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Parse FIX message?

Derek Mahar
QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/



Does QuickFIX/J provide a way to parse FIX or FIXML messages and map them into message objects?  Where may I find some documentation or examples of this parsing mechanism?

Derek 

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Re: Parse FIX message?

Øyvind Matheson Wergeland
QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/



I am a bit unsure about how to parse FIX strings using QF/J - have a look at MessageUtils and MessageCracker. From the JavaDoc, it seems that you need to initialize a session with the fix version and data dictionary you want to use.

For FAST, have a look at OpenFAST


Regards, Øyvind

On 01.03.2016 20.57, Derek Mahar wrote:
QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/




Does QuickFIX/J provide a way to parse FIX or FIXML messages and map them into message objects?  Where may I find some documentation or examples of this parsing mechanism?

Derek 


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Re: Parse FIX message?

Derek Mahar
QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/



Thank you.

I found the following two methods:

http://www.quickfixj.org/quickfixj/javadoc/1.5.3/quickfix/MessageUtils.html#parse(quickfix.MessageFactory, quickfix.DataDictionary, java.lang.String)

The second is apparently for internal use only, but not private.

None of the MessageCracker classes for the various FIX versions have a method that accepts a FIX string.

On 1 March 2016 at 17:00, Øyvind Matheson Wergeland <[hidden email]> wrote:
QuickFIX/J Documentation: <a href="http://www.quickfixj.org/documentation/ QuickFIX/J" rel="noreferrer" target="_blank">http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/



I am a bit unsure about how to parse FIX strings using QF/J - have a look at MessageUtils and MessageCracker. From the JavaDoc, it seems that you need to initialize a session with the fix version and data dictionary you want to use.

For FAST, have a look at OpenFAST


Regards, Øyvind

On 01.03.2016 20.57, Derek Mahar wrote:
QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/




Does QuickFIX/J provide a way to parse FIX or FIXML messages and map them into message objects?  Where may I find some documentation or examples of this parsing mechanism?

Derek 


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Re: Parse FIX message?

Dan Corneanu
In reply to this post by Derek Mahar
QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/



Hi Derek,
this is what I use

DefaultMessageFactory messageFactory = new DefaultMessageFactory();
InputStream fix42Input = TTExecutionReport.class.getResourceAsStream("/FIX42_tt.xml");
DataDictionary dataDictionary = new DataDictionary(fix42Input);

Message message = MessageUtils.parse(messageFactory, dataDictionary, messageStr);

Hope this helps.

Regards,
Dan

On 2 March 2016 at 08:57, Derek Mahar <[hidden email]> wrote:
QuickFIX/J Documentation: <a href="http://www.quickfixj.org/documentation/ QuickFIX/J" rel="noreferrer" target="_blank">http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/



Does QuickFIX/J provide a way to parse FIX or FIXML messages and map them into message objects?  Where may I find some documentation or examples of this parsing mechanism?

Derek 

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Re: Parse FIX message?

Dmitry Platonov
In reply to this post by Derek Mahar
QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/



This is available in the quickfix.Message class. To parse message with repeating groups you'll need to supply a dictionary object as well. This could be created easily as jar includes standard dialect files for all fix versions - check how quickfix.Session creates it.

Dmitry

On 2 Mar 2016, at 9:15, Derek Mahar <[hidden email]> wrote:

Thank you.

I found the following two methods:

http://www.quickfixj.org/quickfixj/javadoc/1.5.3/quickfix/MessageUtils.html#parse(quickfix.MessageFactory, quickfix.DataDictionary, java.lang.String)

The second is apparently for internal use only, but not private.

None of the MessageCracker classes for the various FIX versions have a method that accepts a FIX string.

On 1 March 2016 at 17:00, Øyvind Matheson Wergeland <[hidden email]> wrote:
QuickFIX/J Documentation: <a href="http://www.quickfixj.org/documentation/ QuickFIX/J" rel="noreferrer" target="_blank">http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/



I am a bit unsure about how to parse FIX strings using QF/J - have a look at MessageUtils and MessageCracker. From the JavaDoc, it seems that you need to initialize a session with the fix version and data dictionary you want to use.

For FAST, have a look at OpenFAST


Regards, Øyvind

On 01.03.2016 20.57, Derek Mahar wrote:
QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/




Does QuickFIX/J provide a way to parse FIX or FIXML messages and map them into message objects?  Where may I find some documentation or examples of this parsing mechanism?

Derek 


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