FIX Standard Errors and Omissions 2022

,
21

Typo: description of datatype XID has “ID” instead of “XID” in one place:

The constraint added by this datatype is that the values of all the fields that have an ID datatype in a FIX message must be unique.

22

Potential issue with OrchestraFIXLatest.xml in EP272.

<codeset> elements contain <code> elements that generally include a ‘sort’ attribute. However the constituents of the following codesets do not contain the ‘sort’ attribute:

  • AllocationRollupInstructionCodeSet
  • ShortSaleRestrictionCodeSet
  • ShortSaleExemptionReasonCodeSet
  • TradSesControlCodeSet
  • TradeVolTypeCodeSet
  • PriceMovementTypeCodeSet

This is inconsistent and is a potential source of errors when manipulating the data.

23

@mordav, not all code sets are configured for sort. Usually it is used with “group” attribute to sort codes within a group. See SymbolSfxCodeSet for example. This is an optional attribute, and it is strictly for documentation purposes.

25

Missing/redundant quotation marks in Orchestra XML file of FIX Latest (not all visible in FIXimate but causing html issues in appendices of online spec):

  • MsgType(35=Y), field usage comment for Parties component is missing the closing quotation mark for "Common Components of Application Messages

  • MsgType(35=AS), field usage comment for Instrument component is missing parts of the first sentence (having the opening equation mark), add Insert here the set of Instrument (symbology) fields defined in "Common...

  • Code set SecurityIDSourceCodeSet, elaboration for W=Index name is missing a closing equation mark for iTraxx Australia.

26

InstrumentScopeSymbolSfx(1537) does not use the code set from SymbolSfx(65). The description is correct in saying “See SymbolSfx(65) field for description.”

The other related fields (DerivativeSymbolSfx(1215), LegSymbolSfx(601), UnderlyingSymbolSfx(312)) all use the code set.

27

Typo in elaboration of enum value 0 of TradeContingency(2387):

The trade is for an for asset class that is not traded with contingency.

28

Ambiguity of message type descriptions related to cancel/replace of orders that have been filled.

See here for details.

29

SPEC-2656 created to Add codeset and Reserved100Plus union data type to TriggerTradingSessionID(1113) and TriggerTradingSessionSubID(1114)

30

SPEC-2657 created to Correct sort order of TradeConditionCodeSet(277) = 0 (Cancel)

31

SPEC-2658 created to correct typo “…” with single “.” at end of sentence where occurs.

32

SPEC-2659 Correct typo for relevant in group usage text in ProvisionOptionRelevantUnderlyingDate and UnderlyingProvisionOptionRelevantUnderlyingDate creted.

33

This issue was fixed in EP273

34

SPEC-2660 created to correct abbreviation of DerivativeSettleOnOpenFlag(1254) to be SettlOnOpenFlag

35

SPEC-2661 created to correct field name to be DerivativeOptPayoutAmount(1225) to match xxxOptPayoutAmount field pattern

36

SPEC-2662 created to correct enum descriptions for MassCancelRequestType(530), MassCancelResponseType(531), , MassStatusRequestType(585), MassActionScope(1374), MassActionRejectReason(1376), and QuoteCancelType(298)

37

SPEC-2663 created to correct missing enum values for SettlPriceDeterminationMethod(2451)

38

SPEC-2664 created to consolidate code sets for AvgPxIndicator(819) and SideAvgPriceIndicator(1853) into single code set

39

SPEC-2665 created to correct message name for AllocationAck(35=P) in FIX 4.2

40

SPEC-2666 created to correct elaboration of ExecMethod(2405) = 0 (Manual)