How to reconcile QuickFix and FIXAtdl

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Imported from previous forum

2

Hello,

We’re using quickfix4cpp engine for trading. Currently we are aiming to provide our own algo using FIXatdl. For that purpose we created an xml file with a strategy. We set custom tag 7000 for the strategy to extend “D” NewOrderSingle fix message. As I understand that strategy xml file must be somehow picked up by quickfix in order to make my custom 7000 tag uvailable. Question: where should I place my strategy xml file in the quickfix folder hierarchy? Do I need any additional software to reconcile quickfix and atdl?
Thanks in advance.

3

Hello,

We’re using quickfix4cpp engine for trading. Currently we are aiming to provide our own algo using FIXatdl. For that purpose we created an xml file with a strategy. We set custom tag 7000 for the strategy to extend “D” NewOrderSingle fix message. As I understand that strategy xml file must be somehow picked up by quickfix in order to make my custom 7000 tag uvailable. Question: where should I place my strategy xml file in the quickfix folder hierarchy? Do I need any additional software to reconcile quickfix and atdl?
Thanks in advance.

QuickFIX provides an open source FIX engine which can be extended to use custom tags (in your case 7000) using a custom data dictionary (XML). FIX ATDL is not part of the QuickFIX implementation.

There are a open source versions of ATDL available, as well as proprietary solutions. ATDL is primarily used to define validation rules and GUI design/layout for the buy side. This helps algo providers get their solutions to traders quicker, and helps the buy side implement the new offerings with reduced implementation delays.

Gregg

4

Hello,

We’re using quickfix4cpp engine for trading. Currently we are aiming to provide our own algo using FIXatdl. For that purpose we created an xml file with a strategy. We set custom tag 7000 for the strategy to extend “D” NewOrderSingle fix message. As I understand that strategy xml file must be somehow picked up by quickfix in order to make my custom 7000 tag uvailable. Question: where should I place my strategy xml file in the quickfix folder hierarchy? Do I need any additional software to reconcile quickfix and atdl?
Thanks in advance.

QuickFIX provides an open source FIX engine which can be extended to use custom tags (in your case 7000) using a custom data dictionary (XML). FIX ATDL is not part of the QuickFIX implementation.

There are a open source versions of ATDL available, as well as proprietary solutions. ATDL is primarily used to define validation rules and GUI design/layout for the buy side. This helps algo providers get their solutions to traders quicker, and helps the buy side implement the new offerings with reduced implementation delays.

Gregg

Thanks Gregg.
As far as I understand what i need to do is just to provide atdl file to the buy side and that’s it. if they send me newordersingle with the tags customised in the provided atdl file then i’ll be able to read them via quickfix without any additional effort like installing new engines, amending FIX*.xml files and etc. Is that statement correct?

5

Hello,

We’re using quickfix4cpp engine for trading. Currently we are aiming to provide our own algo using FIXatdl. For that purpose we created an xml file with a strategy. We set custom tag 7000 for the strategy to extend “D” NewOrderSingle fix message. As I understand that strategy xml file must be somehow picked up by quickfix in order to make my custom 7000 tag uvailable. Question: where should I place my strategy xml file in the quickfix folder hierarchy? Do I need any additional software to reconcile quickfix and atdl?
Thanks in advance.

QuickFIX provides an open source FIX engine which can be extended to use custom tags (in your case 7000) using a custom data dictionary (XML). FIX ATDL is not part of the QuickFIX implementation.

There are a open source versions of ATDL available, as well as proprietary solutions. ATDL is primarily used to define validation rules and GUI design/layout for the buy side. This helps algo providers get their solutions to traders quicker, and helps the buy side implement the new offerings with reduced implementation delays.

Gregg

Thanks Gregg.
As far as I understand what i need to do is just to provide atdl file to the buy side and that’s it. if they send me newordersingle with the tags customised in the provided atdl file then i’ll be able to read them via quickfix without any additional effort like installing new engines, amending FIX*.xml files and etc. Is that statement correct?

Provided the order initiator can consume the ATDL file, you are correct. As the receiver of an order, you would need to validate any custom fields received by using the QuickFIX data dictionary and perhaps in your application layer if there are more complex/application level validation requirements.