B2BITS FIX Antenna C++ 2.32.1
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FIX Message

Please refer to the section Message description for more information about FIX Message.

Creating FIX message

FIX Message object can be created in two different ways:

  1. Create FIX message skeleton using FIX message factory and populate fields
  2. Create FIX message from the raw FIX message (byte array)

To create a skeleton for a FIX application-level message, use the Engine::FIXMsgFactory::newSkel(...) method. Then set all required field for the newly created FIX message object.

For example:

#include <assert.h>
#include <B2BITS_V12.h>
using namespace std;
// New Order - Single (MsgType D)
pFIXMessage->set(FIXField::ClOrdID, "90001008");
pFIXMessage->set(FIXField::Side, "1");
pFIXMessage->set(FIXField::TimeInForce, "0");
Basic FIX message.
Definition B2BITS_FIXMessage.h:81
static FIXMsgFactory * singleton()
Returns the instance of the class.
virtual FIXMessage * newSkel(FIXVersion ver, const char *msgType, FIXVersion ssnver=NA) const =0
Creates the new skeleton of the application message and returns it.
virtual bool set(int tag, MonthYear value)=0
Updates field value by tag number.
static const int TimeInForce
Definition B2BITS_FIXFields.h:113
static const int Side
Definition B2BITS_FIXFields.h:108
static const int ClOrdID
Definition B2BITS_FIXFields.h:66
STL namespace.

Use the FIXMsgProcessor::parse(...) method to parse a string containing a raw FIX message into the FIXMessage class.

For example:

std::string aRawMessage("8=FIX.4.49=5235=249=SC56=FE34=252=20090126-10:59:427=116=110=174");
virtual FIXMessage * parse(char const *rawMessage, std::size_t rawMessageSize, SecurityAttributes *pSA=NULL, bool verifyBodyLength=false, bool verifyCheckSum=false, ProtocolIndex preferredVersion=NA, unsigned char tagsDelimiter='\x01') const =0
Parses the input std::string and creates corresponding structured message.
static FIXMsgProcessor * singleton()
Returns the instance of the class.

Get field

Use the bool Engine::FIXMessage::get(int tag, Engine::FIXFieldValue *value) method to get the FIX field value.

This method retrieves the field value by tag number and stores it into an instance of the Engine::FIXFieldValue class. The field can be:

  1. Not defined for this message type by specification.
  2. Defined as optional for this message type by specification and absent in this message instance.
  3. Defined for this message type by specification and present in this message instance.

In the 1st case the method throws Utils::Exception exception. In the 2nd case the method returns "false". In the 3rd case the method returns "true" and the value is returned in the inout parameter.

try {
// ...
if( pMsg->get( FIXField::ClOrdID, &val ) )
cout << std::string(val.data_, val.length_) << endl;
catch( const Utils::Exception& ex ) {
cout << "ERROR: " << ex.what() << endl;
virtual const std::string * get(int tag) const =0
Retrieves field value by tag number.
Generic application exception.
Definition B2BITS_Exception.h:76
virtual const char * what() const
Returns the reason for this exception.
It is used for storing the Contents information (data + length).
Definition B2BITS_FIXFieldValue.h:60
const char * data_
Pointer to byte array.
Definition B2BITS_FIXFieldValue.h:63
std::size_t length_
Length of sequence.
Definition B2BITS_FIXFieldValue.h:66

Set field

Use the bool Engine::FIXMessage::set(int tag, const Engine::FIXFieldValue &value) method to set a field value.

This method returns "true" if the given tag is found and the old value is replaced with the new one. Otherwise the method returns "false" (the given tag is inserted).

The method throws Utils::Exception exception if it cannot be executed (e.g. the given tag is not defined for this message type).

try {
// ...
pMsg->set(FIXField::ClOrdID, "90001008");
catch( const Utils::Exception& ex ) {
cout << "ERROR: " << ex.what() << endl;

Remove field

Use the bool Engine::FIXMessage::remove(int tag) method to remove a field by tag.

