FIX to FIXML and vice versa

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Imported from previous forum

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Hi,

I am looking at converting FIX messages to FIXML format which will then be validated against the schema and used by other internal systems. Is there a mapping dictionary for the Fix tags to FIXML node names? Has anybody done similar work earlier?

Also, is there any tool or library for FIXML to FIX conversion? I’ve been able to just find a sample xslt transformation app on the site.

Thanks,
Narendran

1 Like
3

Hi,
We have done this using Volante Volante Technologies, it’s not a cheap solution but it works extremely well. We couldn’t find specific libraries and maintaining multiple messages in code quickly became unmanageable for us.
Oliver

Hi,

I am looking at converting FIX messages to FIXML format which will then be validated against the schema and used by other internal systems. Is there a mapping dictionary for the Fix tags to FIXML node names? Has anybody done similar work earlier?

Also, is there any tool or library for FIXML to FIX conversion? I’ve been able to just find a sample xslt transformation app on the site.

Thanks,
Narendran

1 Like
4

As an FPL member you have access to the FIX Repository, a collection of XML and XSD files that contain all FIX fields and their corresponding FIXML abbreviations.

Hi,

I am looking at converting FIX messages to FIXML format which will then be validated against the schema and used by other internal systems. Is there a mapping dictionary for the Fix tags to FIXML node names? Has anybody done similar work earlier?

Also, is there any tool or library for FIXML to FIX conversion? I’ve been able to just find a sample xslt transformation app on the site.

Thanks,
Narendran

1 Like
5

As Hanno mentions you can download the .xsd files from the FIX site - I have used a tool from liquid -technologies to create C# classes to manipulate the FIXML and the QuickFix to create regular FIX messages.

What messages did you want to convert, I may have some code I can donate if that helps.

As an FPL member you have access to the FIX Repository, a collection of XML and XSD files that contain all FIX fields and their corresponding FIXML abbreviations.

Hi,

I am looking at converting FIX messages to FIXML format which will then be validated against the schema and used by other internal systems. Is there a mapping dictionary for the Fix tags to FIXML node names? Has anybody done similar work earlier?

Also, is there any tool or library for FIXML to FIX conversion? I’ve been able to just find a sample xslt transformation app on the site.

Thanks,
Narendran

1 Like
6

Hi guys, I am a beginner with FIX protocol and I have some difficulties to create/read/validate messages using QuickFix. I spent some weeks on it with no relevant evolution and appreciate if someone could share some sample codes to do these activities.

@johnunwin_x @hanno.klein @narendrangunasekara_x

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Do you mean validating FIXML messages with QuickFIX? That is not possible with QuickFIX.

1 Like
8

Thanks for your reply @christophjohn. As I couldn’t progress with QuickFixJ, I used XStream to create the FIXML messages and I trying to validate with native Java, but unfortunately does not works. Any idea?

PS: I used the XML Schema from FIXTrading to validate.

Below you can find my respectively codes to create and validated FIXML messages.

FIXML Creation / Java Binding

@Data
@XStreamAlias("FIXML")
public class FIXMLBean {

	@XStreamOmitField
	private final String VERSION = "FIX.5.0SP2";

	@XStreamOmitField
	private final String NAMESPACE = "http://www.fixprotocol.org/FIXML-5-0-SP2";

	@XStreamAsAttribute
	@XStreamAlias("v")
	private String version;

	@XStreamAsAttribute
	@XStreamAlias("xmlns")
	private String nameSpace;

	@XStreamAlias("AllocInstrctn")
	private AllocationInstruction allocationInstruction;

	public FIXMLBean(AllocationInstruction allocationInstruction) {
		super();
		this.version = VERSION;
		this.nameSpace = NAMESPACE;
		this.allocationInstruction = allocationInstruction;
	}
}

FIXML Message created from Java

<FIXML v="FIX.5.0SP2" xmlns="http://www.fixprotocol.org/FIXML-5-0-SP2">
  <AllocInstrctn ID="" BizDt="" TrdDt="" Side="" TransTyp="" Typ="" Qty="0">
    <Hdr SSub="" SID="" SeqNum="" TID=""/>
    <OrderAlloc OrdID1="" OrdID2=""/>
    <AllExc LastPx="" ExecTS=""/>
    <Instrmt CFI="" Exch="" Sym="" MMY="" ID=""/>
    <Pty ID="" R=""/>
    <Pty ID="" R=""/>
    <Pty ID="" R=""/>
    <Pty ID="" R=""/>
    <Pty ID="" R=""/>
    <Alloc Qty="" Acct=""/>
  </AllocInstrctn>
</FIXML>