for the orders. But I can see your point on how they may drift and may benefit from using the existing values for, say, StrategyType. So instead of @objective we can have @strategyType.
I think this is best left for RC2.

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