Imported from previous forum
[ original email was from Daniel Fry - daniel@javtech.com ]
I believe i have found a problem in the FIX 4.3 spec regarding tag 555 (NoLegs) in Execution Report
The Execution Report message definiton states that tag 555 NoLegs is required, with the comment "Can be zero - must be provided if zero" (Volume 4, pg 22)
In the FIX Data Dictionary, the format of Tag 555 NoLegs is specified as NumInGroup (Volume 6, pg 147)
In the Common FIX Syntax Rules, the NumInGroup format is defined: "int field (see definition of "int" above) representing entries in a repeating group. Value must be positive." (Volume 1, pg 10)
so unless i am misinterpreting ‘positive’, either the format of NoLegs should be changed or probably the definition of NumInGroup should be changed.
-daniel
[ original email was from Jim Northey - jnorthey@lasalletech.com ]
Your observation is correct. NoLegs(tag 555) is supposed to be an optional field in the Execution Report. Only applications that trade multileg instruments (such as option strategies) would use this field and the instrument leg repeating group.
This will be handled via an errata to the FIX 4.3.
>
> I believe i have found a problem in the FIX 4.3 spec regarding tag 555 (NoLegs) in Execution Report
>
> The Execution Report message definiton states that tag 555 NoLegs is required, with the comment “Can be zero - must be provided if zero” (Volume 4, pg 22)
>
> In the FIX Data Dictionary, the format of Tag 555 NoLegs is specified as NumInGroup (Volume 6, pg 147)
>
> In the Common FIX Syntax Rules, the NumInGroup format is defined: “int field (see definition of “int” above) representing entries in a repeating group. Value must be positive.” (Volume 1, pg 10)
>
> so unless i am misinterpreting ‘positive’, either the format of NoLegs should be changed or probably the definition of NumInGroup should be changed.
>
> -daniel
>