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FIXEdge allows handling such cases if a user would explicitly check if tags are corresponding to the FIX message structure defined in the FIX dictionaries.

Info
By default, scripts fail when FIXEdge try to access the unexpected or undefined tags so checking if tags are supported in the messages makes logic be more stable.

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The tag Text (58) doesn't present in all of the messages so the following Business logic will update it everywhere when it is applicable

Business logic configuration:

For all messages run the UpdateText.js script

Code Block

language	xml
title	BL_Config.xml

        <Rule Description="Update Text for all messages from all sessions">
            <Source Name=".*" />
            <Action>
				<!-- ... some business logic ... -->
				<Script Language="JavaScript" FileName="../FIXEdge1/conf/UpdateText.js"/>
				<!-- ... some business logic ... -->		
            </Action>
        </Rule>

The script checks and updates the value of tag 58.

Code Block

language	js
title	UpdateText.js

txt = "UpdateText.js was applied to the message";
if (isSupportedField(58)) // If it is possible to update field 58
	setStringField(58, txt); // update the text

2. Save the various message ids and information about parties to the database

The case is useful if a user needs to save a message reference and information about parties for all possible messages passing through the FIXEdge

The example below saves information about

Session specific information (tags: MsgSeqNum (34), MsgType (35), SenderCompID (49), TargetCompID (56), SendingTime (52), TransactTime (60) )
the message (order) type (tags: OrdStatus (39), OrdType (40), ExecType (150), SecurityID (48), Symbol (55))
Parties data (tags: PartyID (448) , PartyIDSource (447) , PartyRole (452), PartyRoleQualifier (2376))
And various ids (tags: ClOrdID (11), ExecID (17), ExecRefID (19), OrigClOrdID (41), SecondaryClOrdID (526), SecondaryExecID (527), ClOrdLinkID (583), ComplianceID (376))

For this example every party entry would be saved as a single row in the table.

For example, one message with 3 parties would be split and stored as 3 rows in the table.

Business logic configuration:

Define database table as ODBC History for FIXEdge

Code Block

language	xml
title	BL_Config.xml
collapse	true

	<History Name="FIXMessages"
             StorageType="ODBC"
             TableName="FIXMessages"
             ColumnSize="64"
             ConnectionString="DSN=EPAM_TEST_DB;UID=user;Pwd=password">
      <KeyField ColumnName="SeqNum">34</KeyField>
      <KeyField ColumnName="MsgType">35</KeyField>
      <KeyField ColumnName="SenderCompId">49</KeyField>
      <KeyField ColumnName="TargetCompId">56</KeyField>
      <KeyField ColumnName="SendingTime">52</KeyField>
      <Field ColumnName="TransactTime">60</Field >

      <Field ColumnName="OrdStatus">39</Field>
      <Field ColumnName="OrdType">40</Field>
      <Field ColumnName="ExecType">150</Field>
      <Field ColumnName="SecurityId">48</Field>
      <Field ColumnName="Symbol">55</Field>

      <Field ColumnName="ClOrdId">11</Field>
      <Field ColumnName="ExecId">17</Field>
      <Field ColumnName="ExecRefId">19</Field>
      <Field ColumnName="OrigClOrdId">41</Field>
      <Field ColumnName="SecondaryClOrdID">526</Field>
      <Field ColumnName="SecondaryExecID">527</Field>
      <Field ColumnName="ClOrdLinkID">583</Field>
      <Field ColumnName="ComplianceID">376</Field>

      <Field ColumnName="PartyEntry">10453</Field>
      <Field ColumnName="PartyID">448</Field>
      <Field ColumnName="PartyIDSource">447</Field>
      <Field ColumnName="PartyRole">452</Field>
      <Field ColumnName="PartyRoleQualifier">2376</Field>

      <Field ColumnName="FullMessage">10000</Field>
    </History>

Call SaveData.js script for all message types

Code Block

language	xml
title	BL_Config.xml

        <Rule Description="Save Parties and IDs for all messages from all sessions">
            <Source Name=".*" />
            <Action>
				<!-- ... some business logic ... -->
				<Script Language="JavaScript" FileName="../FIXEdge1/conf/SaveData.js"/>
				<!-- ... some business logic ... -->		
            </Action>
        </Rule>

Script collect all data and for every entry in the repeating group saves data to the database.

Code Block

language	js
title	SaveData.js

fullMessage = serializeMessage("|"); // get full message with '|' as delimiter for the reference 

keyFields = [34, 35, 49, 56, 52]; // tags used as keys
commonFields = [60, 39, 40, 150, 48, 55, 11, 17, 19, 41, 526, 527, 583, 376]; // other fields
partyFields = [448, 447, 452, 2376]; // fields from the parties repeating group

// the function checks if the tag is avaliable and return the tag value or empty string.
function getValueOrEmpty (tag) {
	if(isSupportedField(tag))
	{
		result = getStringField(tag);
		return (result != null) ? result : "" ; // returns tag value or empty string.
	}
	else
		return "";
}

function getValueOrEmptyForGroup(groupHandle, entry, tag) {
	if(isSupportedField(groupHandle, entry, tag))
	{
		result = getStringField(groupHandle, entry, tag);
		return (result != null) ? result : "" ; // returns tag value or empty string.
	}
	else
		return "";
}

// prepare keys for the ODBC history
keys = [];
for (i=0; i<keyFields.length; i++)
{
	keys.push(getStringField(keyFields[i]));
}

commons = [];
for (i=0; i<commonFields.length; i++)
{
	commons.push(getValueOrEmpty(commonFields[i]));
}

if (isSupportedField(453)) {  // if party group is supported.
	noParties = getNumField(453);
	partyGrp = getGroup (453);
	if ( (noParties != null) && (noParties > 0) ) {
		for (j=0; j<noParties; j++)
		{
			commonParty = [ j ]; // add entry
			for (i=0; i<partyFields.length; i++)
			{
				commonParty.push(getValueOrEmptyForGroup(partyGrp, j, partyFields[i]));
			}			
			commons = commons.concat(commonParty).concat(fullMessage);
			saveToHistory("FIXMessages", keys, commons, ""); // save data per each party
		}
	} else {
		commonParty = [""]; // entry is empty
		for (i=0; i<partyFields.length; i++)
		{
			commonParty.push("");
		}
		commons = commons.concat(commonParty).concat(fullMessage);
		saveToHistory("FIXMessages", keys, commons, "");		
	}
} 
else { // party group is not exist in the message so all tags should be empty
	commonParty = [""]; // entry is empty
	for (i=0; i<partyFields.length; i++)
	{
		commonParty.push("");
	}
	commons = commons.concat(commonParty).concat(fullMessage);
	saveToHistory("FIXMessages", keys, commons, "");
}

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Key

2. Save the various message ids and information about parties to the database