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FIX dictionaries are XML files containing metadata, that describe FIX messages, fields, and groups. FIX dictionaries are required by the FIX Engine for runtime message parsing, serialization and validation. Every FIX session requires a specific FIX dictionary to run. Dictionaries can be shared between sessions or used exclusively.
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One or more FIX protocols are required for FIX session work.
FIX dictionaries are combined into parsers. Parsers are used to validate incoming messages, i.e. they check if messages satisfy defined protocols.
When FIX Antenna is started, all dictionaries from DictionariesFilesList are loaded. If dictionaries are standard, predefined standard parsers (like FIX40; FIX41; FIX42; FIX43; FIX44; FIXT11) are created basing on them. If any dictionary from DictionariesFilesList is custom, the parser is not automatically created and therefore such parsers should be listed manually in AdditionalParsersList parameter.
Overall there should be one session protocol (protocol which describes messages of session level) and one or more application protocols (protocols which describe messages of application level) defined in common parsers list (i.e. in standard parsers list and additional parsers list together).
Description for all standard FIX protocols can be found on fixopaedia.
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Structure | Description | |||||||
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<fixdic> | Root tag of the dictionary. | |||||||
@xmlns | xmlns="http://www.b2bits.com/FIXProtocol" | |||||||
@xmlns:xsi | xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" | |||||||
@xsi:schemaLocation | xsi:schemaLocation="http://www.b2bits.com/FIXProtocol fixdic.xsd" | |||||||
@id | ID of the used dictionary. Valid values are:
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@fixversion | FIX version of the used dictionary. E.g.: 4.4, 4.2, T1.1, FIXLatest etc. | |||||||
@title | The name of the dictionary. E.g.: FIX 5.0 SP2 EP, FIX 4.4 (with errata 20030618) | |||||||
@version | Dictionary version. | |||||||
@date | Date of the last dictionary update. | |||||||
<typelist> | Section which describes types used in the dictionary. | |||||||
<typedef> | Definition of the type. | |||||||
@type | Type name. E.g.: Percentage, Amt, char | |||||||
@extends | Specified if the type extends one of existing types. E.g.:
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@valuetype | Type of the value (specifies either type is multiple value type and type of the underlying value). | |||||||
@displayname | Name to be displayed (specifies either type is multiple value type and type of the underlying value). | |||||||
<descr>...</descr> | Description of the type. | |||||||
</typedef> | - | |||||||
</typelist> | - | |||||||
<fielddic> | Section which describes fields used in the dictionary. | |||||||
<valblockdef> | Definition of the block of element's values. Can be zero or more elements. E.g. for countries, currencies, products, securities, etc. | |||||||
@id | Unique identifier of the block. | |||||||
@name | Name of the block. | |||||||
<item> | Item of the block - name of the item. | |||||||
@val | Serial number of the item. | |||||||
@id | Unique identifier of the item. Id is an optional attribute and is used when description of an item value is longer than 4 words or has any special characters. | |||||||
<msgref> | Reference to the message where mentioned item is used - name of the message. | |||||||
@msgtype | Type of the reference message. | |||||||
</msgref> | - | |||||||
</item> | - | |||||||
<range> | Range of values to be supported - purpose of the range. | |||||||
@minval | Minimum value to be supported. | |||||||
@maxval | Maximum value to be supported. | |||||||
@type | Type of values. | |||||||
</range> | - | |||||||
<multi> | List of items. The field can contain multiple items separated by space. | |||||||
<item>...</item> | The structure is the same as described for fixdic/fielddic/valblockdef/item. | |||||||
</multi> | - | |||||||
<descr>...</descr> | Description. | |||||||
</valblockdef> | - | |||||||
<fielddef> | Definition of the field. | |||||||
@tag | Tag of the field. | |||||||
@name | Name of the field. | |||||||
@type | Type of the field. | |||||||
@transport | Transport. | |||||||
@lenfield | Only for fielddef with type="data" or type="XMLData" | |||||||
<alias>...</alias> | Alternative field name. | |||||||
<multi> | List of items. The field can contain multiple items separated by space. | |||||||
<item>...</item> | The structure is the same as described for fixdic/fielddic/valblockdef/item. | |||||||
</multi> | - | |||||||
