Nested/inner Structure Request

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1

Imported from previous forum

2

Hi All

How to send nested/inner structure request to Exchange’s Trading Gateway? For eg. New Order Single
we have structure like in between

453 NoPartyIDs Number of party identifiers
-> 448 PartyID Identifier of the party. Required if NoPartyIDs (448) is specified.
-> 447 PartyID Source Required if PartyID (448) is specified
-> 452 Party Role Role of the specified PartyID (448). Required if PartyID (448) is specified.

what will be Output string for same…

8=FIX5.2 | 9=178 | 35=D | 49=ABCD | 56=PERS |…|11 = A123 | 453 = ???

Thanks

Himanshu

3

The structure of the Party IDs block will look like this:

453=4 | 448=035 | 447=D | 452=7 | 448=035 | 447=D | 452=1 | 448=001 | 447=D | 452=36 | 448=0 | 447=D | 452=19

Note that 453=4 corresponds to the count of tag 448 in the “group.” Also note that there is no “end” delimiter. Tag 453 marks the start of the group and the “ID” field (tag 448, PartyID, in the case of this group) marks the start of each iteration of the group.

However, the group ends when you encounter the first tag that is not a member of the group, as defined by your FIX engine’s data dictionary.

4

Thanks Noah…

The structure of the Party IDs block will look like this:

453=4 | 448=035 | 447=D | 452=7 | 448=035 | 447=D | 452=1 | 448=001 | 447=D | 452=36 | 448=0 | 447=D | 452=19

Note that 453=4 corresponds to the count of tag 448 in the “group.” Also note that there is no “end” delimiter. Tag 453 marks the start of the group and the “ID” field (tag 448, PartyID, in the case of this group) marks the start of each iteration of the group.

However, the group ends when you encounter the first tag that is not a member of the group, as defined by your FIX engine’s data dictionary.