IBM Streams 4.2.1

Operator FIXMessageToStream

Primitive operator image not displayed. Problem loading file: ../../image/tk$com.ibm.streams.financial/op$com.ibm.streams.financial.adapters.fix$FIXMessageToStream.svg

The FIXMessageToStream operator takes a valid Financial Information eXchange (FIX) Message and converts it to a stream for processing.

Any Attribute from a FIX message can be requested as part of the output stream.

The operator requires that the fields are requested in the order in which they would appear in a FIX message.

Repeating groups within the FIX message are retrieved into fields of type list<> where the list contains the repeating groups.

Examples

Summary

Ports
This operator has 1 input port and 1 output port.
Windowing
This operator does not accept any windowing configurations.
Parameters
This operator supports 4 parameters.

Required: dictionaryFile

Optional: numberNoValue, propertiesFile, stringNoValue

Metrics
This operator does not report any metrics.

Properties

Implementation
C++
Threading
Always - Operator always provides a single threaded execution context.

Input Ports

Ports (0)

The input stream consists of a sessionID and a valid FIX message.

Properties

Output Ports

Assignments
This operator allows any SPL expression of the correct type to be assigned to output attributes.
Ports (0)

A schema for the output stream consists of a composite type that contains the FIX message fields.

Properties

Parameters

This operator supports 4 parameters.

Required: dictionaryFile

Optional: numberNoValue, propertiesFile, stringNoValue

dictionaryFile

This parameter is the fully qualified path to a file which contains the data dictionary used to interpret the contents of the message.

Properties

numberNoValue

This optional parameter is used to provide a value for numeric fields when the field that is requested does not exist.

Properties

propertiesFile

This optional parameter is the fully qualified path to a file which allows us to rename FIX field names as defined by the FIX data dictionary into names more suitable for the streams programmer. Field names can be renamed by using either the field name or field number as defined by the FIX specification. Each field to be renamed goes on a separate line. The content of the file would take on the following format. For example, to rename the TotNoOrders (68) field to totalOrderCount the properties file would need to contain one of the following lines:

totalOrderCount=TotNoOrders
totalOrderCount=68
Properties

stringNoValue

This optional parameter is used to provide a value for a string field when the field that is requested does not exist.

Properties

Libraries

quickfix FIX message library
Command: ../Common/FIXLibInfo.pl