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Incorrect references to NumInGroup fields #10

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kleihan opened this issue Apr 16, 2021 · 0 comments
Open

Incorrect references to NumInGroup fields #10

kleihan opened this issue Apr 16, 2021 · 0 comments

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@kleihan
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kleihan commented Apr 16, 2021

The attributes fixTag and name of the RepeatingGroup element reference NumInGroup fields. there are two issues with that:

  1. TotNoOrders(68) is not a NumInGroup field. It is a field outside of the group of list orders to support fragmentation.
  2. Repeating groups were only initially (FIX 4.2) identified by their NumInGroup fields. They now have names to ensure uniqueness across different repeating groups using the same NumInGroup field.

The total number of orders in a strategy is a different kind of information than a reference to a repeating group. It may make sense to split that into two attributes, e.g. fixNumInGroup (for the FIX tag number) and @fixSizeRef (for the FIX tag containing the actual number of instances). Maybe it is also sufficient to adjust the description as it is not always a NoXXX tag.

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