FIX 4.4 spec used “***” as setting for the Req’d column of components to identify those fields that are required if and only if the component itself is required in the given message. This information has been lost with FIX 5.0. For example, the Instrument component is required in the TradeCaptureReport(35=AE) message. Therefore the field Symbol(55) is also required and has a field usage comment that says Use “[N/A]” for products which do not have a symbol.
The following components and fields are affected:
- Instrument: Symbol(55)
- InstrumentLeg: LegSymbol(600)
- UnderlyingInstrument: UnderlyingSymbol(311)
- UnderlyingLegInstrument: UnderlyingLegSymbol(311) [Deprecated]
The field usage comment should be enhanced to describe the nature of the conditional requirement.