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Example: FIX Session Input Adapter Data Stream Locate this document in the navigation structure

Sample of a FIX Session Input adapter data stream.

This is a Quote type FIX message:

8=FIX.4.4 | 9=204 | 35=S | 49=COUNTERPARTYA | 55=AASymbol | 117=AAQuoteID | 133=31.1 | 453=2 | 448=AAPartyID1 | 447=B | 452=1 | 802=2 | 523=AAPartySubID11 | 803=1 | 523=AAPartySubID12 | 803=2 | 448=AAPartyID2 | 447=C | 452=2 | 802=1 | 523=AAPartySubID21 | 803=3 | 10=107 |

That contains these fields:

  • SenderCompID=COUNTERPARTYA (tag 49)
  • QuoteID=AAQuoteID (tag 117)
  • Symbol=AASymbol (tag 55)
  • OfferPx=31.1 (tag 133)
  • NoPartyIDs=2 (tag 453)

This is the main stream that stores the FIX message:

CREATE  MEMORY  STORE FixStore PROPERTIES  INDEXTYPE ='tree',  INDEXSIZEHINT =8;


CREATE  INPUT  WINDOW MyQuotes
SCHEMA (SenderCompID STRING, QuoteID STRING, NoPartyIDs INTEGER, Symbol STRING, OfferPx FLOAT, FixMsgId LONG)
PRIMARY KEY (FixMsgId)
 STORE FixStore;

The message contains two groups of type NoPartyIDs:

Group 1:

  • PartyID=AAPartyID1 (tag 448)
  • PartyIDSource=B (tag 447)
  • PartyRole=1 (Executing Firm, tag 452)
  • NoPartySubIDs=2 (tag 802)

Group 2:

  • PartyID=AAPartyID1 (tag 448)
  • PartyIDSource=C (tag 447)
  • PartyRole=2 (Broker of Credit, tag 452)
  • NoPartySubIDs=1 (tag 802)

Groups 1 and 2 are stored in this stream:

CREATE  INPUT  WINDOW MyQuotes_NoPartyIDs
SCHEMA (PartyID STRING, PartyIDSource STRING, PartyRole INTEGER, NoPartySubIDs INTEGER, FixMsgId LONG, NoPartyIDs_Num LONG)
PRIMARY KEY (FixMsgId, NoPartyIDs_Num)
 STORE FixStore;

Group 1 and Group 2 contain their own groups of type NoPartySubIDs. Groups 11 and 12 below are part of Group 1:

Group 11:

  • PartySubID=AAPartySubID11 (tag 523)
  • PartySubIDType=1 (Firm, tag 803)

Group 12:

  • PartySubID=AAPartySubID12 (tag 523)
  • PartySubIDType=2 (Person, tag 803)

Group 21 is part of Group 2:

  • PartySubID=AAPartySubID21 (tag 523)
  • PartySubIDType=3 (System, tag 803)

Groups 11, 12, and 21 are stored in this stream: 

CREATE  INPUT  WINDOW MyQuotes_NoPartyIDs_NoPartySubIDs
SCHEMA (PartySubID STRING, PartySubIDType INTEGER, FixMsgId LONG, NoPartyIDs_Num LONG, NoPartySubIDs_Num LONG)
PRIMARY KEY (FixMsgId, NoPartyIDs_Num, NoPartySubIDs_Num)
 STORE FixStore;