Flexible FIX Administration Documentation
- Introducing Flexible FIX
- Managing FIX Sessions
- Managing Profiles
Profiles: Managing Rules
- Defining Rules for Messages and Tags
- Working with Message Rule Actions
- Message Rules: Passing or Dropping Messages
- Working with Tag Rule Actions
- Tag Rules: Passing or Dropping Tags
- Tag Rules: Assigning Values to Tags
- Tag Rules: Remapping One Tag’s Value to Another Tag
- Tag Rules: Choosing Actions Based on the Value of a Tag
- Testing Your Rules
Profiles: Managing Symbology
- About Flexible FIX Symbology
- Defining the Default Symbology Formats for FIX Clients
- Configuring Symbology Defaults for FIX Adapter
- Working with Symbol Mappings
- Creating By Security Alt ID Method Symbology Mappings
- Creating By Security ID Method Symbology Mappings
- Creating By Security Name Method Symbology Mappings
- Testing Your Symbology for a Standard Symbol
- Testing Your Symbology for a Symbol that Includes the Expiry
Creating a Profile
What is a Flexible FIX Profile?
A Flexible FIX profile defines a collection of supported messages and tags, symbology defaults, and symbol mappings that specify how to convert messages and tags between TT FIX Adapter and FIX clients that use FIX protocols that differ from the TT FIX protocol. A profile allows you to:
- Specify how to handle messages or tags that either a FIX client or TT FIX Adapter does not support.
- Define rules for changing the value of a FIX tag or remapping one tag to another.
- Create symbology mappings that convert symbols a FIX client uses to those that TT FIX Adapter supports.
What You Need to Get Started
Before you create a profile, you need to gather the following information:
- XML FIX specification defining the FIX client's FIX data dictionary
- Version of the TT FIX Adapter to which the clients connect
Note: The FIX specification used by the FIX client can match the FIX Adapter's specification, if the FIX client has already integrated with FIX Adapter.
TT also provides a standard FIX42.xml specification file that can be used for the FIX client's specification, if the FIX client only sends and receives standard FIX 4.2 messages and tags. For more information about supported messages and tags, refer to TT FIX Adapter Reference.
For all other FIX client interfaces, you need to create a custom XML file specifying the FIX messages that your FIX client can send and receive as well as the FIX tags that can be sent or received in those messages.
How to Create a Profile
To create a Flexible FIX profile:
From the Profiles page, click Add Profile.
The Add Profile dialog appears:
Enter a Profile Name.
Select the FIX Specification (FIX Client) used by the FIX clients.
For example, if your FIX client integrated with a 7.7 FIX Adapter and you want to drop any tags added after FIX Adapter 7.7, you would select FA_7_7_FIX42.xml. If you wanted to drop all of FIX Adapter’s custom tags, you would select FIX42.xml.
If appropriate, upload a custom FIX XML specification file.
Select the FIX Specification (FIX Adapter) matching the version of the TT FIX Adapter to which the clients will connect.
Choose whether to Drop conflicting messages and tags.
If you enable this setting, Flexible FIX will automatically create drop rules to drop FIX messages and tags that are sent by one side but that cannot be received by the other side, as defined in each side's selected FIX specifications.
The new profile appears in the list.
After creating the profile, you can open it and define:
- Rules for transforming FIX messages and tags
- Symbol re-mappings to transform FIX Adapter's native exchange symbology to and from a FIX client's alternative symbology. You can remap exchange symbols, products symbols, convert price formats, and more.