This method returns "true" if the given tag is found and the field is removed. Otherwise the method returns "false".

try {
// ...
catch( const Utils::Exception& ex ) {
cout << "ERROR: " << ex.what() << endl;
virtual bool remove(int tag)=0
Empties field value by tag number.

Repeating group

Please refer to the section Repeating Groups description for more information about repeating groups.

The Engine::FIXGroup class is designed to work with Repeating Groups. The access to the repeating groups is provided by the Engine::FIXMessage class. The common workflow when working with repeating groups is

  • get pointer to the instance of the repeating group from the FIX message
  • get/set fields inside the repeating groups specifying field, value and entry index
  • release pointer to the repeating group

In case of nested repeating groups the parent repeating group should be used to get pointer to the inner repeating group the same way it is done in FIX message. In theory the level of nesting is not limited by the FIX protocol standard.

To add repeating group to the message simply set value for the repeating group leading tag to the number of entries planned for the repeating group.

To resize repeating group simply modify the value of leading tag. When setting the new value for the leading tag, the group is re-created and old field values inside the group are erased.

The Engine::FIXGroup class contains methods to work with message fields, similar to those existing in the Engine::FIXMessage class, however in contrast to them, there is an additional argument defining index (a sequence number starting with 0) of the group entry, for example:

Use the Engine::FIXMessage::remove(int tag) method, where tag is a Repeating Group Leading Tag, to remove the Repeating Group. Setting the corresponding tag to zero is not allowed (Parser Exception is thrown).

If non-existing or invalid values are specified for the arguments in the methods above then exception is thrown.

Example below demonstrates how to work with repeating group.

// create a new message
// get the pointer to the group object
Engine::FIXGroup *pGroup = pMsg->getGroup(Engine::FIXField::NoQuoteSets); // tag 296
// pGroup is NULL because this message does not contain a FIX group so far
clog << "pGroup=" << pGroup << endl;
// create a new group with 2 entries
pMsg->set(Engine::FIXField::NoQuoteSets, 2);
// get pointer to the newly created group
pGroup = pMsg->getGroup(Engine::FIXField::NoQuoteSets);
// set value for the field in 1st and 2nd entries
pGroup->set( Engine::FIXField::QuoteSetID, "a", 0 );
pGroup->set( Engine::FIXField::TotNoQuoteEntries, "100", 0 );
pGroup->set( Engine::FIXField::QuoteSetID, "b", 1 );
pGroup->set( Engine::FIXField::TotNoQuoteEntries, "200", 1 );
// pGroup is not NULL because now this message contains a FIX group
clog << "pGroup=" << pGroup << endl;
// create nested repeating group for the entry at index 0 with size 1
pGroup->set( Engine::FIXField::NoQuoteEntries, "1", 0 );
// get pointer to the nested repeating group
pNestedGroup = pGroup->getGroup(Engine::FIXField::NoQuoteEntries);
// set value for nested group field
pNestedGroup->set( Engine::FIXField::QuoteEntryID, "aa", 0 );
// release the pointers
// remove group from the message
FIX Repeating Group interface.
Definition B2BITS_FIXGroup.h:70
static void release(FIXGroup *pGroup)
Releases resources used by the given group instance.
virtual bool set(int tag, const FIXFieldValue &value, int index)=0
Assignes value to the field, defined by tag and entry index.
virtual FIXGroup * getGroup(int tag, int index)=0
Returns nested repeating group.
virtual FIXGroup const * getGroup(int tag) const =0
Returns pointer to the repeating group instance for a given leading field tag number.
@ FIX42
FIX 4.2.
Definition B2BITS_PubEngineDefines.h:81

User defined fields

User Defined Fields (the tag numbers 5000 to 9999) are operated the same way as standard fields.

For example:

int theCustomTag = 5000; // reserved for user defined fields
// generates a new skeleton for a FIX message
pFIXMessage->set(theCustomTag , "0.15"); // sets the tag's value

Copy message

To copy FIX message, use the Engine::FIXMsgProcessor::clone(const Engine::FIXMessage &inMsg) method. For example:

virtual void release() const =0
Releases FIX message instance.
virtual FIXMessage * clone(const FIXMessage &fixMessage) const =0
Duplicates the given message.

