FIX Message Request/Response Diagram or Table

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Imported from previous forum

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Does anyone know of any diagram or table showing what FIX request messages map to what FIX response messages? Seems like the FIXimate should contain this information, but it does not.

For example, if I were to send out an Indication of Interest, how would I know the possible responses to expect?

Thanks
Nic

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[ original email was from Bivas Mishra - bivas.mishra@wipro.com ]
Hi Nic,

Not sure if there is one single location where you would find this information.

However,the specs give a fair idea on the usage of message types and the responses to particular request messages.

If you would go through vol 3,4,5 (FIX4.3 onwards) you would find various scenarios depicting the usage of messages and the corresponding flows for pre-trade, trade and post trade phases. Order State Change Matrices will also help in determiningthe correct responses.

Also, Volume-7 has some workflows and sequence diagrams to help our understanding of the responses. To mention specifically the IOI message types, go to Page 76 of Vol-7, where you will find the required details.

Regards,
Bivas

Does anyone know of any diagram or table showing what FIX request
messages map to what FIX response messages? Seems like the FIXimate
should contain this information, but it does not.

For example, if I were to send out an Indication of Interest, how would
I know the possible responses to expect?

Thanks Nic

4

The information you are looking for is embedded in the specification document - not always consistently, not always graphically. As Bivas stated there are some flow diagrams in Volume 7.

The Repository Working Group is responsible for addressing the need for what the industry has unfortunately labeled as “Profiles” - taken from the Web Services Profiles. There are several business process languages out there - most are much more than we need.

The approach we have used internally and are planning to submit as a starting point for the repository working group is a simple dialog XML language that could be then translated into graphical representations, WSDL profiles, as well as other business process automation languages.

The preferred approach here is to do something in the FIX tradition - something simple and fit for purpose that could then be translated or adapted for use with existing IT standards.

Hi Nic,

Not sure if there is one single location where you would find this
information.

However,the specs give a fair idea on the usage of message types and the
responses to particular request messages.

If you would go through vol 3,4,5 (FIX4.3 onwards) you would find
various scenarios depicting the usage of messages and the corresponding
flows for pre-trade, trade and post trade phases. Order State Change
Matrices will also help in determiningthe correct responses.

Also, Volume-7 has some workflows and sequence diagrams to help our
understanding of the responses. To mention specifically the IOI message
types, go to Page 76 of Vol-7, where you will find the required details.

Regards, Bivas

Does anyone know of any diagram or table showing what FIX request
messages map to what FIX response messages? Seems like the FIXimate
should contain this information, but it does not.

For example, if I were to send out an Indication of Interest, how
would I know the possible responses to expect?

Thanks Nic