FIXatdl1.

1 Errata 20101221

Errata for FIXatdlSM Specification version 1.1

December 21, 2010

Purpose: This document contains a list of minor adjustments to the FIXatdl 1.1 Specification document due to typographical errors or ambiguities. The nature and scope of these adjustments is restricted such that no new functionality is introduced, and the goal of these Errata is that no breaking changes are introduced. NOTE: In order to meet this goal, no functional changes have been made to the FIXatdl 1.1 XSD schema files. This means that where the schema and the Word specification disagree, then the Word specification should be taken as the authoritative definition of the protocol. The known variations between the schema and the Word document are listed at the end of this document.

Outstanding Issues: Issues with the FIXatdl 1.1 Specification which have not been addressed by the combination of the FIXatdl 1.1 Specification document or this Errata document should be brought forward via the FIX web site (http://www.fixprotocol.org) discussion pages. It is the responsibility of the Algorithmic Trading Working Group to see that outstanding issues are addressed. The Algorithmic Trading Working Group is co-chaired by Rick Labs, CL&B Capital Management (rick@clbcm.com) and Greg Malatestinic, Jordan & Jordan (greg.malatestinic@jandj.com).

Changes to the FIXatdl Specification Document

ID/JIRA # ATDL-146 Item/Area Affected Label_t Description It was not previously clear whether a labels text should be initialized from the initValue attribute or the label attribute. This has been clarified and a precedence rule given. Clarification on how CheckBoxList_t items should be separated. The StrategyLayout element if supplied must contain exactly one StrategyPanel. Clarified to be true / false or Y / N as appropriate. This attribute was missing from the Word document. This attribute was missing from the Word document. This attribute was missing from the Word document. Originally incorrectly referred to as @draftIdentifierTag. The meaning of short-circuit evaluation has been clarified. Definition was previously missing the option Country_t. Previously incorrectly detailed in the Word document as Page 1

ATDL-147 ATDL-147 ATDL-147 ATDL-147 ATDL-147 ATDL-147 ATDL-147 ATDL-148 N/A N/A

Control/@initValue StrategyLayout Boolean values (throughout) Strategy/@commonIDTag Strategy/@totalOrdersTag StrategyPanel/@title Strategies/@draftFlagIdentifierTag Edit_t Parameter/@xsi:type StrategyPanel/@collapsed

FIXatdl1.1 Errata 20101221

having a default of true. (The XSD schema was already correct). N/A N/A ATDL-144 ATDL-147 ATDL-147 ATDL-151 ATDL-152 StrategyPanel/@collapsible StrategyPanel/@orientation Parameter Type-Attribute Matrix Control Type-Attribute Matrix Parameter Element Extension table StateRule_t Control/@orientation Recommendation that this attribute be treated as mandatory. This is now a mandatory attribute (as there is no way programmatically to determine a sensible default value). Char_t and Country_t were missing from the table. DoubleSpinner_t was erroneously shown as allowing incrementPolicy. Float_t was missing the precision attribute. The meaning of XOR has been clarified. This is now a mandatory attribute of CheckBoxList_t and RadioButtonList_t controls (as there is no way programmatically to determine a sensible default value). An example provided at the end of the section made use of a deprecated attribute. Another example using valid attributes was added. Three additional constraints have been identified.

ATDL-155

Parameter Element Extension

N/A

Constraints beyond XML Schema

Known Variations between the FIXatdl Specification Word Document and the XSD Schema
Item/Area Affected StrategyPanel/@orientation Description The attribute, StrategyPanel/@orientation, is a required attribute. This is incorrectly defined in the schema file, fixatdl-flow.xsd, as being an optional attribute. All FIXatdl conforming XML instances must declare StrategyPanel/@orientation. The attribute, StrategyPanel/@collapsible, has a default value of False. This is incorrectly defined in the schema file, fixatdl-layout.xsd, as being True. It is recommended that all FIXatdl conforming XML instances treat Strategy/@collapsible as a required attribute to avoid varying behaviour when rendering the XML in several vendors E/OMS. StrategyLayout element must contain one and only one StrategyPanel. The xsd, fixatdl-layout.xsd, allows a StrategyLayout to have more than more than one child StrategyPanel element, but this should not be allowed. The valid values are Static, LotSize and Tick. However in the xsd, fixatdl-layout.xsd, the enumeration, Static, is missing. Accordingly, any FIXatdl conforming XML instance may fail validation if it contains a Control element with incrementPolicy, innerIncrementPolicy or outerIncrementPolicy equal to Static. The specification document now advises against the use of Static as a value for this attribute. The same behaviour can be achieved by omitting the attribute altogether. The attribute, Control/@orientation, is applicable only when the control is a CheckBoxList_t or RadioButtonList_t and, in these cases, is a required attribute. This is incorrectly defined in the schema file, fixatdl-flow.xsd, as being an optional attribute of CheckBoxList_t and RadioButtonList_t. All FIXatdl conforming XML instances must declare Control/@orientation Page 2

StrategyPanel/@collapsible

StrategyLayout

Control/@incrementPolicy Control/@innerIncrementPolicy Control/@outerIncrementPolicy

Control/@orientation

FIXatdl1.1 Errata 20101221

when Control/@xsi:type is either CheckBoxList_t or RadioButtonList_t.

Page 3