What is FIX API? Why is FIX API helpful?
FIX API. FIX is the so-called Financial Information eXchange (FIX) protocol. It is a message-based standard for the …
These are the basic components for FIX API Data class.
It includes:
- Member variables
private boolean resetReq;
String mdReqID;
private String userName;
private String userPassword;
private String accountId;
private long requestID;
private SessionID sessionID;
List<String> symbolsList;
resetReq is used to configure whether to reset sequence number once reconnected. mdReqID is used to store the ID of a new subscription to streaming quotes. It will be used when you unsubscribe from the streaming quotes. nextID is used to generate a new unique ID.
- Construction method
public Data(SessionSettings settings, boolean resetReq) {
this.resetReq = resetReq;
try {
userName = settings.getString("Username");
userPassword = settings.getString("Password");
accountId = settings.getString("AccountId");
symbolsList = new ArrayList<String>();
symbolsList.add("EUR/USD");
symbolsList.add("EUR/GBP");
symbolsList.add("GBP/USD");
} catch (Exception e) {
e.printStackTrace();
logger.error(e.getMessage());
}
}
- Method to generate a unique request ID for the subscription to the streaming quotes
private synchronized long nextID() {
requestID++;
if (requestID > 0x7FFFFFF0) {
requestID = 1;
}
return requestID;
}
- Callback to receive administrative message, and then do some extra validations
public void fromAdmin(Message message, SessionID sessionID) {
try {
crack(message, sessionID);
} catch (Exception e) {
e.printStackTrace();
logger.error(e.getMessage());
}
}
- Callback to receive application-level message, and then do some extra validations
public void fromApp(Message message, SessionID sessionID) {
try {
crack(message, sessionID);
} catch (Exception e) {
e.printStackTrace();
logger.error(e.getMessage());
}
}
- Callback to add some extra tag fields before sending an administrative message
public void toAdmin(Message message, SessionID sessionID) {
try {
if (message instanceof Logon) {
logger.info("Data via toAdmin login begun for " + this.userName);
message.setString(Username.FIELD, userName);
message.setString(Password.FIELD, userPassword);
if (resetReq) {
message.setBoolean(ResetSeqNumFlag.FIELD, ResetSeqNumFlag.YES_RESET_SEQUENCE_NUMBERS);
}
message.setInt(EncryptMethod.FIELD, EncryptMethod.NONE_OTHER);
} else if (message instanceof Logout) {
logger.info("Data logged out via toAdmin " + this.userName);
}
} catch (Exception e) {
e.printStackTrace();
logger.error(e.getMessage());
}
}
- Callback to add some extra tag fields before sending an application-level message
public void toApp(Message message, SessionID sessionID) {
}
- Callback to notify you when a new session is established
public void onCreate(SessionID sessionID) {
this.sessionID = sessionID;
}
- Interface for the client side to logout the current session
public void logout() {
sendMarketDataRequestList(SubscriptionRequestType.DISABLE_PREVIOUS_SNAPSHOT_UPDATE_REQUEST);
Logout mdr = new Logout();
send(mdr);
}
- Callback to notify you when a new valid logon is established
public void onLogon(SessionID sessionID) {
logger.warn("Data via onLogon login begun" + (userName == null ? "" : " for " + userName) );
sendMarketDataRequestList(SubscriptionRequestType.SNAPSHOT_UPDATES);
}
- Callback to notify you when a new valid logout is established
public void onLogout(SessionID sessionID) {
logger.warn("Data logged out via onLogout" + (userName == null ? "" : " for " + userName) );
}
- Method to send request messages via the FIX API data session
private void send(Message message) {
try {
Session.sendToTarget(message, sessionID);
} catch (Exception e) {
e.printStackTrace();
logger.error(e.getMessage());
}
}
Relevant Articles
- Send Market Data Request List (sendMarketDataRequestList)
- Market Data Snapshot Full Refresh (onMessage to receive MarketDataSnapshotFullRefresh)
- Market Data Incremental Refresh (onMessage to receive MarketDataIncrementalRefresh)
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The received messages will output to the “orderlog” folder.
If you want to parse them, please use Fintechee Online FIX Parser.
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Github Repository
Please access our Github repository to get the latest source codes.
