fixFilterRule

Description

fixFilterRule is rule of filter. To fix filter can be added more than one rule

Parameters

Attribute	Description	Default	Required
refid	Reference name of the fix filter task.	None	Yes
active	Enable fix filter rule or not.	true	No

Nested Elements

fixFilterRule supports nested elements

<fixFilterMatchField>
<fixFilterMatchCounter>
<fixFilterAction>

fixFilterMatchField

<fixFilterMatchField> element is filter filed rule. fixFilterMatchField is not required for fixFilterRule. If one or more <fixFilterMatchField> do not pass successfully then action will not apply to message.

Attribute	Description	Default	Required
tag	Field tag which will be looking in filtered message.	None	Yes
value	Field value. Can be regular expressions if condition type is regexp	None	Yes
condition	Type of conditions used for comparing the message fields. Possible values are: equals notEquals regexp	None	Yes
req	Field in message required or not.	True	No

fixFilterMatchCounter

<fixFilterMatchCounter> element is filter counter rule. fixFilterMatchCounter is not required for fixFilterRule. This element can be only one in fixFilterRule. One of attribute(from/to) must be present in <fixFilterMatchCounter>. If <fixFilterMatchCounter> do not pass successfully then action will not apply to message.

Attribute	Description	Default	Required
from	Number of filtered messages, after which the rule will be successful.	None	Condition
to	Number of filtered messages, after which the rule will be not successful.	None	Condition

fixFilterAction

<fixFilterAction> is action which will be apply to filtered message if all matchers are successful.

Attribute	Description	Default	Required
operation	Type of action over the filtered message. Possible values are: insertBefore insertAfter replace	None	Yes

The <fixFilterAction> element should contain a list of FIX messages.

Examples

Create filter rule. Send after 'New Order - Single'(only after first message) own message

	<fixFilterRule refid="ini_fix_out" active="true">
		<fixFilterMatchField tag="35" value="D" condition="equals" req="true"/>
		<fixFilterMatchField tag="55" value="ZX*" condition="regexp"/>
		<fixFilterMatchCounter from="0" to="1"/>
		<fixFilterAction operation="insertAfter">
			<fixMessage>
				<field name="MsgType" value="D"/>
				<field name="HandlInst" value="1"/>>
				<field name="Symbol" value="ZXZZT"/>
				<field name="Side" value="1"/>
				<field name="OrderQty" value="150"/>
				<field name="OrdType" value="2"/>
				<field name="ClOrdID" value="Order#2"/>
				<field name="Price" value="34.7"/>
				<field name="TransactTime" value="${new_order_trn_time}"/>
			</fixMessage>
		</fixFilterAction>
	</fixFilterRule>