The main purpose for Splitter Adaptor
The main purpose for Splitter Adaptor to work in conjunction with FIXEdge CME handler. FIXEdge CME handler retrieves FIXML 4.4 messages containing NYMEX, COMEX and DME Division cleared trade information from CME and sends them to Splitter Adaptor. In turn Splitter Adaptor generates a bunch of messages from a single inbound FIXML message. The only tag that drives the splitting process is <TrdCaptRpt>.
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| Inbound message | Outbound messages |
|---|
CME Batch message | Code Block |
|---|
| <?xml version="1.0" encoding="UTF-8"?>
<?xml-stylesheet type='text/xsl' href='test-1.xsl'?>
<FIXML r="20030618" s="20040109" v="4.4">
<Batch>
<Hdr SSub="utbapi" SID="NYMEX" />
<TrdCaptRpt RptID="141D70231870004CE2FC131023140949726B" ExecID="141D70231870004CE2FC" TrdID="100682" TrdMtchID="524834" LastPx="57.49" TxnTm="2013-10-22T14:08:00-05:00" TrdDt="2013-10-23" BizDt="2013-10-23" TransTyp="0" PrevlyRpted="N" MLEGRptTyp="2" ReqID="1382568962609_2" QtyTyp="1" LastQty="1" LastUpdateTm="2013-10-23T14:09:49.726-05:00" TrdTyp="1" TotNumLegRpts="5">
<Instrmt ID="QL" Sym="QLZ13" Desc="CAPPCOAL-Dec13" SecTyp="MLEG" MMY="201312" Exch="NYMEX" Mult="1550" UOM="tn" CFI="FXXXX" SubTyp="SA" />
<RptSide Side="1" ClOrdID="1236" InptSrc="CPC" Ccy="USD">
<Pty R="12" ID="1H2K">
<Sub Typ="27" ID="KGLOBA" />
<Sub Typ="9" ID="Kseniia Globa" />
</Pty>
<Pty R="1" ID="epam">
<Sub Typ="5" ID="Epam systems Inc." />
</Pty>
<Pty R="16" ID="1H2K" />
<Pty R="37" ID="1H2K" />
<Pty R="36" ID="epamuser">
<Sub Typ="9" ID="Ksenilla Globa" />
</Pty>
<Pty R="7" ID="epam">
<Sub Typ="5" ID="Epam systems Inc." />
</Pty>
<Alloc Qty="1" CustCpcty="4">
<Pty R="24" ID="EPAMTEST1">
<Sub Typ="26" ID="2" />
</Pty>
<Pty R="4" ID="661" />
<Pty R="1" ID="epam" />
</Alloc>
</RptSide>
</TrdCaptRpt>
<TrdCaptRpt RptID="141D70231870004CE304131023140949726B" ExecID="141D70231870004CE304" TrdID="100686" TrdMtchID="524834" LastPx="57.49" TxnTm="2013-10-22T14:08:00-05:00" TrdDt="2013-10-23" BizDt="2013-10-23" TransTyp="0" PrevlyRpted="N" MLEGRptTyp="2" ReqID="1382568962609_2" QtyTyp="1" LastQty="1" LastUpdateTm="2013-10-23T14:09:49.726-05:00" TrdTyp="1" TotNumLegRpts="5">
<Instrmt ID="QL" Sym="QLJ14" Desc="CAPPCOAL-Apr14" SecTyp="MLEG" MMY="201404" Exch="NYMEX" Mult="1550" UOM="tn" CFI="FXXXX" SubTyp="SA" />
<RptSide Side="1" ClOrdID="1236" InptSrc="CPC" Ccy="USD">
<Pty R="12" ID="1H2K">
<Sub Typ="27" ID="KGLOBA" />
<Sub Typ="9" ID="Kseniia Globa" />
</Pty>
<Pty R="1" ID="epam">
<Sub Typ="5" ID="Epam systems Inc." />
</Pty>
<Pty R="16" ID="1H2K" />
<Pty R="37" ID="1H2K" />
<Pty R="36" ID="epamuser">
<Sub Typ="9" ID="Ksenilla Globa" />
</Pty>
<Pty R="7" ID="epam">
<Sub Typ="5" ID="Epam systems Inc." />
</Pty>
<Alloc Qty="1" CustCpcty="4">
<Pty R="24" ID="EPAMTEST1">
<Sub Typ="26" ID="2" />
