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Overview

FIX dictionary is an XML-file which describes FIX messages, fields and groups. FIX dictionary can be:

  • self-sufficient dictionary which describes the FIX protocol;
  • additional dictionary which describes changes to be applied to another existing dictionary.

One or more FIX protocols are required for FIX session work. 

FIX dictionaries are combined into parsers. Parsers are used to validate incoming messages, i.e. they check if messages satisfy defined protocols. 

When FIX Antenna is started, all dictionaries from DictionariesFilesList are loaded. If dictionaries are standard, predefined standard parsers (like FIX40; FIX41; FIX42; FIX43; FIX44; FIXT11) are created basing on them. If any dictionary from DictionariesFilesList is custom, parser is not automatically created and therefore such parsers should be listed manually in AdditionalParsersList parameter.

Overall there should be one session protocol (protocol which describes messages of session level) and one or more application protocols (protocols which describe messages of application level) defined in common parsers list (i.e. in standard parsers list and additional parsers list together).

Description for all standard FIX protocols can be found on fixopaedia.

Dictionary structure

Standalone dictionary structure

Below is the common structure of the standalone dictionary with used tags and attributes description.

StructureDescription
<fixdic>Root tag of the dictionary.

@xmlnsxmlns="http://www.b2bits.com/FIXProtocol"

@xmlns:xsixmlns:xsi="http://www.w3.org/2001/XMLSchema-instance"

@xsi:schemaLocationxsi:schemaLocation="http://www.b2bits.com/FIXProtocol fixdic.xsd"

@id

ID of the used dictionary.

Valid values are:


@fixversion

FIX version of the used dictionary.

E.g.: 4.4, 4.2, T1.1, etc.


@title

The name of the dictionary.

E.g.: FIX 5.0 SP2 EP, FIX 4.4 (with errata 20030618)


@versionDictionary version.

@dateDate of the last dictionary update.

<typelist>Section which describes types used in the dictionary.


<typedef>Definition of the type.



@type

Type name.

E.g.: Percentage, Amt, char




@extends

Specified if the type extends one of existing types.

E.g.:

  • <typedef type="Percentage" extends="float">
  • <typedef type="Boolean" extends="char">



@valuetypeType of the value (specifies either type is multiple value type and type of the underlying value).



@displaynameName to be displayed (specifies either type is multiple value type and type of the underlying value).



<descr>...</descr>Description of the type.


</typedef> -

</typelist>  -

<fielddic>Section which describes fields used in the dictionary.


<valblockdef>

Definition of the block of element's values. Can be zero or more elements.

E.g. for countries, currencies, products, securities, etc.




@id Unique identifier of the block.



@name Name of the block.



<item>Item of the block - name of the item.




@valSerial number of the item.




@idUnique identifier of the item. Id is an optional attribute and is used when description of an item value is longer than 4 words or has any special characters.




<msgref>Reference to the message where mentioned item is used - name of the message.





@msgtypeType of the reference message.




</msgref>-



</item> -



<range> Range of values to be supported - purpose of the range.




@minvalMinimum value to be supported.




@maxvalMaximum value to be supported.




@typeType of values.



</range> -



<multi>List of items. The field can contain multiple items separated by space.




<item>...</item>The structure is the same as described for fixdic/fielddic/valblockdef/item.



</multi-



<descr>...</descrDescription.


</valblockdef>   -


<fielddef>Definition of the field.



@tag Tag of the field.



@name Name of the field.



@type Type of the field.



@transportTransport.



@lenfieldOnly for fielddef with type="data" or type="XMLData"



 <alias>...</alias>Alternative field name.



<multi>List of items. The field can contain multiple items separated by space.




<item>...</item>The structure is the same as described for fixdic/fielddic/valblockdef/item.



</multi> -



<item>...</item>

Can be zero or more item elements in the field definition. Only one item can be specified for the field.

The structure is the same as described for fixdic/fielddic/valblockdef/item.




<range>...</range> 

The structure is the same as described for fixdic/fielddic/valblockdef/range.





<valblock idref="..."/>Reference to the id of the <valblockdef> element.



<descr>...</descr> Description of the field.


</fielddef> -

</fielddic>  -

<msgdic>Section which describes messages used in the dictionary.


