Friday, 16 August 2013

What do I do if there is always the need to rearrange my data dictionary?

What do I do if there is always the need to rearrange my data dictionary?

I have a complete solution developed using QuickFix/n but still under
test. Lately I found out that the execution report I got when I traded
(NewOrderSingle) last week is different from what I got today. Same fields
actually but with fields rearranged from the source.
What this implies is that I need to rearrange the fields in my data
dictionary where (35=8) i.e. execution report to have the messages parsed
properly. Naturally, I can have it changed. But not in a live trading
scenario. If it changes every other week for instance and the Exchange
notifies ISVs, that is not too much; an update can be provided for my
clients.
But my Exchange advised me to get the messages directly, have them
tokenized and treat them because they can not guarantee if the arrangement
of fields would change or not. Also, I am wondering if I can get messages
from the ILogfactory. I would not like to read from files. It doesn't seem
a good practice to me.
This is how I implement the present logger.
IMessageStoreFactory storeFactory = new FileStoreFactory(settings);
ILogFactory logFactory = new FileLogFactory(settings);
_client = new TradeClient(settings);
IInitiator initiator = new SocketInitiator(_client, storeFactory,
settings, logFactory);
Thank you.

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