FIX Message

Create

A message can be created in two different ways:

1. Create a skeleton and set fields
2. Parse a raw FIX message (byte array)

To create a framework for a FIX application-level message use the FixMessage class. Thereafter you can set the desired field values of a message and send it to the counter-party. In general FixMessage is just an IList<TagValue> so it contains all the methods from System.Collections.Generic.IList plus a few convenient methods to manipulate tags and groups of tags.

For example:

FixMessage messageContent = new FixMessage();
messageContent.AddTag(148, "Hello there");

To parse a string containing a raw FIX message into the FixMessage class, use the RawFixUtil.GetFixMessage(byte[] message) method. For example:

byte[] bytes =
"8=FIX.4.3\u00019=94\u000135=A\u000149=target\u000156=sender\u0001115=onBehalf\u000134=1\u000150=senderSub" + "\u000152=20080212-04:15:18.308\u000198=0\u0001108=600\u000110=124\u0001".GetBytes();

FixMessage msg = RawFixUtil.GetFixMessage(bytes);

Get field

To get a FIX field value, use the FixMessage.GetTagValueAsXXX(int tag) methods. For example, if you need a string value please use FixMessage.GetTagValueAsString(int tag), if you need int - FixMessage.GetTagValueAsInt(int tag), etc.

Please pay attention that FixMessage.GetTagValueAsString(int tag) and FixMessage.GetTagValueAsBytes(int tag) return a null if this tag is not present in message. The rest methods for accessing value as primitive type throw an FieldNotFoundException if there is no such tag.

Add field

To add a field to message please use a set of FixMessage.AddTag() methods with different parameters.

Set field

To change a field value please use FixMessage.Set() methods:

message.Set(148, "Hello there");

Note: the tag will be added to the message if such tag is absent.

Remove field

To remove a field by tag, use the FixMessage.RemoveTag(int tag) method. This method returns "true" if the given tag is found and the field is removed. Otherwise the method returns "false".

message.RemoveTag(148);

Repeating group

To get a value from repeating group use FixMessage.GetTagValueAsXXX(int tag, int occurrence) Example:

FixMessage messageContent = new FixMessage(); // prepare message
messageContent.AddTag(148, "Hello there"); // Add Subject
messageContent.AddTag(33, 3); // Add Repeating group
messageContent.AddTag(58, "line1");
messageContent.AddTag(58, "line2");
messageContent.AddTag(58, "line3");

Console.WriteLine(messageContent.GetTagValueAsString(58, 2));

another more convenient option is to use FixMessage.Split(int leadingTagNumber)

FixMessage messageContent = new FixMessage(); // prepare message
messageContent.AddTag(148, "Hello there"); // Add Subject
messageContent.AddTag(33, 3); // Add Repeating group
messageContent.AddTag(58, "line1");
messageContent.AddTag(58, "line2");
messageContent.AddTag(58, "line3");

IList<FixMessage> repeatingGroups = messageContent.Split(58);

// we have a list of 3 groups and each group in our case
// contains a repeating group with single 58 tag.
for (FixMessage repeatingGroup in repeatingGroups)
{
    Console.WriteLine(repeatingGroup.GetTagValueAsString(58)); // line1 line2 line3
}

User defined fields

User Defined Fields (tag numbers from 5000 to 9999) are handled like ordinary fields.

For example:

int theCustomTag = 5000; // reserved for user defined fields
FixMessage messageContent = new FixMessage(); // generates a new FIX message
messageContent.AddTag(theCustomTag, "0.15"); // sets the tag value

Clone message

To clone a FIX message, use the FixMessage.Clone() method.