FIXML Abbreviations and Valid Field Names

Imported from previous forum

If ‘Maturity’ is abbreviated ‘Mat’ according to the 4.4 spec (Appendix 1-A), then is <MatDate> a valid field name in FIXML?

If so, can we then assume the same for all similar situations wherein the fields names are combinations of terms, such as Maturity and Date for <MaturityDate>?

Is there documentation regarding this? I couldn’t find anything.

Thanks, John

In my example below, it would actually be <MatDt> for the FIX field ‘MaturityDate’ as Date is also abbreviated in FIXML.

Best, John

> If ‘Maturity’ is abbreviated ‘Mat’ according to the 4.4 spec (Appendix 1-A), then is <MatDate> a valid field name in FIXML?
>
> If so, can we then assume the same for all similar situations wherein the fields names are combinations of terms, such as Maturity and Date for <MaturityDate>?
>
> Is there documentation regarding this? I couldn’t find anything.
>
> Thanks, John
>
>
>

[ original email was from Jim Northey - jnorthey@jandj.com ]
John,

You are correct the only documentation for this right now is in the FIXML Schema itself. We have been working on updating FIXImate to reflect the Schema version of FIXML instead of the DTD version.

Now that the repository is set to be released we can get about this. We are all impeded by not having this available - and from personal experience know the difficulty in integrating FIXML without such a reference.

Will post when something is available to use.

Jim

> In my example below, it would actually be <MatDt> for the FIX field ‘MaturityDate’ as Date is also abbreviated in FIXML.
>
> Best, John
>
> > If ‘Maturity’ is abbreviated ‘Mat’ according to the 4.4 spec (Appendix 1-A), then is <MatDate> a valid field name in FIXML?
> >
> > If so, can we then assume the same for all similar situations wherein the fields names are combinations of terms, such as Maturity and Date for <MaturityDate>?
> >
> > Is there documentation regarding this? I couldn’t find anything.
> >
> > Thanks, John
> >
> >
> >
>

Thank you very much Kevin… everything worked and I now have the abbr ref table, which I can now use as a data dictionary.

Now a question:
Some of the abbr’s are the same for Standard, FIXML Qual Abr, and the contextual Catagory. This may be perfectly ok, but might be confusing without explanation. For example: tag 87 AllocStatus has the same abbr (Stat) in all 3 cases. This doesn’t make sense, at least not intuitively. One would imagine only the catagory contextual abbr to be 'Stat" but not the Standard or the FIXML Qualified for AllocStatus. In this case, one would think AllocStat would be the abbr.

There are several other examples like that. Also, did someone knee deep in allocations determine these abbr’s, as they seem to be biased to giving allocation fields the most concise abbr’s. Can you explain?

Thank you in advance, John

> The file mentioned has now been posted on the GTC page. At
>
> http://www.fixprotocol.org/ORGANIZATIONS/928202077/FIXMLFieldsAbbrRef.zip
>
> A XSLT that lists the FIXML abbreviations from used to abbreviate FIX field names in the FIXML Schema. The XSLT obtains the data from the FIXML Schema fields base file.
>
> Cheers
> Kevin Houstoun, Consultant, Citigroup.
>
> > John
> >
> > The rules listed in the specification for abbreviations in FIXML where applied to the repository in a two stage process.
> >
> > The rules where applied mechanically to generate abbreviations as you indicate. EG Maturity became Mat, Date Dt and so on. Appendix 1-A of Volume One of the FIX.4.4 spec with errata lists the abbreviations used.
> >
> > The resulting abbreviations where then reviewed by the GTC and a number of abbreviations where changed to allow for names commonly used in specific sections of the industry.
> >
> > The abbreviations where then further refined by introducing the concept of scope, called category, to abbreviations. Thus AllocationID is abbreviated to ID in the allocation messages but to AllocID elsewhere.
> >
> > These abbreviations are listed in the schema in the app info section under as attributes of the xref element. The attribute names are
> >
> > StdAbbrev
> > QualifiedAbbrev
> > Category
> > CategoryAbbrev
> >
> > Thus the short answer to you question is not exactly, however a small XSLT script can produce such a list when applied to the fixml-fields-base-4-4.xsd
> >
> > I’ve posted such a script in the ETC technical section in a zip with the schema xsd and a html file to invoke it in IE6. Currently it sort by name but if you wanted it sorted by tag the xsl element is commented out in the xslt. http://www.fixprotocol.org/ORGANIZATIONS/1044117986/FIXMLFieldsAbbrRef.zip
> >
> > Once the new FPL web site is launched we plan to publish the FIX repository which contains among other things an XML file that lists all the FIX fields along with the abbreviation. There will also be an XSLT to allow the repository to be browsed in a FIXimate like fashion.
> >
> > Hope this helps
> > Kevin Houstoun, Consultant, Citigroup
> >

[ original email was from Jim Northey - jnorthey@jandj.com ]
John,

In all messages we tried to remove redundant prefixes where possible, for instance "Alloc" in front of attributes that belonged to the allocation message suite.

