RE: FpML-FIX Working Group - Revised Example

["Robert Green" <rgreen@xxxxxxxx>]

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
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