dOnce a route is enabled, the default settings will be automatically generated and diaplayed so that user can edit it, as shown below. Note the "Enable routing to this destination" check box is checked.
d
When this box is checked, multiple pending cancel or replace orders will be forwarded to the destination. Allowing multiple pending orders is certainly more flxible to buy side but more difficult to implement. By default this box is unchecked, multiple pending order will be automatically rejected by the gateway run-time.
Defines the tags of fields that will be copied from incoming message to outgoing message during routing.
This map is automatically generated based on the schema associated with the session. Note once the schema is modified, the Enterprise Manager will automatically adjust the map to ensure the consistency.
Fields in the field copy map of Order Manager will be excluded from this map. So if you cannot find a tag in this map, you should look for tag in the corresponding Order Manager tag copy map on the same session instead.
Usually, there is no need to modify the map.
Visual Lambda message transform rules can be added to individual routes.
An example:
Tag "TransactTime" (60) is not defined in the "New Order Single" message in FIX 4.1. However, it is the required tag defined in FIX 4.2+.
In order to correctly route orders from FIX 4.1 session to FIX 4.2+ session, we need to define a transform rule to add the tag and value to the message. Below is a very simple Visual Lambda rule we can use. We simple set the value of "get_UtcNow" (in "DateTime Operations" group in Visual Lambda builder GUI) to the tag.
We can then apply the same Visual Lambda to every route from FIX 4.1 session to every FIX 4.2+ session, as shown below ("New Order Single" rule).
Other Examples:
It is also very easy to build rules to translate "Rule80A" tags between FIX 4.1/4.2 and FIX 4.3+ sessions.