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Flexible FIX Administration Documentation

Testing Your Symbology for a Standard Symbol

Assume you define the following symbology to support ICE futures, where the FIX client uses the default symbol names in tag 55 (Symbol), but uses a value to identify the exchange that differs from what TT FIX Adapter requires in tag 207 (SecurityExchange).

You want to test your symbology mapping using the December 2014 Cocoa futures on ICE. You want to verify that your symbology correctly maps the tag values in a New Order Single (D) message sent from a FIX client to TT FIX Adapter and reverts them in an Execution Report (8) message sent from TT FIX Adapter to the FIX client.

To test the symbology:

  1. First, test the symbol mapping for a New Order Single (D) message. From the Test section, enter the tag/value pairs necessary to test the rules, and select the appropriate Test Message Direction. In this example, you enter the tags the FIX client sends for the instrument.

    Note: You must minimally include tag 35 (MsgType) and the tags you want to test. You can also enter more tags or even complete messages.

  2. Click Test.

    The test displays the key tags in the message. This example shows that shows that the FIX client sent ICE for tag 207 (SecurityExchange) and the 201412 for tag 200 (MaturityMonthYear), as shown in the Input column. As shown in the Output column, Flexible FIX changes the tag 201 (SecurityExchange) value to ICE_IPE and stores Dec14 in tag 10455 (SecurityAltID), as required by TT FIX Adapter.

  3. Next, verify that your symbology mapping correctly translates the tag 10455 (SecurityAltID) and 207 (SecurityExchange) back to the values expected by the FIX client in an Execution Report (8) message. You enter the values sent by TT FIX Adapter in the message.

  4. Click Test.

    The test shows that your symbol mapping correctly changed the ICE_IPE tag 207 (SecurityExchange) value from TT FIX Adapter to ICE, as expected by the FIX client. It also correctly mapped the Dec14 tag 10455 (SecurityAltID) to the correctly-formatted tag 200 (MaturityMonthYear) value, 201412.