Open donmendelson opened 2 years ago
Seems like a bug. md2orchestra adds an appinfo element for any column name that it does not recognize as an Orchestra attribute. This is by design–it allows a firm to extend Orchestra in its ROE in any way it chooses. However, supported is a standard Orchestra attribute, so it should not have been treated that way.
Codesets can be treated in two ways. One is to only include the codes that are actually allowed by the ROE. The other way is to explicitly enumerate both supported and unsupported codes. For example, in a codeset for order type, you may want to explicitly say that Stop-Limit is not supported for an asset class. You do that by setting supported="forbidden" for that code, indicating that if that order type was requested, the order would be rejected.
The valid values of supported attribute are supported, forbidden, and ignored – supported is the default. The attribute is valid for messages and any of their elements. The ignored case indicates that a value is permitted but not validated.
Reported by Jörg Thonnes in FIX Forum: