FIX Antenna C++/.NET dictionaries format
Overview
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.
This metadata (dictionary) can be expressed in several formats, i.e.:
EPAM products have their own format, that closely mimics the structure of official FIX specification, leveraging "block" elements and references, defining type system, and some more. Additionally, besides runtime metadata, it also contains human-readable textual details about message & tag meaning.
The QuickFIX dictionary is natively supported by FIX Antenna C++ since FIX Antenna C++ 2.28.0 and no longer requires manual conversion to FIX Antenna format. The QuickFIX dictionary has a simplified format that does not use "blocks" and "references", and instead describes the same messages in a flatter format. It also skips textual details on content.
QuickFIX Dictionary doesn't support conditional validation.
A FIX dictionary can be:
a self-sufficient dictionary that describes the FIX protocol;
FIX Antenna JAVA & FIX Antenna .NET Core dictionaries have the same format as FIX Antenna C++/.NET dictionaries
an additional dictionary that describes changes that are to be applied to another existing dictionary.
FIX Antenna JAVA & FIX Antenna .NET Core do not support additional dictionaries
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.
Dictionary structure
Standalone dictionary structure
Below is the common structure of the standalone dictionary with used tags and attributes description.
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:
'FIXLatest' ID is supported since FIXEdge C++ 6.14.0 Release. | ||||
| @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. | ||||
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| <typedef> | Definition of the type. | |||
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| @type | Type name. E.g.: Percentage, Amt, char | ||
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| @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). | ||
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| @displayname | Name to be displayed (specifies either type is multiple value type and type of the underlying value). | ||
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| <descr>...</descr> | Description of the type. | ||
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| </typedef> | - | |||
| </typelist> | - | ||||
| <fielddic> | Section which describes fields used in the dictionary. | ||||
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| <valblockdef> | Definition of the block of element's values. Can be zero or more elements. E.g. for countries, currencies, products, securities, etc. | |||
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| @id | Unique identifier of the block. | ||
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| @name | Name of the block. | ||
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| <item> | Item of the block - name of the item. | ||
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| @val | Serial number of the item. | |
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| @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. | |
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| <msgref> | Reference to the message where mentioned item is used - name of the message. | |
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| @msgtype | Type of the reference message. |
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| </msgref> | - | |
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| </item> | - | ||
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| <range> | Range of values to be supported - purpose of the range. | ||
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| @minval | Minimum value to be supported. | |
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| @maxval | Maximum value to be supported. | |
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| @type | Type of values. | |
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| </range> | - | ||
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| <multi> | List of items. The field can contain multiple items separated by space. | ||
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| <item>...</item> | The structure is the same as described for fixdic/fielddic/valblockdef/item. | |
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| </multi> | - | ||
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| <descr>...</descr> | Description. | ||
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| </valblockdef> | - | |||
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| <fielddef> | Definition of the field. | |||
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| @tag | Tag of the field. | ||
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| @name | Name of the field. | ||
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| @type | Type of the field. | ||
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| @transport | Transport. | ||
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| @lenfield | Only for fielddef with type="data" or type="XMLData" | ||
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| <alias>...</alias> | Alternative field name. | ||
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| <multi> | List of items. The field can contain multiple items separated by space. | ||
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| <item>...</item> | The structure is the same as described for fixdic/fielddic/valblockdef/item. | |
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| </multi> | - | ||
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| <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. | ||
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| <range>...</range> | The structure is the same as described for fixdic/fielddic/valblockdef/range.
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| <valblock idref="..."/> | Reference to the id of the <valblockdef> element. | ||
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| <descr>...</descr> | Description of the field. | ||
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| </fielddef> | - | |||
| </fielddic> | - | ||||
| <msgdic> | Section which describes messages used in the dictionary. | ||||
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| <blockdef> | Definition of the block. Can be zero or more definitions. | |||
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| @id | Identifier of the block definition. | ||
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| @name | Name of the block definition. | ||
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| @transport | Transport. | ||
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| <field> | Definition of the field. | ||
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| @tag | Field tag. | |
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| @name | Field name. | |
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| @req | Specified if the field is mandatory or not. | |
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| @condreq | Specified if there is a condition when the field is mandatory. | |
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| <comment>...</comment> | Comment. | |
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