The folks who did this work were very involved in allocations, but were not so involved that they compromised the attribute names beyond usability.

The lack of a reference - either as a document or part of the online FIXImate dictionary is really what makes mapping to the FIXML schema a bit difficult right now.

Thanks go to Kevin for responding and providing the reference.

Jim

> Thank you very much Kevin… everything worked and I now have the abbr ref table, which I can now use as a data dictionary.
>
> Now a question:
> Some of the abbr’s are the same for Standard, FIXML Qual Abr, and the contextual Catagory. This may be perfectly ok, but might be confusing without explanation. For example: tag 87 AllocStatus has the same abbr (Stat) in all 3 cases. This doesn’t make sense, at least not intuitively. One would imagine only the catagory contextual abbr to be 'Stat" but not the Standard or the FIXML Qualified for AllocStatus. In this case, one would think AllocStat would be the abbr.
>
> There are several other examples like that. Also, did someone knee deep in allocations determine these abbr’s, as they seem to be biased to giving allocation fields the most concise abbr’s. Can you explain?
>
> Thank you in advance, John
>
>
> > The file mentioned has now been posted on the GTC page. At
> >
> > http://www.fixprotocol.org/ORGANIZATIONS/928202077/FIXMLFieldsAbbrRef.zip
> >
> > A XSLT that lists the FIXML abbreviations from used to abbreviate FIX field names in the FIXML Schema. The XSLT obtains the data from the FIXML Schema fields base file.
> >
> > Cheers
> > Kevin Houstoun, Consultant, Citigroup.
> >
> > > John
> > >
> > > The rules listed in the specification for abbreviations in FIXML where applied to the repository in a two stage process.
> > >
> > > The rules where applied mechanically to generate abbreviations as you indicate. EG Maturity became Mat, Date Dt and so on. Appendix 1-A of Volume One of the FIX.4.4 spec with errata lists the abbreviations used.
> > >
> > > The resulting abbreviations where then reviewed by the GTC and a number of abbreviations where changed to allow for names commonly used in specific sections of the industry.
> > >
> > > The abbreviations where then further refined by introducing the concept of scope, called category, to abbreviations. Thus AllocationID is abbreviated to ID in the allocation messages but to AllocID elsewhere.
> > >
> > > These abbreviations are listed in the schema in the app info section under as attributes of the xref element. The attribute names are
> > >
> > > StdAbbrev
> > > QualifiedAbbrev
> > > Category
> > > CategoryAbbrev
> > >
> > > Thus the short answer to you question is not exactly, however a small XSLT script can produce such a list when applied to the fixml-fields-base-4-4.xsd
> > >
> > > I’ve posted such a script in the ETC technical section in a zip with the schema xsd and a html file to invoke it in IE6. Currently it sort by name but if you wanted it sorted by tag the xsl element is commented out in the xslt. http://www.fixprotocol.org/ORGANIZATIONS/1044117986/FIXMLFieldsAbbrRef.zip
> > >
> > > Once the new FPL web site is launched we plan to publish the FIX repository which contains among other things an XML file that lists all the FIX fields along with the abbreviation. There will also be an XSLT to allow the repository to be browsed in a FIXimate like fashion.
> > >
> > > Hope this helps
> > > Kevin Houstoun, Consultant, Citigroup
> > >
>
>

[ original email was from Francesc Prats - fprats@meff.com ]
Kevin

According to your message:
"… The abbreviations where then further refined by introducing the concept of scope, called category, to abbreviations. Thus AllocationID is abbreviated to ID in the allocation messages but to AllocID elsewhere. These abbreviations are listed in the schema in the app info section under as attributes of the xref element. The attribute names are
StdAbbrev
QualifiedAbbrev
Category
CategoryAbbrev
…"

I understand that:

The Standard abbreviation for AllocationID is AllocID and the Categorized abbreviation is ID.

BUT which is the Qualified abbreviation and where is it used ???

