Friday, September 6, 2013

Data dictionaries for FIX Protocol


1) Fiximate
Fiximate is an online FIX reference application provided by fixprotocol.org. I found Fiximate quite easy to use and there description of fix message types, fix tags and other fix protocol related stuff quite helpful. Currently Fiximate is running with version 3.0 and supports FIX.4.0, FIX.4.1, FIX.4.2, FIX.4.3, FIX.4.4, FIX.5.0 and FIX.5.0.SP1 and SP2. You can search here by fix message type, by fix tag number or by tag name. You can even use regular expression while searching. It also has section on various abbreviation used in fix protocol, fix data type and fix fields and component.
2) Fixionary
Fixionary is another fix protocol data dictionary which you can download on your machine. Fixionary is one of the oldest fix data dictionaries available and has good description of all fix protocol information including fix messages, fix tags and fix concepts. There description of fix session and admin message is also very good in order to understand fix protocol concepts.
Transact tool also provide online fix reference guide. Which you can use to refer for getting details on any fix message, fix tag etc. transactool is also a leading provider of commercial fix engines along with NYFIX whose Appia fix engine is one of the most popular commercial fix engines on industry.
Fixopaedia is a fix data dictionary from btobits another commercial fix engine vendor. Fixopadedia is available online and you can access it with the link provided here. This fix data dictionary supports almost all version of fix protocol include fix.4.2, fix.44, FIX 5.0 SP1 AND fix5.0sp. Fixopaedia also has nice documentation around component block, message names, message types, field name and field types. Btobits also provides some next generation fix protocol tools which helps in development and fix protocol certification.
5) Onixs fix data dictionary
This is another online fix data dictionary, my personal favorite because of nice site layout and quality information related to fix messages and tags. You can browse FIX Dictionary by FIX Protocol version, by MsgType, and by Tag number and tag Name. This fix data dictionary not only serves as online fix reference but also a good fix protocol tutorial for beginners and advanced developers.

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