FIXML Output generation


#1

I have around 1000 records in a file. When generating FIXML,

  1. Is it that i need to generate 1000 FIXML for each record
  2. Or, 1 FIXML with all records embedded meaning 1 FIXML which would contains 1000 tradecapturereport?(The message type i am using)
  3. Or, 1 file with 1000 FIXML. Each FIXML containing only one Tradecapturereport.

Please let me know the FIX standard to generate FIXML for 1000 records

Thanks in advance. You folks are really super helpful


#2

It is the last one. The term “FIXML” is too generic. What you are looking for is how to create a FIXML batch file for 1000 trade records. Inside the batch file you have a few surrounding XML (elements “FIXML” and “Batch”) to identify it as a FIXML batch file and then you have 1000 TradeCaptureReport records that look identical to the ones you would send in a message based environment.

Please see the FIX 5.0 SP2 Volume 1 specification, page 29 “FIXML Schema Root Element” for details (https://www.fixtrading.org/standards/fix-5-0-sp-2/).


#3

Thanks Hanno for your quick revert. You are really super helpful as usual.