Regards
Francesc Prats
MEFF

> John
>
> Thanks really go to Jim for providing the <xs:xref protocol=fix …/> element in the schema design that is the reference. All the XSLT does is present this information in a user friendly format.
>
> If you are using this as a data dictionary you should have a look at the FIX repository. This has the data in raw form so that you can programaticly generate the data dictionary in whatever format you need. The repository comes in two flavors an Access mdb file and a series of XML files.
>
> This will be available on the new web site, to be launched shortly.
>
> In terms of names being the same in various abbreviated forms and original, this is probably a result of us using a “try it and see” approach for some of the abbreviations and then me reversing the changes inconsistently. Apologies mea culpa!
>
> Cheers
> Kevin Houstoun
> Consultant, Citigroup
>
>
>
> > John,
> >
> > In all messages we tried to remove redundant prefixes where possible, for instance “Alloc” in front of attributes that belonged to the allocation message suite.
> >
> > The folks who did this work were very involved in allocations, but were not so involved that they compromised the attribute names beyond usability.
> >
> > The lack of a reference - either as a document or part of the online FIXImate dictionary is really what makes mapping to the FIXML schema a bit difficult right now.
> >
> > Thanks go to Kevin for responding and providing the reference.
> >
> > Jim
> >
> > > Thank you very much Kevin… everything worked and I now have the abbr ref table, which I can now use as a data dictionary.
> > >
> > > Now a question:
> > > Some of the abbr’s are the same for Standard, FIXML Qual Abr, and the contextual Catagory. This may be perfectly ok, but might be confusing without explanation. For example: tag 87 AllocStatus has the same abbr (Stat) in all 3 cases. This doesn’t make sense, at least not intuitively. One would imagine only the catagory contextual abbr to be 'Stat" but not the Standard or the FIXML Qualified for AllocStatus. In this case, one would think AllocStat would be the abbr.
> > >
> > > There are several other examples like that. Also, did someone knee deep in allocations determine these abbr’s, as they seem to be biased to giving allocation fields the most concise abbr’s. Can you explain?
> > >
> > > Thank you in advance, John
> > >
> > >
> > > > The file mentioned has now been posted on the GTC page. At
> > > >
> > > > http://www.fixprotocol.org/ORGANIZATIONS/928202077/FIXMLFieldsAbbrRef.zip
> > > >
> > > > A XSLT that lists the FIXML abbreviations from used to abbreviate FIX field names in the FIXML Schema. The XSLT obtains the data from the FIXML Schema fields base file.
> > > >
> > > > Cheers
> > > > Kevin Houstoun, Consultant, Citigroup.
> > > >
> > > > > John
> > > > >
> > > > > The rules listed in the specification for abbreviations in FIXML where applied to the repository in a two stage process.
> > > > >
> > > > > The rules where applied mechanically to generate abbreviations as you indicate. EG Maturity became Mat, Date Dt and so on. Appendix 1-A of Volume One of the FIX.4.4 spec with errata lists the abbreviations used.
> > > > >
> > > > > The resulting abbreviations where then reviewed by the GTC and a number of abbreviations where changed to allow for names commonly used in specific sections of the industry.
> > > > >
> > > > > The abbreviations where then further refined by introducing the concept of scope, called category, to abbreviations. Thus AllocationID is abbreviated to ID in the allocation messages but to AllocID elsewhere.
> > > > >
> > > > > These abbreviations are listed in the schema in the app info section under as attributes of the xref element. The attribute names are
> > > > >
> > > > > StdAbbrev
> > > > > QualifiedAbbrev
> > > > > Category
> > > > > CategoryAbbrev
> > > > >
> > > > > Thus the short answer to you question is not exactly, however a small XSLT script can produce such a list when applied to the fixml-fields-base-4-4.xsd
> > > > >
> > > > > I’ve posted such a script in the ETC technical section in a zip with the schema xsd and a html file to invoke it in IE6. Currently it sort by name but if you wanted it sorted by tag the xsl element is commented out in the xslt. http://www.fixprotocol.org/ORGANIZATIONS/1044117986/FIXMLFieldsAbbrRef.zip
> > > > >
> > > > > Once the new FPL web site is launched we plan to publish the FIX repository which contains among other things an XML file that lists all the FIX fields along with the abbreviation. There will also be an XSLT to allow the repository to be browsed in a FIXimate like fashion.
> > > > >
> > > > > Hope this helps
> > > > > Kevin Houstoun, Consultant, Citigroup
> > > > >
> > >
> > >
> >
>