<item>...</item> | Can be zero or more item elements in the field definition. Only one item can be specified for the field. The structure is the same as described for fixdic/fielddic/valblockdef/item. | |||||||
<range>...</range> | The structure is the same as described for fixdic/fielddic/valblockdef/range. | |||||||
<valblock idref="..."/> | Reference to the id of the <valblockdef> element. | |||||||
<descr>...</descr> | Description of the field. | |||||||
</fielddef> | - | |||||||
</fielddic> | - | |||||||
<msgdic> | Section which describes messages used in the dictionary. | |||||||
<blockdef> | Definition of the block. Can be zero or more definitions. | |||||||
@id | Identifier of the block definition. | |||||||
@name | Name of the block definition. | |||||||
@transport | Transport. | |||||||
<field> | Definition of the field. | |||||||
@tag | Field tag. | |||||||
@name | Field name. | |||||||
@req | Specified if the field is mandatory or not. | |||||||
@condreq | Specified if there is a condition when the field is mandatory. | |||||||
<comment>...</comment> | Comment. | |||||||
</field> | - | |||||||
<block> | Block description. | |||||||
@idref | Reference to the id of the block. | |||||||
@req | Specified if the block is mandatory or not. | |||||||
@condreq | Specified if there is a condition when the field is mandatory. | |||||||
<comment>...</comment> | Comment. | |||||||
</block> | - | |||||||
<group> | Group description. | |||||||
@nofield | Tag of the group. | |||||||
@startfield | Start field. | |||||||
<field>...</field> | The structure is the same as described for fixdic/msgdic/blockdef/field. | |||||||
<block>...</block> | The structure is the same as described for fixdic/msgdic/blockdef/block. | |||||||
<group>...</group> | The structure is the same as described for fixdic/msgdic/blockdef/group. | |||||||
</group> | - | |||||||
<descr>...</descr> | Description. | |||||||
</blockdef> | - | |||||||
<msgdef> | Definition of the message. Can be zero or more definitions. | |||||||
@msgtype | Message type. | |||||||
@name | Message name. | |||||||
@admin | Defines if the message is session level or application level message. | |||||||
<alias>...</alias> | Alternative message name. Can be zero or more elements. | |||||||
<field>...</field> | The structure is the same as described for fixdic/msgdic/blockdef/field. | |||||||
<block>...</block> | The structure is the same as described for fixdic/msgdic/blockdef/block. | |||||||
<group>...</group> | The structure is the same as described for fixdic/msgdic/blockdef/group. | |||||||
<descr>...</descr> | Description. | |||||||
</msgdef> | - | |||||||
</msgdic> | - | |||||||
<descr>...</descr> | Description. | |||||||
</fixdic> | - |
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Structure | Description | |||
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<fixdics> | Root tag of the additional dictionary. | |||
<update> | Dictionary update operation. Can be zero or one <update> element. | |||
<fixdic> | Dictionary to be updated. Can be zero or more <fixdic> elements. | |||
@id | ID of the additional dictionary. | |||
@parent_id | ID of the original dictionary additional dictionary based on. Valid values are:
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@fixversion | FIX version additional dictionary based on. | |||
@title | The name of the additional dictionary. | |||
@version | Additional dictionary version. | |||
@date | Date of the last additional dictionary update. | |||
... | <typedef>/<valblockdef>/<fielddef>/<blockdef>/<msgdef> to be added/updated. The structure of listed elements is the same as described in standalone dictionary structure. | |||
</fixdic> | - | |||
</update> | - | |||
</fixdic> | - |
Please see the article How to use custom dictionaries for the cases of additional dictionaries usage.
Info |
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There is no way to remove elements from the base FIX dictionary |
How to manage a list of dictionaries in FIXAntenna based applications
List of dictionaries to be used by FIXAntenna based applications can be managed using the DictionariesFilesList property in engine.properties
configuration file.
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How to check that dictionary doesn't have errors
Simple Client can be used in order to check that the dictionary doesn't have errors.
Below is the step-by-step instruction how to check the dictionary with the help of Simple Client:
- Open the folder with SimpleClient;
- Specify prepared dictionary in DictionariesFilesList property in
engine.properties
configuration file Simple Client refers on; - Run the Simple Client;
- Check the results of the launch:
- If the specified dictionary doesn't have errors, Simple Client will be launched successfully;
- If the specified dictionary has any error, Simple Client won't be started and the message with the reason will appear: