Imported from previous forum
[ original email was from Kenneth Wojewocki - kwojewocki@checkfree.com ]
While testing using FIX 4.1 I have been requested to incorporate tag 1 into an "Order Cancel Request" message type F.
In FIX 4.1, message type "F" tag 1 is not a provided choice.
Tag 1 is utilized in message type "D" "New Order Single" but is not a required field.
Has anyone else had this type of request with version 4.1 and are you indeed able to incorporate a tag from one message type into another?
[ original email was from Leigh Thompson - lthompson@sfe.com.au ]
> While testing using FIX 4.1 I have been requested to incorporate tag 1 into an "Order Cancel Request" message type F.
> In FIX 4.1, message type "F" tag 1 is not a provided choice.
> Tag 1 is utilized in message type "D" "New Order Single" but is not a required field.
> Has anyone else had this type of request with version 4.1 and are you indeed able to incorporate a tag from one message type into another?
>
>
It appears as though the vendor you are coding to has devianted from the FIX specification, and has incorporated an additional field within the order cancel request message.
The SFE uses a FIX 4.0 engine which also deviates from the specification somewhat, and includes <Tag 1> within the Order Cancel Request message.
The reason for this is that we also have a custom <Tag 125> which has 8 options, one of which allows for cancelling all orders by account.
Presumably if your FIX engine matches with the FIX engine you are connecting to, you should have no problems where messages incorporate fields not in the standard, however you may have difficulties with interoperability between different FIX parties.
regards