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Aug 4, 2014

Finding your way around the FIX specification

FIX and Java

FIX tutorial in Java with QuickFIX/j simple example QuickFix Java example sending and receiving FIX messages Finding your way around the FIX specification

If you are using FIX spec 4.4 then go to https://fixspec.com/FIX44. The tutorials with QuickFIX/J used NewSingleOrder as the request.


The message has the fields like Tag number.




FIX message for NewOrderSingle request

8=FIX.4.4 9=123 35=D 34=53 49=CLIENT1 52=20140731-01:59:47.671 56=FixServer 11=DLF 38=45 40=2 44=25.4 54=1 55=BHP 60=20140731-01:59:47.669 10=238  

Understanding the message:

Tag:

  8  is StandardHeader "BeginString" denoting the FIX version 4.4.
  9  is BodyLength 123
 35 is MsgType, which is "D"
 34 is MsgSeqNum "53"
 49 is SenderCompID, which is "CLIENT1" from the sender.cfg configuration file
 52 is SendingTime
 56 is TargetCompID, which is "FIXServer" from the sender.cfg configuration file
 11 is ClOrdID, is a unique order id, which is "DLF"
 40 is OrdType, "2" means Limit order
 44 is Price, which is "25.4"
 54 is Side, 1 means Buy.
 55 is Symbol from the Instrument.
 60 is TransactionTime
 10 is CheckSum form the StandardTrailer.


There are different types of data and you can go through them at your leisure.


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