Release message

To de-allocate resources used by FIX message, use the Engine::FIXMessage::release(Engine::FIXMessage *apMsg) method.

For example:

FIXMessage *pFIXMessage = FIXMsgProcessor::singleton()->parse(rawMsg);
cout << "pFIXMessage: " << *pFIXMessage->toString() << endl;
// Cloning FIXMessage
FIXMessage *pClonedFIXMessage = FIXMsgProcessor::singleton()->clone(*pFIXMessage);
cout << "pClonedFIXMessage: " << *pClonedFIXMessage->toString() << endl;
// The user is responsible for the de-allocation
virtual const std::string * toString(char substChar=' ', unsigned char tagsDelimiter='\x01') const =0
Returns the formatted representation of the message.

Utils::AutoPtr helper can be used to automate cleanup procedure.

// Now apMessageCopy is the owner of FIX message; it will call release in its destructor
Utils::AutoPtr<FIXMessage> apMessageCopy( Engine::FIXMsgProcessor::singleton()->clone(*pMessage), &FIXMessage::release );
int size = 0;
const char *buf = apMessageCopy->toRaw(&size);
cout << "Copied message will be destroyed automatically. " << std::string(buf, size) << endl;
std::auto_ptr analogue with ability to delete object by object's method.
Definition B2BITS_AutoPtr.h:77

Message validation

FIX Antenna supports message validation. Validation can be switched on/off. Following are available validation options:

  • Empty field values validation. If enabled, engine rejects messages with empty field values. Empty means field value is defined but it equals to empty string.
  • Field value format validation. If enabled, engine validates field value according to field type and list of possible values.
  • Check for unknown fields. If enabled, engine rejects messages with undefined fields inside.
  • Check for repeating group leading tag value. If enabled, engine compares passed repeating group leading tag value with actual group size.
  • Required field validation. If enabled, engine rejects messages which have fields with undefined value required by protocol.
  • Check required field in the repeating group. Enables required field validation inside repeating group.

By default validation is disabled. There are two ways to enable/configure it:

Here is sample how to validate message:

// Create message
std::auto_ptr<Engine::FIXMessage> newOrderSingle( Engine::FIXMsgFactory::singleton()->newSkel(Engine::FIX44, "D") );
catch( Utils::Exception const& e )
std::cerr << "Validation error: " << e.what() << std::endl;
// Fill session protocol required fields
newOrderSingle->set( FIXFields::SenderCompID, "Sender" );
newOrderSingle->set( FIXFields::TargetCompID, "Target" );
newOrderSingle->set( FIXFields::MsgSeqNum, 1 );
// Fill New Order Single message required fields
newOrderSingle->set( FIXFields::ClOrdID, "clordid" );
newOrderSingle->set( FIXFields::Price, 1 );
newOrderSingle->set( FIXFields::Side, '1' );
newOrderSingle->set( FIXFields::Symbol, "symbol" );
newOrderSingle->set( FIXFields::OrdType, '1' );
newOrderSingle->set( FIXFields::OrderQty, 10 );
//Validate message
std::cout << "Message is valid." << std::endl;
virtual void check(const FIXMessage &fixMessage, unsigned char tagsDelimiter='\x01') const =0
Checks that the message contains all required and conditionally required fields.
static UTCTimestamp now(bool withMilliseconds=false)
Returns UTCTimestamp with current time.
@ FIX44
FIX 4.4.
Definition B2BITS_PubEngineDefines.h:84
static const int SendingTime
Definition B2BITS_FIXFields.h:106
static const int MsgSeqNum
Definition B2BITS_FIXFields.h:89
static const int TransactTime
Definition B2BITS_FIXFields.h:114
static const int TargetCompID
Definition B2BITS_FIXFields.h:110
static const int SenderCompID
Definition B2BITS_FIXFields.h:104
static const int Symbol
Definition B2BITS_FIXFields.h:109
static const int Price
Definition B2BITS_FIXFields.h:99
static const int OrdType
Definition B2BITS_FIXFields.h:95
static const int OrderQty
Definition B2BITS_FIXFields.h:93
See also
How to enable Message validation for Engine::Session.