Page Comparison

The action tries to remove given list of tags from the processed FIX message. Absence of the tag does not cause fail.

The action is short form for the following sequence of actions: <TryCopyField>, <RemoveField>. It is possible to use default value for missed tags. Use optional attribute “DefaultValue” for this case<CopyField>, <RemoveField>.

There are two attributes: “Field” and “Value”. The action tries to insert tag into current FIX message. If tag exists, old value is overwritten. 

<MoveField SourceField ="11" TargetField ="95005" />

The action is short form for the following sequence of actions: <CopyField>, <RemoveField>.

There are two (mandatory) attributes: “Field” and “Value”. The action tries to insert inserts tag into current FIX message. If tag exists, old value is overwritten. 

<AddField Field="56" Value="NONE"/>

There are two (mandatory) attributes: “Field” and “Value”. The action inserts tag into current FIX message. In case of presence of tag action fails.

In case of presence of tag action fails.

<ConditionalFieldAction SourceField="167">

  <Case SourceValue=

                <AddOrUpdateField Field=”461” Value=”OXXXX” />

        </Case>
        <Case SourceValue=”FUT”>

                < AddOrUpdateField Field=”461” Value=”FXXXX” />
        </Case>
        <Case SourceValue=”USTB”>
                < AddOrUpdateField Value=”TBILL” />
        </Case>
        <Case SourceValue=”RP”>

                < AddOrUpdateField Value=”REPO” />
        </Case>

"OPT">
    <AddOrUpdateField Field="461" Value="OXXXX" />
  </Case>
  <Case SourceValue="FUT">
    <AddOrUpdateField Field="461" Value="FXXXX" />
  </Case>
  <Case SourceValue="USTB">
    <AddOrUpdateField Value="TBILL" />
  </Case>
  <Case SourceValue="RP">
    <AddOrUpdateField Value="REPO" />
  </Case>
</ConditionalFieldAction>

If (SecType (167) = 'OPT') CFICode (461) = 'OXXXX'.

If (SecType (167) = 'FUT') CFICode (461) = 'FXXXX'.

If (SecType (167) = 'USTB') SecType (167) = 'TBILL'.

If (SecType (167) = 'RP') SecType (167) = 'REPO'.

This action removes values from a multi value string. Absence of the values does not cause fail.

<DeleteStringFromField Field="18" Delimiter=”|”>

        <Val>T</Val>

        <Val>R</Val>

</DeleteStringFromField>

The “Delimiter” attribute contains the delimiter used in multi value string. It is optional; default value is space.

<AppendStringToField Field="18">

        <Val>T</Val>
        <Val>R</Val>
</AppendStringToField>

This action combines a multi value string from given list of values.

In the example, values ‘T’ and ‘R’ will be added to existing tag 18.

<AppendStringToField Field="18" Delimiter =”|”>

        <Val>T</Val>

        <Val>R</Val>

</AppendStringToField>

The “Delimiter” attribute contains the delimiter used in multi value string. It is optional; default value is space.

<KeepFields Tags=”151, 14, 30” />

The “Tags” attribute is a list of tags, which are to be copied as is. This action is a short form for the sequence of TryCopyField actions with the SourceField attribute equals the TargetField one:

<TryCopyField SourceField=”151” TargetField=”151” />
<TryCopyField SourceField=”14” TargetField=”14” />
<TryCopyField SourceField=”30” TargetField=”30” />.

<WeedField Field="18" />

This action replaces special characters in the given tag on the space character. The special characters are \t, \n, \r, \v, \f, \’ ,”. Absence of the tag does not cause fail.

"<CopySuffix SourceField="55" TargetField ="65" />"

TSX specific action. It takes the suffix from SourceField and set it into TargetField.

<AddEntry Group=”453”>

        <Val Field=”448” Value=”MC0023711111” />

        <Val Field=”447” Value=”D” />

        <Val Field=”452” Value=”1” />

</AddEntry>

There are one (mandatory) attribute: “Group” that defined a repeating group. The action adds entry into this repeating group. Group tag is incremented after the addition.

<AddEntry Group=”453”>

        <Val Field=”448” SourceField=”109” />

        <Val Field=”447” Value=”D” />

        <Val Field=”452” Value=”1” />

</AddEntry>

The ‘SourceField’ attribute means that the value from tag 109 will be copied to the 448 tag.

<UpdateEntry Entry=”453[1]”>

        <Val Field=”448” SourceField=”109”/Val>

        <Val Field=”447” Value=”D”/Val>

        <Val Field=”452” Value=”1”/Val>

</UpdateEntry>

There are one (mandatory) attribute: “Entry” that defined an entry within a repeating group. The action adds or updates entry within the repeating group.

