FMXML handler

Introduction

FMXML handler is a FIXEdge component used in BL configurations. Its primary task to convert any FIX message (except MsgType(35)=n) to XML representation. In case of 35=n messages FMXML handler does the reverted conversation. There is an example of a FIX message and the result of such conversation in the following table:

<FIXMessage>
	<f8>FIX.4.4</f8>
	<f35>D</f35>
	<f49>FTRDRETD0</f49>
	<f56>IDEALRETD0</f56>
	<f43>N</f43>
	<f52>20131118-10:21:56</f52>
	<f97>N</f97>
	<f115>NFSC</f115>
	<f2007>e6a85d48-81df-40c3-a54c-23b2aa85191b:RETAILEQUITY</f2007>
	<f21>2</f21>
	<f22>1</f22>
	<f48>0456BC5L1</f48>
	<f54>1</f54>
	<f38>1000</f38>
	<f40>1</f40>
	<f44>0</f44>
	<f59>1</f59>
	<f1>Account10</f1>
	<f2002>CH1</f2002>
	<f2005>12345</f2005>
	<f2000>Act10Name</f2000>
	<f2001>N</f2001>
	<f2003>C1TD</f2003>
	<f11>e6a85d48-81df-40c3-a54c-23b2aa85191b</f11>
	<f60>20131118-05:21:46</f60>
	<f2008>G12345</f2008>
	<f2011>Rep1</f2011>
</FIXMessage>

Typical use case

Here is a sequence diagram for a typical FMXML's use case.

There are three main components in it:

• FIX session. FIXEdge receives FIX messages from it (say FIX messages with 35=D)
• FMXML handler. FIXEdge converts source messages to XML and wrap them into 35=n messages.
• IBM MQ Transport adapter. FIXEdge sends XML data wrapped into 35=n messages to an external messaging system (IBM WebSphere in this case).

FMXML handler specification

FMXML handler does the following steps on FIX massages

• if there is 35=n message in the input of the handler than FMXML to FIX transformation takes place. 
• in case of other MsgType messages in the input of the handler FIX to FMXML transformation takes place. 
• standard FIX tags like CheckSum (10), BodyLength(9), MsgSeqNum(34) are ignored during transformations

FMXML format specification

<FIXMessage>
	<!-- FIX tags -->
	<f[tag1]>value1</f[tag1]>
	<f[tag2]>value2</f[tag2]>
	<!-- FIX repeating group -->
	<g[tag3] v="value3">
		<e>
			<f[tag4]>value4</f[tag4]>
		</e>
		<e>
			<f[tag5]>value5</f[tag5]>
		</e>
	</g[tag3]>
</FIXMessage>

Further XML message transformations

It is not necessary that external system can process XML messages in the format FMXML Handler produces. One may use XSLT transformations to transform FMXML output to virtually any XML schema.