Enforcing field type on publish

Alpert, Reed <reed.alpert@...>



This is regarding a way to check that the field data type being published matches (closely) the dictionary data type.


The motivation for this is to prevent our internally published data caches from invalid data.

For example, if a field (name=MARK_PRICE fid=300) is a MamaPrice in the dictionary, and an app uses this:

                addString("MARK_PRICE", 300, "invalid price");

then we have a field that is now a string in the cache, and that causes problems with subscribing apps that use getPrice().


Currently we are looking to the bridges that we use (Tick42/TREP & Solace) to enforce these restrictions.


Adding this to the OpenMAMA layer is tricky, but allows a single policy to be enforced across multiple bridges. The main question from my point of view being how to set the policy. They can range from none (default), to most strict (published field's type must match dictionary), to common conversions supported (e.g., F32 -> F64), to a custom grid setting exactly what conversions are allowed.


I welcome any input from others who have run into this same issue, or found other ways to solve it.






Reed Alpert | Corporate & Investment Bank | Market Data Services | J.P. Morgan | 4 Metrotech Center, 23rd Floor, Brooklyn, NY 11245 | T: 718.242.5198  | M: 917.414.4613 | reed.alpert@...


Alternate Contact:  CIB PIM Trading Technology Solutions NA | CIB_PIM_Trading_Technology_Solutions_NA@...

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