Imported from previous forum
I found TradingSession concept very useful. I have matched TradingSession with DealingDesk entity and that simplifies a lot of things within message routing. But in fix app messages specs you could find:
- no TradingSessionID/SubId
- TradingSessionID/SubID specified in message body
- List of TradingSessionID/SubID within the NoTradingSessions group
Just one example:
ExecutionReport has TradingSessionID/SubID only in message body; OrderCancelReplaceRequest has list of TradingSessionID/SubIDs and
OrderCancelRequest has no TradingSessionID/SubID.
In order to use TradingSession concept
For 1st kind of messages I have added TradingSessionID/SubID to body
And for 3rd ones I have restricted usage of only one TradingSession line in NoTradingSessions repeating group.
Questions: is fix protocol going support TradingSessionID/Sub everywhere? (it seems to me that missing of TradingSessionID/SubID is just a typo) In which manner? 2 or 3? I’m just afraid you will add TradingSessionSupport in 3) manner when I use 2)
Well, also I did not find any reason of many TradingSessions per one request. In the same example: how that possible that order cancel replace could be handled by many of Trading Sessions?