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 By Security Name Method Symbology Mappings
About Security by Name Methods
Use this method when the FIX Client and FIX Adapter Defaults cannot be applied for this instrument, which is an exception to the defaults. Flexible FIX provides several pre-defined symbology methods for specifying instruments using the “by name” method. For each of the following methods, Flexible FIX displays the FIX Adapter tags associated with the selected “by name” method.
- By Security Name (FUT) for futures
- By Security Name (MLEG-FUT) for futures spreads
- By Security Name (MLEG-NRG) for energy spreads
- By Security Name (MLEG-OPT) for options spreads
- By Security Name (NRG) for energy
- By Security Name (OPT) for options
- By Security Name (Other) for other types
When to Use this Method
Use this method when you want to enter the required FIX Adapter tag values to specify this instrument "by security name". See Component block: Instrument (FIX client request) in the FIX Adapter reference for more details regarding "by security name" routing.How to Create a By Security Name Symbol Mapping
To create a symbol mapping based on the by security name method:
In the Symbology Method field, select the By Security Name item that corresponds to the security type.
In the FIX Client section, enter the values the FIX client will send and expect to receive for this product in tag 55 (Symbol), tag 167 (SecurityType), and tag 207 (SecurityExchange). If you need to specify values for additional tags, you can add the tags as needed.
In the FIX Adapter section, enter the values to send to the TT FIX Adapter for this product in tag 55 (Symbol), tag 167 (SecurityType), tag 200 (MaturityMonthYear), and tag 207 (SecurityExchange). If TT FIX Adapter requires any additional tags to identify this instrument, such as tag 205 (MaturityDay), you can add them as needed.
If necessary, enter the appropriate price conversion factors and the price tags to convert under the Price Conversion Factor and Strike Price Conversion Factor fields.