Imported from previous forum
[ original email was from Olexiy Getmanchuk - alexeyg@in4reach.com ]
Hello All!
We have noticed one strange difference in definition of "Derivative Security List"(AA) message in FIX and FIXML specifications.
In FIX we have repeating group:
…
146 NoRelatedSym
-> "Component block <Instrument>"
-> 15 Currency
-> 555 NoLegs
-> -> Component block <InstrumentLeg>
-> -> 556 LegCurrency
…
As you see NoLegs repeating group is nested inside NoRelatedSym rep. group.
BUT in FIXML we have:
<!ENTITY % DerivSecurityListContent … InstrumentList?, InstrumentLegList?..">
Which means that InstrumentList (NoRelatedSym in FIX) and InstrumentLegList (NoLegs in FIX) are at the same level inside the message and are not nested.
How it could be?