<StopProcessing/>

The action just stops processing of current FIX message. The rest of the rules will be skip.

<StopProcessing ResultCode="94" Description="“Required tag missing: Price" />

More advanced version of the “StopProcessing” action; ResultCode and Description are used at BL layer (see <CreateReject /> action in BL configuration) to generate a reject message.

<GenerateExternalClOrdID Field="11" Action="compress" />

Here is an RBC specific action to generate client order id’s.

<GenerateExternalClOrdID Field="11" Action="decompress" />

<GenerateExecID />

Here is an RBC specific action to generate ExecID’s.

Action impementation will set both 17 and 19 tags.

<ConvertSymToCDN />

Here is an RBC specific action. It converts the Symbol(55) as per Canadian symbology using the following table:

<CustomAction Module=”custom.dll” Function = “CustomCLanguageFunction”/>

There are two mandatory attributes under <CustomAction> element. The first one – “Module” - contains the name of the external binary module. The second one – “Function” – defines C-linkage function name that will process this action. It returns Boolean value and gets FIX message as a parameter.

<CustomAction> element  will be introduced in Phase Two or on demand.

<GlobalDef>
        <Action Name = “RemoveAndAdd3000”>
                <RemoveField>
                        <Val>1028</Val>
                        <Val>1029</Val>
                        <Val>1030</Val>
                </RemoveField>
                <AddField Field=”3000” Value=”NONE”/>
        </Action>
        <Condition Name="IsOrderFlow">
                    <Inclusion>
                                <FieldEqualsTo Field = "35">
                                                <Val>D</Val>
                                                <Val>G</Val>
                                                <Val>F</Val>
                                                <Val>8</Val>
                                                <Val>9</Val>
                                </FieldEqualsTo>
                    </Inclusion>
                  <Exclusion/>
        </Condition>

</ GlobalDef >

….

<Rule Name=”RuleWithActionRef”>
        <Condition>

              <ConditionRef Name= “IsOrderFlow” />

        </Condition>
        <ActionIfTrue>
                    <ActionRef Name = "RemoveAndAdd3000" />
                    <MoveField SourceField ="11" TargetField ="95005" />
                  <StopProcessing/>
        </ActionIfTrue>               
</Rule>

In the very beginning of configuration file there is a <GlobalDef> element. It contains Action definition named as “RemoveAndAdd3000”. A bit further there is a rule named “RuleWithActionRef” which contains an action that referenced to the”RemoveAndAdd3000” action.

<ConditionRef> element has the same purposes but for conditions. See the “IsOrderCondition” under the GlobalDef element in this example.

<KeepFields Tags=”151, 14, 30” />

The “Tags” attribute is a list of tags, which are to be copied as is. This action is a short form for the sequence of TryCopyField actions with the SourceField attribute equals the TargetField one:

<TryCopyField SourceField=”151” TargetField=”151” />
<TryCopyField SourceField=”14” TargetField=”14” />
<TryCopyField SourceField=”30” TargetField=”30” />.

<WeedField Field="18" />

This action replaces special characters in the given tag on the space character. The special characters are \t, \n, \r, \v, \f, \’ ,”. Absence of the tag does not cause fail.

<StopProcessing/>

The action just stops processing of current FIX message. The rest of the rules will be skip.

<StopProcessing ResultCode="94" Description="“Required tag missing: Price" />

More advanced version of the “StopProcessing” action; ResultCode and Description are used at BL layer (see <CreateReject /> action in BL configuration) to generate a reject message.

Here is fragment of BL config. There is “RBCCM” “FixConvert” handler declaration with additional parameter – path to the folder where all RBCCM FixConvert configs are.

Here is a group named “CommonRules”.  <UseRule> element is referenced to concrete rules.

There is an optional integer attribute (“Order”) that defines the sequence of applied rules.

Here is a group named “TNXRules”.  It contains the “CommonRules” group defined previously and 3 additional TNX specific rules. 

<UseGroup> element is referenced to concrete group of rules.

Here is a group named “BMXRules”.  It contains the “CommonRules” group defined previously and 2 additional BMX specific rules. 

<DllHandlers>

  <Handler Name="FixConvert" Description="FixConvert" DllName="fixconvert.dll" />

</DllHandlers>

<Rule>

        <Source>

<Rule>
  <Source>
    <FixSession SenderCompID="TNX" TargetCompID=".*" />

  </Source>

        <Action>

  <Action>
    <HandlerAction Name="FixConvert" RuleGroup =

"TNXRules" />

  </Action>

</Rule>

This BL-config rule runs all TNX rules agains all messages from TNX.