-----Original Message-----
From: Northey, Jim
[mailto:jnorthey@xxxxxxxxx]
Sent: Thursday, March 17, 2005
8:34 AM
To: fpml-fix@xxxxxxxxxxxxxxxxxxxx
Subject: RE: FpML-FIX Working
Group - Revised Example
Not sure why FIX engines would have
problems with whitespace retained XML documents – does anyone have any
real world cases with this?
From: Robert Green
[mailto:rgreen@xxxxxxxx]
Sent: Thursday, March 17, 2005
7:05 AM
To: fpml-fix@xxxxxxxxxxxxxxxxxxxx
Subject: RE: FpML-FIX Working
Group - Revised Example
The W3C recommendations are to be agnostic vis whitespaces and
therefore, in practice, our customers are mixed with some submitting to our
services "whitespace compressed" FpML documents while others submit
"whitespace retaining" FpML documents.
It is
good to know some FIX engines may have an issue with "whitespace
retained" XML documents - as a service provider it is trivial to remove
these characters when interfacing w/ FIX systems using the mechanisms now being
hammered out by this group.
Bob
______________________________________
Bob Green
Vice President - Systems
Phone: 813 470-2800 FAX: 212 908-2255
E-mail: rgreen@xxxxxxxx
Depository Trust & Clearing Corporation
|
|
Andrew Jacobs
<andrew_jacobs@xxxxxxxxxx>
03/17/2005
04:43 AM
Please
respond to fpml-fix
|
To:
fpml-fix@xxxxxxxxxxxxxxxxxxxx
cc:
fpml-fix@xxxxxxxxxxxxxxxxxxxx, (bcc: Robert Green/DTCC)
Subject: RE: FpML-FIX Working
Group - Revised Example
|
Many of FpML documents in circulation are formatted to be easily human readable
but for pure system to system transfer the whitespace associated with
indentation should be removed. In my own code I tend to use formatted XML when
writing to files or databases for long term storage and compact form when
transmitting between machines.
Andrew Jacobs, Senior Consultant, Financial Markets
IBM UK Ltd., 76 Upper Ground, London,
SE1 9PZ, UK
e-mail: andrew_jacobs@xxxxxxxxxx
Tel: +44(0)20 7202 3861 -- Fax: +44(0)20 7202 5774 -- Mobile: +44(0)7710 304239
|
"Dean Kauffman"
<Dean.Kauffman@xxxxxxxxxxxx>
16/03/2005
17:40
|
Please respond
to
fpml-fix
|
|
|
To
|
<fpml-fix@xxxxxxxxxxxxxxxxxxxx>
|
|
cc
|
|
|
Subject
|
RE: FpML-FIX Working Group - Revised Example
|
|
Robert et al,
We've been working with XML content for some time and the generally accepted
style is to omit formatting on transmission - some file-systems are confounded
by NLs embedded in variable length records. The readily-available tools for
displaying XML, e.g. MS Internet Explorer, XERCES tools, will add back in the
structural formatting.
Dean
-----Original Message-----
From: Robert Green [mailto:rgreen@xxxxxxxx]
Sent: Wednesday, March 16, 2005 10:44 AM
To: fpml-fix@xxxxxxxxxxxxxxxxxxxx
Subject: Re: FpML-FIX Working Group - Revised Example
I think this accurately reflects the working group's conversation, Scott.
I had a question about one of the marginal notes:
FpML content will not contain TABs or NLs
I am interested in why this restriction would exist. It seems likely that
systems that create FpML might normally put in tabs and/or NL's (as was
included in the example you provided.) Is this a FIX restriction?
Best regards,
Bob
______________________________________
Bob Green
Vice President - Systems
Phone: 813 470-2800 FAX: 212 908-2255
E-mail: rgreen@xxxxxxxx
Depository Trust & Clearing Corporation
18301 Bermuda Green Dr,
Tampa FL 33647
|
|
scott_atwell@xxxxxxxxxxxxxxxxxxx
03/16/2005
09:36 AM
Please respond to fpml-fix
|
To:
fpml-fix@xxxxxxxxxxxxxxxxxxxx
cc: "Gregory J.
