FIXML new order - Single

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1

Imported from previous forum

2

Is this a valid message "new single order" for Fixml?

<FIXML><FIXMLMessage>
<Header>
<BeginString>FIX.4.2</BeginString>
<BodyLenght>100</BodyLenght>
<Sender>
<CompID>BB</CompID>
</Sender>
<Target>
<CompID>B1</CompID>
</Target>
<MsgSeqNum>12</MsgSeqNum>
<SendingTime>20000907-09:27:56</SendingTime>
</Header>
<ApplicationMessage>
<Order>
<ClOrdID>ORD_1</ClOrdID>
<HandInst Value="2" />
<MinQty>1000</MinQty>
<ExecInstList>
<execInst Value="2" />
</ExecInstList>
<Instrument>
<Symbol>EK</Symbol>
<IDSource>1</IDSource>
<SecurityID>277461109</SecurityID>
</Instrument>
<Side Value="1" />
<TransactTime>20000907-09:25:56</TransactTime>
<OrderQuantity>
<OrderQty>5000</OrderQty>
</OrderQuantity>
<OrderType>
<LimitOrder Value="2">
<Price>62.5</Price>
</LimitOrder>
</OrderType>
<Currency Value="USD" />
<Rule80A Value="A" />
</Order>
</ApplicationMessage>
<Trailer>
<CheckSum>018</CheckSum>
</Trailer>
</FIXMLMessage></FIXML>

Thank you
Matteo Nazzario

3

[ original email was from John Goeller - john.goeller@ssmb.com ]
To generate example valid FIXML based on a DTD try the XML Generator tool from IBM

http://www.alphaworks.ibm.com/tech/xmlgenerator/

> Is this a valid message "new single order" for Fixml?
>
> <FIXML><FIXMLMessage>
> <Header>
> <BeginString>FIX.4.2</BeginString>
> <BodyLenght>100</BodyLenght>
> <Sender>
> <CompID>BB</CompID>
> </Sender>
> <Target>
> <CompID>B1</CompID>
> </Target>
> <MsgSeqNum>12</MsgSeqNum>
> <SendingTime>20000907-09:27:56</SendingTime>
> </Header>
> <ApplicationMessage>
> <Order>
> <ClOrdID>ORD_1</ClOrdID>
> <HandInst Value="2" />
> <MinQty>1000</MinQty>
> <ExecInstList>
> <execInst Value="2" />
> </ExecInstList>
> <Instrument>
> <Symbol>EK</Symbol>
> <IDSource>1</IDSource>
> <SecurityID>277461109</SecurityID>
> </Instrument>
> <Side Value="1" />
> <TransactTime>20000907-09:25:56</TransactTime>
> <OrderQuantity>
> <OrderQty>5000</OrderQty>
> </OrderQuantity>
> <OrderType>
> <LimitOrder Value="2">
> <Price>62.5</Price>
> </LimitOrder>
> </OrderType>
> <Currency Value="USD" />
> <Rule80A Value="A" />
> </Order>
> </ApplicationMessage>
> <Trailer>
> <CheckSum>018</CheckSum>
> </Trailer>
> </FIXMLMessage></FIXML>
>
> Thank you
> Matteo Nazzario
>
>
>
>
>
>

4

[ original email was from James Downs - jdowns@xcaliber.com ]
Here’s the message I got when using the MS xmlint.exe validation tool
referencing the FIXML 1.2 DTD.

Message:
Element content is invalid according to DTD/Schema.

Expecting: Sender.
Line 00006" <BeginString>FIX.4.2</BeginSrting>
Pos 00017 --------------^

Extensibility Instance also kicked it out.

Jim Downs
Connamara Systems, LLC

> Is this a valid message "new single order" for Fixml?
>
> <FIXML><FIXMLMessage>
> <Header>
> <BeginString>FIX.4.2</BeginString>
> <BodyLenght>100</BodyLenght>
> <Sender>
> <CompID>BB</CompID>
> </Sender>
> <Target>
> <CompID>B1</CompID>
> </Target>
> <MsgSeqNum>12</MsgSeqNum>
> <SendingTime>20000907-09:27:56</SendingTime>
> </Header>
> <ApplicationMessage>
> <Order>
> <ClOrdID>ORD_1</ClOrdID>
> <HandInst Value="2" />
> <MinQty>1000</MinQty>
> <ExecInstList>
> <execInst Value="2" />
> </ExecInstList>
> <Instrument>
> <Symbol>EK</Symbol>
> <IDSource>1</IDSource>
> <SecurityID>277461109</SecurityID>
> </Instrument>
> <Side Value="1" />
> <TransactTime>20000907-09:25:56</TransactTime>
> <OrderQuantity>
> <OrderQty>5000</OrderQty>
> </OrderQuantity>
> <OrderType>
> <LimitOrder Value="2">
> <Price>62.5</Price>
> </LimitOrder>
> </OrderType>
> <Currency Value="USD" />
> <Rule80A Value="A" />
> </Order>
> </ApplicationMessage>
> <Trailer>
> <CheckSum>018</CheckSum>
> </Trailer>
> </FIXMLMessage></FIXML>
>
> Thank you
> Matteo Nazzario
>
>
>
>
>
>

5

[ original email was from James Downs - jdowns@xcaliber.com ]
Using your data I constructed this FIXML message. It validates against the FIXML 1.2 DTD using the MSXML parser September Beta release.

