[This message was posted by David Nissenbaum of BarCap
<[email protected]> to the "Algorithmic Trading" discussion forum at
http://fixprotocol.org/discuss/31. You can reply to it on-line at
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> > > Yes, it is a repeating group just like NoStrategyParameters but with
> > > fixtag 11002. I would need to sepcify 11004=3 for example, but within the
> > > repeating group.
> > >
> > I meant:
> > 11002=1{11003=1|11004=1|11005=1|11006=55.6}
>
> You say "just like NoStrategyParameters but with fixtag 11002". You provided
> a fragment of a repeating group (albeit having only one repeating instance)
> but without any elaboration regarding what its tags are or why you need a
> repeating group. At first I thought you were mapping 'an alternative' set of
> tags to 957, {958, 959, 960}, but that does not appear to be the case. Also,
> a tag in the 11000 range is defined by the spec as inter-firm only (eg used
> internally). If this is one internal system communicating with another, then
> perhaps you could 'enhance' the internal systems involved.
As far as I can tell, User Defined Fields in FIX can be implemented as
repeating groups. It is possible that a strategy therefore would need a
parameter supplied in such a repeating group UDF.
This parameter may need to be validated within fixatdl or if fixatdl was used
to construct a fix message for the strategy, it would need to know to construct
a repeating group for this parameter.
This however does not seem possible within the fixatdl specification.
Is this true?
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