<blockdef>Definition of the block. Can be zero or more definitions.



@idIdentifier of the block definition.



@nameName of the block definition.



@transportTransport.



<field>Definition of the field.




@tagField tag.




@nameField name.




@reqSpecified if the field is mandatory or not.




@condreqSpecified if there is a condition when the field is mandatory.




<comment>...</comment>Comment.



</field>-



<block>Block description.




@idrefReference to the id of the block.




@reqSpecified if the block is mandatory or not.




@condreqSpecified if there is a condition when the field is mandatory.




<comment>...</comment>Comment.



</block>-



<group>Group description.




@nofieldTag of the group.




@startfieldStart field.




<field>...</field>The structure is the same as described for fixdic/msgdic/blockdef/field.




<block>...</block>The structure is the same as described for fixdic/msgdic/blockdef/block.




<group>...</group>The structure is the same as described for fixdic/msgdic/blockdef/group.



</group>-



<descr>...</descr> Description.


</blockdef>-


<msgdef>Definition of the message. Can be zero or more definitions.



@msgtypeMessage type.



@nameMessage name.



@adminDefines if the message is session level or application level message.



<alias>...</alias>Alternative message name. Can be zero or more elements.



<field>...</field>The structure is the same as described for fixdic/msgdic/blockdef/field.



<block>...</block>The structure is the same as described for fixdic/msgdic/blockdef/block.



<group>...</group>The structure is the same as described for fixdic/msgdic/blockdef/group.



<descr>...</descr> Description.


</msgdef>-

</msgdic>  -

<descr>...</descr>Description.
</fixdic>-

Additional dictionary specifics

Below is the commom structure of the additional dictionary with specific tags and attributes description.

StructureDescription
<fixdics>Root tag of the additional dictionary.

<delete>Dictionary delete operation. Can be zero or one <delete> element.



<fixdic>

Dictionary to be updated. Can be zero or more <fixdic> elements.



@idID of the additional dictionary.



@parent_id

ID of the original dictionary additional dictionary based on.

Valid values are:

  • FIX40
  • FIX41
  • FIX42
  • FIX43
  • FIX44
  • FIX50
  • FIX50SP1
  • FIX50SP2
  • FIX50SP2EP
  • FIXT11



@fixversionFIX version additional dictionary based on.



@titleThe name of the additional dictionary.



@versionAdditional dictionary version.



@dateDate of the last additional dictionary update.



...

<typedef>/<valblockdef>/<fielddef>/<blockdef>/<msgdef> to be added/updated.

The structure of listed elements is the same as described in standalone dictionary structure.



</fixdic>-

</delete>-

<update>Dictionary update operation. Can be zero or one <update> element.


...The structure is the same as for <delete> element.

</update>-
</fixdic>-

Please see the article How to use custom dictionaries for the cases of additional dictionaries usage.

How to manage list of dictionaries in FIXAntenna based applications

List of dictionaries to be used by FIXAntenna based applications can be managed using DictionariesFilesList property in engine.properties configuration file.

This parameter contains a list of names of XML files with definitions and extensions of the FIX protocols delimited by semicolon.

It may contain both standard and custom dictionaries:

DictionariesFilesList = ../../data/fixdic40.xml;../../data/fixdic41.xml;../../data/fixdic42.xml;../../data/fixdic43.xml;../../data/fixdic44.xml;../../data/fixdic50.xml;../../data/fixdic50sp1.xml;../../data/fixdic50sp2.xml;../../data/fixdict11.xml;../../data/additional_dict.xml

Dictionary customization

As mentioned above, dictionaries can be customized for needs of particular exchange. 

Refer to How to use custom dictionaries with FIXEdge article for details.

How to check that dictionary doesn't have errors

Simple Client can be used in order to check that the dictionary doesn't have errors.

Below is step-by-step instruction how to check the dictionary with the help of Simple Client:

  1. Open the folder with SimpleClient;
  2. Specify prepared dictionary in DictionariesFilesList property in engine.properties configuration file Simple Client refers on;
  3. Run the Simple Client;
  4. Check the results of launch:
    1. If specified dictionary doesn't have errors, Simple Client will be launched successfully;
    2. If specified dictionary has any error, Simple Client won't be started and the message with the reason will appear:
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