</Pty>
<Pty R="4" ID="661" />
<Pty R="1" ID="epam" />
</Alloc>
</RptSide>
</TrdCaptRpt>
</Batch>
</FIXML> |
| 1st splitted message | Code Block |
|---|
| <?xml version="1.0" encoding="UTF-8"?>
<FIXML r="20030618" s="20040109" v="4.4">
<Batch>
<Hdr SSub="utbapi" SID="NYMEX" />
<TrdCaptRpt RptID="141D70231870004CE2FC131023140949726B" ExecID="141D70231870004CE2FC" TrdID="100682" TrdMtchID="524834" LastPx="57.49" TxnTm="2013-10-22T14:08:00-05:00" TrdDt="2013-10-23" BizDt="2013-10-23" TransTyp="0" PrevlyRpted="N" MLEGRptTyp="2" ReqID="1382568962609_2" QtyTyp="1" LastQty="1" LastUpdateTm="2013-10-23T14:09:49.726-05:00" TrdTyp="1" TotNumLegRpts="5">
<Instrmt ID="QL" Sym="QLZ13" Desc="CAPPCOAL-Dec13" SecTyp="MLEG" MMY="201312" Exch="NYMEX" Mult="1550" UOM="tn" CFI="FXXXX" SubTyp="SA" />
<RptSide Side="1" ClOrdID="1236" InptSrc="CPC" Ccy="USD">
<Pty R="12" ID="1H2K">
<Sub Typ="27" ID="KGLOBA" />
<Sub Typ="9" ID="Kseniia Globa" />
</Pty>
<Pty R="1" ID="epam">
<Sub Typ="5" ID="Epam systems Inc." />
</Pty>
<Pty R="16" ID="1H2K" />
<Pty R="37" ID="1H2K" />
<Pty R="36" ID="epamuser">
<Sub Typ="9" ID="Ksenilla Globa" />
</Pty>
<Pty R="7" ID="epam">
<Sub Typ="5" ID="Epam systems Inc." />
</Pty>
<Alloc Qty="1" CustCpcty="4">
<Pty R="24" ID="EPAMTEST1">
<Sub Typ="26" ID="2" />
</Pty>
<Pty R="4" ID="661" />
<Pty R="1" ID="epam" />
</Alloc>
</RptSide>
</TrdCaptRpt>
</Batch>
</FIXML> |
|
| 2nd splitted message | Code Block |
|---|
| <?xml version="1.0" encoding="UTF-8"?>
<FIXML r="20030618" s="20040109" v="4.4">
<Batch>
<Hdr SSub="utbapi" SID="NYMEX" />
<TrdCaptRpt RptID="141D70231870004CE304131023140949726B" ExecID="141D70231870004CE304" TrdID="100686" TrdMtchID="524834" LastPx="57.49" TxnTm="2013-10-22T14:08:00-05:00" TrdDt="2013-10-23" BizDt="2013-10-23" TransTyp="0" PrevlyRpted="N" MLEGRptTyp="2" ReqID="1382568962609_2" QtyTyp="1" LastQty="1" LastUpdateTm="2013-10-23T14:09:49.726-05:00" TrdTyp="1" TotNumLegRpts="5">
<Instrmt ID="QL" Sym="QLJ14" Desc="CAPPCOAL-Apr14" SecTyp="MLEG" MMY="201404" Exch="NYMEX" Mult="1550" UOM="tn" CFI="FXXXX" SubTyp="SA" />
<RptSide Side="1" ClOrdID="1236" InptSrc="CPC" Ccy="USD">
<Pty R="12" ID="1H2K">
<Sub Typ="27" ID="KGLOBA" />
<Sub Typ="9" ID="Kseniia Globa" />
</Pty>
<Pty R="1" ID="epam">
<Sub Typ="5" ID="Epam systems Inc." />
</Pty>
<Pty R="16" ID="1H2K" />
<Pty R="37" ID="1H2K" />
<Pty R="36" ID="epamuser">
<Sub Typ="9" ID="Ksenilla Globa" />
</Pty>
<Pty R="7" ID="epam">
<Sub Typ="5" ID="Epam systems Inc." />
</Pty>
<Alloc Qty="1" CustCpcty="4">
<Pty R="24" ID="EPAMTEST1">
<Sub Typ="26" ID="2" />
</Pty>
<Pty R="4" ID="661" />
<Pty R="1" ID="epam" />
</Alloc>
</RptSide>
</TrdCaptRpt>
</Batch>
</FIXML> |
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Empty FIXML messages
Empty FIXML messages are batches with no trades:
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