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Table of Contents

Overview

This document describes how to configure the following use case:

A client sends New Orders List (35=E) messages  message to FIXEdge.
FIXEdge stores the message content in DB into DataBase and routes the messages to a counterparty.
Assumed that the following tags should be stored in into DB:

  • ListID(66)
  • ClOrdId(11) from a repeating group
  • Symbol(55) from a repeating group
  • TransactTime(60) from a repeating group
  • Text (58) from a repeating group

If the counterparty rejects a message with business reject (35=j), the reject reason will be updated in Text entity.
If the counterparty rejects a message with session level reject (35=3), the record will be removed from the DB.

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Used ODBC History for storing message to into the DB table:

Code Block
languagexml
titleBL_Config.xml
		<!-- Orders Table: ("ListID"*; "ClOrdId"*; "Symbol"; "TransactTime"; "Text") -->
		<History Name="Orders" 
				StorageType="ODBC"
				TableName="orders" 
				ConnectionString="DSN=FIXEdgeDB;UID=user;PWD=password;>
			<KeyField ColumnName="ListID">66</KeyField>
			<KeyField ColumnName="ClOrdId">11</KeyField>
			<Field ColumnName="Symbol">55</Field>
			<Field ColumnName="TransactTime">60</Field>
			<Field ColumnName="Text">58</Field>
		</History>

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Info

It is user responsibility to insert and remove records to/from DB.

Scripts saveOrders and updateOrders should be in sync with DB structure.

Full BL_Config.xml example

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