FIX to FpML data mapping / FpML data dictionary

1

Hi,
I am looking for a data dictionary for FpML, similar to the one for FIX. And/Or a FIX to FpML dictionary depicting matching fields and their possible values.
Any Idea where to find it? the schema on the fpml.org site aren’t helpful.

Thanks for the help!
David

2

I am not aware of a mapping table between FpML and FIX and I am not even sure it can be compiled. The business requirements for the definition of OTC products can be expressed by either FpML or FIX but the underlying models and resulting message structures are different and do not allow a simple 1:1 mapping on a field level. I am assuming that you are trying to map between FpML and FIXML on a syntax level. You have to view it from a conceptual level, e.g. delivery schedules, payment streams. However, I assume there is a reason why you were unable to find a data dictionary or mapping table. There is no automated conversion between the two standards even though they map on a semantic/conceptual level.

3

Thank you Hanno. it makes sense.
Do you know where I can find a standalone data dictionary for FpML? if it even exists.
I’m referring to possible values for fields, in which schemas they’re used etc.

4

Sorry, but I do not know for FpML and would have to search their website as well. I looked at http://www.fpml.org/the_standard/current/ and there is a link to a data dictionary. You must register and log in to view that. Just try it.

5

Thanks Hanno.