Jim Downs
Connamara Systems, LLC

<?xml version = "1.0"?>
<!DOCTYPE FIXML SYSTEM "fixmlmain.dtd">
<FIXML DTDVersion = "1.2.0" FIXVersion = "4.1">
<FIXMLMessage>
<Header>
<Sender>
<CompID FIXTag = "49-56-115-128" SenderFIXTag = "49" TargetFIXTag = "56" OnBehalfOfFIXTag = "115" DeliverToFIXTag = "128" DataType = "char">BB</CompID>
</Sender>
<Target>
<CompID FIXTag = "49-56-115-128" SenderFIXTag = "49" TargetFIXTag = "56" OnBehalfOfFIXTag = "115" DeliverToFIXTag = "128" DataType = "char">B1</CompID>
</Target>
<SendingTime FIXTag = "52" DataType = "time">20000907-09:27:56</SendingTime>
</Header>
<ApplicationMessage>
<Order FIXTag = "35" DataType = "char" Value = "D">
<ClOrdID FIXTag = "11" DataType = "char">ORD_1</ClOrdID>
<HandInst FIXTag = "21" DataType = "char" Value = "2"/>
<ExecInstList>
<ExecInst FIXTag = "18" DataType = "char" Value = "2"/>
</ExecInstList>
<MinQty FIXTag = "110" DataType = "int" Max = "1000000000">1000</MinQty>
<Instrument>
<Symbol FIXTag = "55" DataType = "char">EK</Symbol>
<SecurityID FIXTag = "48" DataType = "char">277461109</SecurityID>
<IDSource FIXTag = "22" DataType = "char" Value = "1"/>
</Instrument>
<Side FIXTag = "54" DataType = "char" Value = "1"/>
<OrderQuantity>
<OrderQty FIXTag = "38" DataType = "int" Min = "0" Max = "1000000000">5000</OrderQty>
</OrderQuantity>
<OrderType>
<LimitOrder FIXTag = "40" DataType = "char" Value = "2">
<Price FIXTag = "44" DataType = "float" Min = "0" Max = "99999999.9999">62.5</Price>
</LimitOrder>
</OrderType>
<Currency FIXTag = "15" DataType = "char" Value = "USD"/>
<Rule80A FIXTag = "47" DataType = "char" Value = "A"/>
</Order>
</ApplicationMessage>
</FIXMLMessage>
</FIXML>

> Is this a valid message "new single order" for Fixml?
>
> <FIXML><FIXMLMessage>
> <Header>
> <BeginString>FIX.4.2</BeginString>
> <BodyLenght>100</BodyLenght>
> <Sender>
> <CompID>BB</CompID>
> </Sender>
> <Target>
> <CompID>B1</CompID>
> </Target>
> <MsgSeqNum>12</MsgSeqNum>
> <SendingTime>20000907-09:27:56</SendingTime>
> </Header>
> <ApplicationMessage>
> <Order>
> <ClOrdID>ORD_1</ClOrdID>
> <HandInst Value="2" />
> <MinQty>1000</MinQty>
> <ExecInstList>
> <execInst Value="2" />
> </ExecInstList>
> <Instrument>
> <Symbol>EK</Symbol>
> <IDSource>1</IDSource>
> <SecurityID>277461109</SecurityID>
> </Instrument>
> <Side Value="1" />
> <TransactTime>20000907-09:25:56</TransactTime>
> <OrderQuantity>
> <OrderQty>5000</OrderQty>
> </OrderQuantity>
> <OrderType>
> <LimitOrder Value="2">
> <Price>62.5</Price>
> </LimitOrder>
> </OrderType>
> <Currency Value="USD" />
> <Rule80A Value="A" />
> </Order>
> </ApplicationMessage>
> <Trailer>
> <CheckSum>018</CheckSum>
> </Trailer>
> </FIXMLMessage></FIXML>
>
> Thank you
> Matteo Nazzario
>
>
>
>
>
>

6

I believe the FIXTag attributes are not required (but if supplied must be correct) for a valid XML message.

On this website there was previously a sample FIXML message that looked like this:
<?xml version=‘1.0’?><!DOCTYPE FIXML SYSTEM ‘fixmlmain.dtd’>
<FIXML>
<FIXMLMessage>
<Header>
<Sender>
<CompID>buyside</CompID>
</Sender>
<Target>
<CompID>sellside</CompID>
</Target>
</Header>
<ApplicationMessage>
<Order>
<ClOrdID>xyz123</ClOrdID>
<HandlInst Value=“1”/>
<Instrument>
<Security>
<Symbol>IBM</Symbol>
</Security>
</Instrument>
<Side Value=“1”/>
<OrderQuantity>
<OrderQty>10000</OrderQty>
</OrderQuantity>
<OrderType>
<MarketOrder OrdType=“1”/>
</OrderType>
</Order>
</ApplicationMessage>
</FIXMLMessage>
</FIXML>

7

[ original email was from James Downs - jdowns@xcaliber.com ]
That is my understanding also as these attributes are defined as #FIXED in the DTD.

Jim Downs
Connamara Systems, LLC

> I believe the FIXTag attributes are not required (but if supplied must be correct) for a valid XML message.
>
> On this website there was previously a sample FIXML message that looked like this:
> <?xml version=‘1.0’?><!DOCTYPE FIXML SYSTEM ‘fixmlmain.dtd’>
> <FIXML>
> <FIXMLMessage>
> <Header>
> <Sender>
> <CompID>buyside</CompID>
> </Sender>
> <Target>
> <CompID>sellside</CompID>
> </Target>
> </Header>
> <ApplicationMessage>
> <Order>
> <ClOrdID>xyz123</ClOrdID>
> <HandlInst Value=“1”/>
> <Instrument>
> <Security>
> <Symbol>IBM</Symbol>
> </Security>
> </Instrument>
> <Side Value=“1”/>
> <OrderQuantity>
> <OrderQty>10000</OrderQty>
> </OrderQuantity>
> <OrderType>
> <MarketOrder OrdType=“1”/>
> </OrderType>
> </Order>
> </ApplicationMessage>
> </FIXMLMessage>
> </FIXML>
>
>