Enforcing field type on publish


Alpert, Reed <reed.alpert@...>
 

Hi,

 

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.

 

Thanks,

 

Reed.

 


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@...

This communication is for informational purposes only. It is not intended as an offer or solicitation for the purchase or sale of any financial instrument or as an official confirmation of any transaction. All market prices, data and other information are not warranted as to completeness or accuracy and are subject to change without notice. Any comments or statements made herein do not necessarily reflect those of JPMorgan Chase & Co., its subsidiaries and affiliates. This transmission may contain information that is proprietary, privileged, confidential and/or exempt from disclosure under applicable law. If you are not the intended recipient, you are hereby notified that any disclosure, copying, distribution, or use of the information contained herein (including any reliance thereon) is STRICTLY PROHIBITED. Although this transmission and any attachments are believed to be free of any virus or other defect that might affect any computer system into which it is received and opened, it is the responsibility of the recipient to ensure that it is virus free and no responsibility is accepted by JPMorgan Chase & Co., its subsidiaries and affiliates, as applicable, for any loss or damage arising in any way from its use. If you received this transmission in error, please immediately contact the sender and destroy the material in its entirety, whether in electronic or hard copy format. Thank you. Please refer to http://www.jpmorgan.com/pages/disclosures for disclosures relating to European legal entities.

Join Openmama-dev@lists.openmama.org to automatically receive all group messages.