Chapter 6. The FIX Protocol Adapter

EsperIO's FIX protocol adapter is for use with incoming and outgoing events that follow the financial standard FIX protocol. For more information on FIX please refer to the FIX Protocol Organization.

EsperIO provides:

6.1. FIX Protocol Parser

The EsperIO FIX Protocol parser is provided by com.espertech.esperio.message.fix.FixMsgParser. Use the parse method to parse and validate a FIX message text. The method returns a Map of tag-value pairs that your application can send as an event to Esper.

At a minimum the parser requires the 8, 9, 35, 10 tags to be present and the checksum value (tag 10) to be valid.

Your application must configure the event type for use with the generated Map. Please consult the Esper documentation on Map event representations to configure the properties of the FIX event type.

6.2. FIX Protocol Marshaller

The EsperIO FIX Protocol marshaller is provided by com.espertech.esperio.message.fix.FixMsgMarshaller. This utility class marshalls an event via the marshalFix method to a FIX message text with checksum.

The EventBean event is expected to contain properties that match the FIX protocol tag names.

6.3. For use with Spring JMS

EsperIO provides code for use with the EsperIO Spring JMS adapters and JMS javax.jms.TextMessage messages. The com.espertech.esperio.jms.JMSFixProtocolTextMessageUnmarshaller and JMSFixProtocolTextMessageMarshaller can be configured as part of the Spring configuration to provide FIX protocol and JMS text message connectivity.


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