fixtradingcommunity / fixml

The FIXML standard for encoding FIX messages in XML.

FIXML

The FIXML standard for encoding FIX messages in XML.

FIXML 1.2/ is the directory for FIXML 1.2 recommendations.

License

FIXML specifications are © Copyright 2006-2020 FIX Protocol Ltd.

FIX Simple Binary Encoding by FIX Protocol Ltd. is licensed under a Creative Commons Attribution-NoDerivatives 4.0 International License.
Based on a work at https://github.com/FIXTradingCommunity/fix-simple-binary-encoding

fixml's Issues

Add elaboration of considerations for including NumInGroup fields

The discussion on including NumInGroup fields should be documented.

Can you have to docs in Markdown or AsciiDoctor

Can you have to docs in Markdown or AsciiDoctor rather than MS Word format?

Typo in EP192 reference

The reference to EP192 is currently as follows:

EP192 -- CME Regulatory TradeReporting Extensions (deprecation of Online Implicit Block Repeating)

It needs to be corrected as follows:

EP192 -- CME Regulatory TradeReporting Extensions (deprecation of Optimized Implicit Block Repeating)

XSD 1.1

The fix repository specifies many conditional values, this can be added to the xsd through the assert tag. To do this the schema needs to be XSD 1.1.

What are the possibilities of this happening?

Add requirements to map fields of datatype NumInGroup to FIXML 1.2 proposal

The mapping to FIXML would include:

1. A simpleType of NumInGroup with a base restriction of xs:nonNegativeInteger in the fixml-datatypes-5-0-SP2.xsd file
2. A simpleType with the name of the field token with the suffix "_t" (e.g. "NoDates_t") in the fixml-fields-base-5-0-SP2.xsd file with a restriction base="NumInGroup".
3. An attribute with the abbreviated name of the field (e.g. "NoDts") in the parent component attribute group with type of the simpleType in 2 above and use "optional" or the normal Required attribute mapping.

Add requirement to remove OptimisedImplicitBlockRepeating FIXML mapping.

Need to add the requirement to remove the FIXMl mapping for OptimisedImplicitBlockRepeating components. EP192 was catalyst to remove the remaining two components with this type.

Replace NotReqXML as reference for schema generation from the repository

NotReqXML is an attribute of the Basic repository schema to indicate whether an element needs to be generated for the FIXML schema. The FIXML specification references that attribute in. the FIXML Schema Design Rules, e.g. "Categories coded with NotReqXML=1 are not used in FIXML schema generation (e.g. Session category)."

Orchestra does not have such an explicit attribute. The exclusion is based on different attributes (if applicable):

• Categories: @name must not be "Session"
• Messages: N/A because either all or none of the messages in a given category are to be generated
• Components: N/A (exception: StandardTrailer) because components of the category "Session" are not used anywhere else
• Fields: @type must not be "NumInGroup", @name must not end with "SecurityXML" or "SecurityXMLLen"
• Enums (codes): N/A because either all or none of the codes for a given field are to be generated
• Datatypes: @Builtin of mapped datatype must not be "1", e.g. int, float

Length field missing in example of category base file

The example shows the elements of NewOrderSingle(35=D). It includes the encoded version of ComplianceText(2404)

<xs:attribute name="EncComplianceTxt" type="EncodedComplianceText_t" use="optional"/>

Related length field are mandatory but missing in this case. Add the following line prior to the one above:

<xs:attribute name="EncComplianceTxtLen" type="EncodedComplianceTextLen_t" use="optional"/>