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Commit bca8849 carries field sinceVersion down to composite types, but it seems that this behavior change will break other use of these composite types.
<compositename="PRICENULL9"description="Optional Price with constant exponent -9"sinceVersion="9">
<typename="mantissa"description="mantissa"presence="optional"nullValue="9223372036854775807"primitiveType="int64"/>
<typename="exponent"description="exponent"presence="constant"primitiveType="int8">-9</type>
</composite>
New fields with PRICENULL9 type:
<ns2:messagename="MDInstrumentDefinitionFX63"id="63"description="MDInstrumentDefinitionFX"blockLength="337"semanticType="d"sinceVersion="12">
...
<fieldname="AltMinPriceIncrement"id="37739"type="PRICENULL9"description="New sub-tick which is only available for order entry when certain conditions are met, tick value which corresponds to the Alt Min Quote Life"offset="309"sinceVersion="13"semanticType="Price"/>
<fieldname="AltMinQuoteLife"id="37738"type="uInt32NULL"description="MQL duration in number of microseconds applied to orders at AltMinPriceIncrement"offset="317"sinceVersion="13"semanticType="int"/>
<fieldname="AltPriceIncrementConstraint"id="37742"type="PRICENULL9"description="Minimum price offset better than the best Standard Tick order for an order to be allowed into the market"offset="321"sinceVersion="13"semanticType="Price"/>
<fieldname="MaxBidAskConstraint"id="37743"type="PRICENULL9"description="Maximum bid/ask spread for which sub-tick orders will be accepted (Sub tick orders will be rejected if bid/ask spread is greater than this value)"offset="329"sinceVersion="13"semanticType="Price"/>
...
</ns2:message>
The new fields from MDInstrumentDefinitionFX63 promotes sinceVersion=13 down to composite type PRICENULL9, which breaks use of PRICENULL9 from other types with older acting schema version.
Commit bca8849 carries field
sinceVersion
down to composite types, but it seems that this behavior change will break other use of these composite types.Schema file: https://www.cmegroup.com/ftp/SBEFix/Production/Templates/templates_v13.xml (registration required to download, uploaded as templates_v13.xml.txt). The schema version is
13
.Composite types:
New fields with
PRICENULL9
type:The new fields from
MDInstrumentDefinitionFX63
promotessinceVersion=13
down to composite typePRICENULL9
, which breaks use ofPRICENULL9
from other types with older acting schema version.The text was updated successfully, but these errors were encountered: