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It is not necessary that external system can process XML messages in the format FMXML Handler produces. One may use XSLT transformations to transform FMXML output to virtually any XML schema.
Date/Time conversations
By default FMXML handler does not change values of FIX tags during transformations. However there are differences between Date/Time data representation in FIX and in XML. See the following table:
FIX | XML | |
---|---|---|
UTCTimestamp | YYYYMMDD-HH:MM:SS YYYYMMDD-HH:MM:SS.sss | YYYY-MM-DDTHH:MM:SS YYYY-MM-DDTHH:MM:SS.sss |
UTCDateOnly | YYYYMMDD | YYYY-MM-DD |
LocalMktDate | YYYYMMDD | YYYY-MM-DD |
Use the ConvertDateTime = "true" attribute to convert date/time values properly. See the example of BL rule:
Code Block | ||
---|---|---|
| ||
<Rule>
<Source>
<Client Name="SplitterTA" />
</Source>
<Condition>
<MatchField Field="35" Value="n" />
</Condition>
<Action>
<Script Language="XSLT" Field="213" LengthField="212" FileName="AE.xslt"/>
<HandlerAction Name="FMXMLHandler" ConvertDateTime = "true"/>
<Send>
<FixSession/>
</Send>
</Action>
</Rule> |