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, which can be accessed by calling FIXSchema.getFields().

A schema contains a collection of FIXSchemaComponent, which can be accessed by calling FIXSchema.getComponents().

A schema contains a collection of FIXSchemaMessage, which can be accessed by calling FIXSchema.getMessages().

Using FIX Schema

The FIXSchema and related classes provide 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.