Class FixMessage

java.lang.Object

com.quantfinlib.fix.FixMessage

public final class FixMessage
extends Object

FIX 4.4 wire-format message: tag=value fields delimited by SOH, framed by BeginString(8) / BodyLength(9) / CheckSum(10). Parsing validates the checksum and body length; building computes them. No repeating-group support — sufficient for the session and single-order message types this engine speaks.

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static final class	FixMessage.Builder	Body-field builder; the session supplies header fields at encode time.

Field Summary

Fields

Modifier and Type	Field	Description
static final int	AVG_PX
static final int	BEGIN_SEQ_NO
static final String	BEGIN_STRING
static final int	BEGIN_STRING_TAG
static final int	BODY_LENGTH
static final int	CHECK_SUM
static final int	CL_ORD_ID
static final int	CUM_QTY
static final int	ENCRYPT_METHOD
static final int	END_SEQ_NO
static final int	EXEC_ID
static final int	EXEC_TYPE
static final String	EXECUTION_REPORT
static final int	GAP_FILL_FLAG
static final int	HEART_BT_INT
static final String	HEARTBEAT
static final int	LAST_PX
static final int	LAST_QTY
static final int	LEAVES_QTY
static final String	LOGON
static final String	LOGOUT
static final int	MSG_SEQ_NUM
static final int	MSG_TYPE
static final String	NEW_ORDER_SINGLE
static final int	NEW_SEQ_NO
static final int	ORD_STATUS
static final int	ORD_TYPE
static final String	ORDER_CANCEL_REPLACE_REQUEST
static final String	ORDER_CANCEL_REQUEST
static final int	ORDER_ID
static final int	ORDER_QTY
static final int	ORIG_CL_ORD_ID
static final int	ORIG_SENDING_TIME
static final int	PASSWORD
static final int	POSS_DUP_FLAG
static final int	PRICE
static final int	REF_SEQ_NUM
static final String	REJECT
static final String	RESEND_REQUEST
static final int	RESET_SEQ_NUM_FLAG
static final int	SENDER_COMP_ID
static final int	SENDING_TIME
static final String	SEQUENCE_RESET
static final int	SESSION_REJECT_REASON
static final int	SIDE
static final char	SOH
static final int	SYMBOL
static final int	TARGET_COMP_ID
static final int	TEST_REQ_ID
static final String	TEST_REQUEST
static final int	TEXT
static final int	TIME_IN_FORCE
static final int	TRANSACT_TIME
static final int	USERNAME

Method Summary

Modifier and Type	Method	Description
static FixMessage.Builder	builder(String msgType)
char	getChar(int tag)
double	getDouble(int tag)
double	getDouble(int tag, double defaultValue)
long	getLong(int tag)
String	getString(int tag)
String	getString(int tag, String defaultValue)
boolean	has(int tag)
String	msgType()
static FixMessage	parse(byte[] bytes)	Parses and validates one complete framed message.
String	toString()

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait

Field Details

SOH

public static final char SOH

See Also:

