Message Tracker FIX Adapter - Technical Reference

Introduction

This document accompanies the Message Tracker Plug-in documentation with configuration details for the internal FIX adaptor. This document is should only be used by people who are familiar with the contents of the Message Tracker Plug-in documentation.

Example Setup for Link Latency Monitoring

This adapter allows the Message Tracker plug-in to obtain data from FIX log files. The adapter presents the data read from the FIX log files as a set on tagged values.

The tags used are the numeric tags of the fields in the FIX message. The Adapter also provides a set of meta tags:

MessageType: splits the dataview's rows into groups according to the type of the message, as listed below. While, the Day option groups the rows by the date of events it reads.
- NewOrder
- OrderCancel
- OrderReplace
- NewAcknowledgement
- Cancel(Pending)Acknowledgement
- Replace(Pending)Acknowledgement
- Reject
- Unknown
Day: the day the message is seen.
Format: yyyy-mm-dd

To enable filtering using these options, go to Gateway Setup Editor > Sampler > MessageTracker.

In the Tag Mapping section of each adapter, select the Data button.
Create a new attribute.
In the Tags field, enter MessageType or Day.
In the Real Time Tracking settings, create a Category.
Select the tag that you have created.

After the configuration, the tag selected displays in the Category column of the Latency dataview.

Plug-in Configuration

The following sampling parameters can be set up in the Sampler Descriptor for the Message Tracker FIX Adapters. All other parameters needed to configure the Message Tracker Plugin can be found in the Message Tracker Plug-in documentation, this includes the generic settings that are shared across all Adapters.

messageStartMarker

This defines a string that is used to locate the FIX message within the message read from the file. Any data after this string and before the final messageEndMarker is treated as the FIX message. If this string is not set then the start of the message is considered to be the start of the FIX message.

If this string is set then messages that do not contain it will not be processed.

Mandatory: No

Default: Start of the line

messageEndMarker

This defines a string that is used to locate the FIX message within the message read from the file. Any data after the messageStartMarker and before the final occurrence of this string is treated as the FIX message. If this string is not set then the end of the message is considered to be the end of the FIX message.

If this string is set then messages that do not contain it will not be processed.

Mandatory: No

Default: End of the line

separators > tagSeparator

This is the string that separates FIX fields

Mandatory: No

Default: #SOH (Ctrl A)

separators > valueSeparator

This is the string that separates FIX tag from a FIX value

Mandatory: No

Default: = (Equals character)

useSendingTimeAsTimestamp

Enabling this option will instruct the plug-in to use the contents of FIX field 52 (SendingTime) as the timestamp of the message. If enabled the timestamp regex and pattern configuration values are no longer required, and will be ignored.

This field contains the time the message was sent in UTC format. If messages using these timestamps are displayed by the plug-in, they will be shown with the time converted to the local time zone.

Mandatory: No

Default: false (timestamps are extracted as per the user configuration)

References

The following related documents are available:

Message Tracker Plug-in