FIXTradingCommunity / fixatdl-specification

Specification and schemas for FIXatdl
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Attributes related to values of FIX tags do not reference them #9

Open kleihan opened 3 years ago

kleihan commented 3 years ago

Some attributes are not GUI related and also not linked to the values of a standard FIX tag. Parameter/@definedByFIX is an option to reference a standard FIX tag within the 1-5000 range. Should this connection be made explicit to avoid valid values drifting apart?

Relevant attributes:

gmala commented 3 years ago

These are mostly hints given to the OMS as how to behave. For example, @objective = "Pairs" my allow the OMS to bring up it's "Pairs" screen (if it has one). @definedByFIX = true lets the OMS know the parameter is in the 1-5000 range. @fixMsgType is more prescriptive, it instructs the OMS to use a specific messages when sending a multi-leg order to the Broker-Dealer. These were not intended to define the data model for the orders. But I can see your point on how they may drift and may benefit from using the existing values for, say, StrategyType. So instead of @objective we can have @strategyType. I think this is best left for RC2.