Vierheilig" <gregory.vierheilig@xxxxxxxxxxxxxxxxxxxxxxxxxxx>,
"Robert Stowsky (E-mail)" <rstowsky@xxxxxxxxxxxxx>,
"Lisa Taikitsadaporn (E-mail)" <tai@xxxxxxxxxxxxx>,
dean.kauffman@xxxxxxxxxxxx, (bcc: Robert Green/DTCC)
Subject: FpML-FIX Working
Group - Revised Example
|
The example Dean Kauffman from TradeWeb presented
at yesterday's meeting
has been revised and a Word version posted on the
FPL-FpML Collaboration
Working Group page. You can access it via:
http://www.fixprotocol.org/documents/1349/FIXFpML%20Proposal.doc
-----
TradeWeb Proposal to include FpML within FIX
mesages for Interest Rate
Swaps
Proposal to include FpML (XML document) within FIX
messages (via
EncodedSecurityDesc(351) in the FIX <Instrument>
block). Attributes that do
not have FIX equivalents appear only in the FpML
Content - calendars, day
conventions, payment & calculation
adjustments, termination provisions (not
shown), etc. The example provided by
Thomson-TradeWeb is a sample FIX
Execution Report for Interest Rate Swaps.
"Dean
Kauffman"
<Dean.Kauffman
To
@TradeWeb.com> "Gregory J.
Vierheilig"
<gregory.vierheilig@implementationsol
03/14/2005 utions.com>,
04:03 PM
<FpML-FIX@xxxxxxxxxxxxxxxxxxxx>
cc
"Lisa Taikitsadaporn (E-mail)"
Please
respond <tai@xxxxxxxxxxxxx>, "Robert
Stowsky
to (E-mail)"
<rstowsky@xxxxxxxxxxxxx>
fpml-fix@fpml.
Subject
team.collab.ne FpML-FIX RE: REMINDER:
FpML-FIX
t Working
Group Meeting - March 15,
2005 @
9AM
Attached is a sample FIX ExecutionReport for an
Interest Rate Swap for
discussion. The actual FIX tags would be
numeric only - expansion is
included here for help reading the content.
The FpML document describing
the trade is embedded in the XMLData group in the
header, the
SecurityIDSource(22) is "I" ISDA and the
SecurityID(48) gives the ISDA name
of the floating rate index
"EUR-EURIBOR-Telerate". Attributes that do not
have FIX equivalents appear only in the FpML
Content - calendars, day
conventions, payment & calculation
adjustments, termination provisions
(which I don't show here), etc.
Look forward to your feedback.
-----Original Message-----
From: Gregory J. Vierheilig
[mailto:gregory.vierheilig@xxxxxxxxxxxxxxxxxxxxxxxxxxx]
Sent: Monday, March 14, 2005 2:46 PM
To: FpML-FIX@xxxxxxxxxxxxxxxxxxxx
Cc: Dean Kauffman
Subject: REMINDER: FpML-FIX Working Group Meeting
- March 15, 2005 @ 9AM
Hello,
This email is to remind you that an FpML-FIX
Working Group meeting with a
presentation by Dean Kauffmann of Trade Web.
The meeting is scheduled to be held on Tuesday,
March 14, 2005 at 9AM. The
call-in number and agenda are as follows.
Dial-in information:
Direct Dial-in: 201-210-3434
Participant code: 825508
Reference code (for problems): 272509
Best Regards,
Greg
Gregory Vierheilig
Implementation Solutions, LLC
331 West 57 Street, #364
New York, New York 10019
866-941-8650 Voice
866-941-5955 Fax
973-930-0866 Mobile
---------------------------------------------------------------------
To unsubscribe, e-mail:
fpml-fix-unsubscribe@xxxxxxxxxxxxxxxxxxxx
For additional commands, e-mail:
fpml-fix-help@xxxxxxxxxxxxxxxxxxxx
CONFIDENTIALITY NOTICE: This electronic
transmission (including any
accompanying attachments) is intended solely for
its authorized
recipient(s), and may contain confidential and/or
legally privileged
information. If you are not an intended
recipient, or responsible for
delivering some or all of this transmission to an
intended recipient, be
aware that any review, copying, printing,
distribution, use or disclosure of
the contents of this message is strictly
prohibited. If you have received
this electronic message in error, please contact
us immediately by
electronic mail at
EmailNotification@xxxxxxxxxxxxxxxxxxx or notify us
immediately by telephone at 1-800-345-2021 or
816-531-5575 and destroy the
original and all copies of this transmission
(including any attachments).
Thank you.
---------------------------------------------------------------------
To unsubscribe, e-mail:
fpml-fix-unsubscribe@xxxxxxxxxxxxxxxxxxxx
For additional commands, e-mail:
fpml-fix-help@xxxxxxxxxxxxxxxxxxxx