Can sub party group guarantee order?

, ,
1

Imported from previous forum

2

For example:

802=2

523=123
803=1

523=456
803=1

Question:Can the two sub party group guarantee order when transfer the fix message? Does it affected by fix parser?Thanks.

If it can’t guarantee order, I need to put my info in one sub party group and separate them with semicolon.

802=1
523=123;456
803=1

3

Please refer to FIX 5.0 SP2 Errata Spec, Volume 1 page 21 where repeating group rules are defined. One of bullets says “The ordering of repeating group instances must be preserved and processed in the order provided by the message sender.”. As a receiver you should adhere to this rule and not change the ordering. As a sender you could take an extra precaution and tell the receiver how he can ensure a correct order. However, you should not collapse multiple parties with the same role into a single one where you choose a delimiter to separate individual values. That blurs the lines between syntax and semantic and forces complex parsing by the recipient. It also does not scale well if you have many entries. I see more than one alternative:
You could go for user-defined values above 4000 instead of repeating 1=Firm whereby 4001=First Firm, 4002=Second Firm etc. Another option is to use 1=Firm but add a generic user-defined field like ItemID (9539) to add a sequence number to each entry to order parties with the same sub type. But these are just safeguards if you do not trust the recipient to maintain the order in which you send the entries. Ordering is crucial for incremental market data messages acting on price levels as the instructions have to be applied in the exact sequence to end up with a correct order book.
Regards,
Hanno.

For example:

802=2

523=123
803=1

523=456
803=1

Question:Can the two sub party group guarantee order when transfer the fix message? Does it affected by fix parser?Thanks.

If it can’t guarantee order, I need to put my info in one sub party group and separate them with semicolon.

802=1
523=123;456
803=1

4

See also FIXwiki at http://fixwiki.org/fixwiki/NumInGroupDataType where I have referred to this posting and also updated that FIXwiki page to include all the repeating group rules to which Hanno refers in the official specification.

5

See also FIXwiki at Welcome fixwiki.org - BlueHost.com where I have referred to this posting and also updated that FIXwiki page to include all the repeating group rules to which Hanno refers in the official specification.

Thanks a lot. Very helpful.