FIX ATDL - where to begin?

I’m an OMS vendor and we’re in the beginning stages of attempting to understand the ATDL process and how we’re supposed to consume the XML files. I’ve read through some documentation ( and understand the basic concept of the format of the XML and the type of data it contains.

My question centers around how OMS vendors consume the XML file. Do vendors take the XML file, create a new process to pick out certain datapoints from the XML, and then essentially update their current algo pack coding by inserting the datapoints from the XML? Or is there some sort of proprietary UI component that ATDL provides which can integrate with an OMS?

I’ve also heard about ATDL4J as a tool you can view XMLs. Can anyone point me in the right direction or provide more info?


I have a really basic set of FIXatdl example files along with a small tutorial I just wrote up as a really simple FIXatdl introduction. The files work with ATDL4j on a windows machine with Oracle JAVA run time loaded out of the box without modification. All instructions are included. If you would like, send me an email at rick at clbcm dot com and I’ll provide you with download credentials.

Typically an OMS/EMS vendor writes a FIXatdl parser renderer that will process any FIXatdl file. Once that coding effort is complete all FIXatdl files will work.

Some OMS/EMS vendors do “augment” the FIXatdl file with additional XML that is proprietary to their specific system. Most of that is to support their specific “look and feel” as the FIXatdl file by itself is pretty “plain vanilla” and basic when it comes to helping render the GUI for each algo strategy.