About NoMDEntries in Market Data messages

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Imported from previous forum

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I have some concerns about the tag NoMDEntries #268 as below:

From the doc fix-44_VOL_3_w_Errata_20030618.doc, page 64, we can see that in the table of Market Data - Snapshot / Full Refresh, the tag NoMDEntries, of which type is NumInGroup, is supposed to be the first tag of the repeating group, however:

  1. the comments for this tag is “Number of entries following.”, which makes me confused. It is the total entry number of this (repeating)group or it is the repeat times ? Since generally, it indicates the repeat times.

  2. In the component.xml, there is no such component definition that includes this tag. Why ? Is it a bug ? But I checked the FIX 5.0 version component.xml too,the tag is also missing in the xml file.

Can anyone help me clarify my concerns ?

Thanks.

3

In the doc fix-44_VOL_3_w_Errata_20030618.doc, page 64, it says that MDEntryType (269) “Must be the first field in this repeating group”. Why do you think that NoMDEntries is the first field?

The fields NoXXX of type NumInGroup always indicate the number of instances in the repeating group. A group with 2 fields would look like this:

NoXXX = 2
F1 =
F2 =
F1 =
F2 =

NoMDEntries is not a component. Please check FIXimate where you will see that this field is part of 2 components, i.e. MDIncGrp and MDFullGrp. These are defined in component.xml.

FIXimate is a good tool to see the components and their elements.

I have some concerns about the tag NoMDEntries #268 as below:

From the doc fix-44_VOL_3_w_Errata_20030618.doc, page 64, we can see
that in the table of Market Data - Snapshot / Full Refresh, the tag
NoMDEntries, of which type is NumInGroup, is supposed to be the first
tag of the repeating group, however:

  1. the comments for this tag is “Number of entries following.”, which
    makes me confused. It is the total entry number of this
    (repeating)group or it is the repeat times ? Since generally, it
    indicates the repeat times.

  2. In the component.xml, there is no such component definition that
    includes this tag. Why ? Is it a bug ? But I checked the FIX 5.0
    version component.xml too,the tag is also missing in the xml file.

Can anyone help me clarify my concerns ?

Thanks.

4

Hi Hanno,

The comment to MDEntryType also makes me confused too.

As general, NoXXX would be the first field in the repeating group, but it is not repeated;
here, it may mean that MDEntryType is the first field, which is in the repeated list. Right ?

As to the component issue, thanks for your info.

And now, I have identified that in the \fix-repository_20090420\FIX.4.4\Components.xml,there is no such definitions for both MDIncGrp and MDFullGrp.

And they are in the FIX 5.0 later.

In the doc fix-44_VOL_3_w_Errata_20030618.doc, page 64, it says that
MDEntryType (269) “Must be the first field in this repeating group”. Why
do you think that NoMDEntries is the first field?

The fields NoXXX of type NumInGroup always indicate the number of
instances in the repeating group. A group with 2 fields would look
like this:

NoXXX = 2 F1 = F2 = F1 = F2 =

NoMDEntries is not a component. Please check FIXimate where you will see
that this field is part of 2 components, i.e. MDIncGrp and MDFullGrp.
These are defined in component.xml.

FIXimate is a good tool to see the components and their elements.

I have some concerns about the tag NoMDEntries #268 as below:

From the doc fix-44_VOL_3_w_Errata_20030618.doc, page 64, we can see
that in the table of Market Data - Snapshot / Full Refresh, the tag
NoMDEntries, of which type is NumInGroup, is supposed to be the first
tag of the repeating group, however:

  1. the comments for this tag is “Number of entries following.”, which
    makes me confused. It is the total entry number of this
    (repeating)group or it is the repeat times ? Since generally, it
    indicates the repeat times.

  2. In the component.xml, there is no such component definition that
    includes this tag. Why ? Is it a bug ? But I checked the FIX 5.0
    version component.xml too,the tag is also missing in the xml file.

Can anyone help me clarify my concerns ?

Thanks.

5

You are correct, in FIX 4.4 MDIncGrp and MDFullGrp were implicit blocks and thus not modeled explicitly in the repository. The fact that they are repeating blocks means that they have a NoXXX field to begin with and then a set of ordered fields of which the first one is mandatory to allow proper parsing. MDEntryType is such a field for MDFullGrp and MDUpdateAction for MDIncGrp.

NoXXX is typically not viewed as the “first” field of a repeating group. NoXXX fields only exist for the tag=value syntax. They are not required for FIXML where you have explicit (repeating) group/component delimiters.

Hi Hanno,

The comment to MDEntryType also makes me confused too.

As general, NoXXX would be the first field in the repeating group, but
it is not repeated; here, it may mean that MDEntryType is the first
field, which is in the repeated list. Right ?

As to the component issue, thanks for your info.

And now, I have identified that in the \fix-
repository_20090420\FIX.4.4\Components.xml,there is no such definitions
for both MDIncGrp and MDFullGrp.

And they are in the FIX 5.0 later.