• Constant Field Values

BEGIN_STRING

public static final String BEGIN_STRING

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• Constant Field Values

AVG_PX

public static final int AVG_PX

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• Constant Field Values

BEGIN_SEQ_NO

public static final int BEGIN_SEQ_NO

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• Constant Field Values

BEGIN_STRING_TAG

public static final int BEGIN_STRING_TAG

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• Constant Field Values

BODY_LENGTH

public static final int BODY_LENGTH

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• Constant Field Values

CHECK_SUM

public static final int CHECK_SUM

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• Constant Field Values

CL_ORD_ID

public static final int CL_ORD_ID

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• Constant Field Values

CUM_QTY

public static final int CUM_QTY

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• Constant Field Values

END_SEQ_NO

public static final int END_SEQ_NO

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• Constant Field Values

EXEC_ID

public static final int EXEC_ID

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• Constant Field Values

LAST_PX

public static final int LAST_PX

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• Constant Field Values

LAST_QTY

public static final int LAST_QTY

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• Constant Field Values

MSG_SEQ_NUM

public static final int MSG_SEQ_NUM

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• Constant Field Values

MSG_TYPE

public static final int MSG_TYPE

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• Constant Field Values

NEW_SEQ_NO

public static final int NEW_SEQ_NO

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• Constant Field Values

ORDER_ID

public static final int ORDER_ID

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• Constant Field Values

ORDER_QTY

public static final int ORDER_QTY

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• Constant Field Values

ORD_STATUS

public static final int ORD_STATUS

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• Constant Field Values

ORD_TYPE

public static final int ORD_TYPE

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• Constant Field Values

ORIG_CL_ORD_ID

public static final int ORIG_CL_ORD_ID

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• Constant Field Values

POSS_DUP_FLAG

public static final int POSS_DUP_FLAG

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• Constant Field Values

PRICE

public static final int PRICE

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• Constant Field Values

REF_SEQ_NUM

public static final int REF_SEQ_NUM

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• Constant Field Values

SENDER_COMP_ID

public static final int SENDER_COMP_ID

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• Constant Field Values

SENDING_TIME

public static final int SENDING_TIME

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• Constant Field Values

SIDE

public static final int SIDE

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• Constant Field Values

SYMBOL

public static final int SYMBOL

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• Constant Field Values

TARGET_COMP_ID

public static final int TARGET_COMP_ID

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• Constant Field Values

TEXT

public static final int TEXT

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• Constant Field Values

TIME_IN_FORCE

public static final int TIME_IN_FORCE

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• Constant Field Values

TRANSACT_TIME

public static final int TRANSACT_TIME

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• Constant Field Values

ENCRYPT_METHOD

public static final int ENCRYPT_METHOD

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• Constant Field Values

HEART_BT_INT

public static final int HEART_BT_INT

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• Constant Field Values

TEST_REQ_ID

public static final int TEST_REQ_ID

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• Constant Field Values

ORIG_SENDING_TIME

public static final int ORIG_SENDING_TIME

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• Constant Field Values

GAP_FILL_FLAG

public static final int GAP_FILL_FLAG

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• Constant Field Values

RESET_SEQ_NUM_FLAG

public static final int RESET_SEQ_NUM_FLAG

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• Constant Field Values

EXEC_TYPE

public static final int EXEC_TYPE

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• Constant Field Values

LEAVES_QTY

public static final int LEAVES_QTY

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• Constant Field Values

SESSION_REJECT_REASON

public static final int SESSION_REJECT_REASON

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• Constant Field Values

USERNAME

public static final int USERNAME

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• Constant Field Values

PASSWORD

public static final int PASSWORD

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• Constant Field Values

HEARTBEAT

public static final String HEARTBEAT

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• Constant Field Values

TEST_REQUEST

public static final String TEST_REQUEST

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• Constant Field Values

RESEND_REQUEST

public static final String RESEND_REQUEST

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• Constant Field Values

REJECT

public static final String REJECT

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• Constant Field Values

SEQUENCE_RESET

public static final String SEQUENCE_RESET

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• Constant Field Values

LOGON

public static final String LOGON

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• Constant Field Values

LOGOUT

public static final String LOGOUT

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• Constant Field Values

NEW_ORDER_SINGLE

public static final String NEW_ORDER_SINGLE

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• Constant Field Values

EXECUTION_REPORT

public static final String EXECUTION_REPORT

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• Constant Field Values

ORDER_CANCEL_REQUEST

public static final String ORDER_CANCEL_REQUEST

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• Constant Field Values

ORDER_CANCEL_REPLACE_REQUEST

public static final String ORDER_CANCEL_REPLACE_REQUEST

See Also:

• Constant Field Values

Method Details

parse

public static FixMessage parse(byte[] bytes)

Parses and validates one complete framed message.

msgType

public String msgType()

has

public boolean has(int tag)

getString

public String getString(int tag)

getString

public String getString(int tag,
 String defaultValue)

getLong

public long getLong(int tag)

getDouble

public double getDouble(int tag)

getDouble

public double getDouble(int tag,
 double defaultValue)

getChar

public char getChar(int tag)

toString

public String toString()

Overrides:

toString in class Object

builder

public static FixMessage.Builder builder(String msgType)