FIX Schema

FIX schema is also called FIX dictionary. It is a collection of definitions of fields, components and messages in the FIX protocol.

In QWFIX, FIX schema is defined in FIXSchema class.

A schema contains a collection of FIXSchemaField in FIXSchema.Fields.

A schema contains a collection of FIXSchemaComponent in FIXSchema.Components.

A schema contains a collection of FIXSchemaMessage in FIXSchema.Messages.

Using FIX Schema

The classes in Teraspaces.QWFIX.Schema Namespace provides meta information about the FIX schema, messages and fields. Those information can be retrieved from related object instances dynamically during run-time.

For example, a FIX session has associated FIX schemas; a FIX message has associated FIX message schema (FIXSchemaMessage); etc.

Usually developers don't need to directly deal with schemas. Their applications will work very well under assumption about the basic structure of the message. QWFIX has very powerful business rule engine Visual Lambda that can help user transform messages dynamically.