FIX Protocol - HermesJMS

Hermes lets you read FIX messages from log files, filter and send them to JMS destinations. You can view a tutorial here and check out some external links to other projects that are FIX related.

Hermes uses QuickFIX/J to parse log files that contain FIX messages, any non-FIX data in the file is ignored. Log files can be tailed with the File->Open FIX File action and URLs read using the File->Open FIX URL action.

You can then drill down into the sessions to display messages.

The QuickFIX/J dictionary is used to decode and display the tag names and values for the enumerations in the messages.

When viewing the text tab of a FIX message the message is displayed in a default pretty printed format that is often useful for copying into documents or emails.

INET -> EDGE: BeginString<8>=FIX.4.0 BodyLength<9>=152 MsgSeqNum<34>=6807 MsgType<35>=8<ExecutionReport>
    SenderCompID<49>=INET SendingTime<52>=20060320-19:35:48 TargetCompID<56>=EDGE
    AvgPx<6>=10 ClOrdID<11>=QAA10190000B2U CumQty<14>=4800 ExecID<17>=5621 ExecTransType<20>=0<NEW>
    LastPx<31>=10 LastShares<32>=100 OrderID<37>=00000G OrderQty<38>=250000 OrdStatus<39>=1<PARTIALLY_FILLED>
    Side<54>=1<BUY> Symbol<55>=MSFT Text<58>=NEW CheckSum<10>=

You can change this format with your own code.

SQL 92 expressions can be used to filter messages and the buttons on the right of the filter panel let you remove the filter, delete it and save it.

HermesJMS can find order lifecycle chains, just click on an order, cancel/replace or execution report and right click:

Hermes will then search and display all related messages:

Drag and Drop

Drag and drop is supported to integrate with JMS and the system clipboard.

Sending to JMS

You can select FIX messages and drag and drop them to JMS destinations where they are sent as JMS BytesMessage.

Copying to the Clipboard

If you click on the copy button then the messages are placed on the clipboard in a pretty-printed format useful for sending via email or adding to documents. The format shows tag names, values and decodes any enumerations with their value.

AURORASELL -> INDIGOT: BeginString<8>=FIX.4.1 BodyLength<9>=0299 MsgSeqNum<34>=3536
    MsgType<35>=8<ExecutionReport> SenderCompID<49>=AURORASELL SenderSubID<50>=MILL
    SendingTime<52>=20060426-18:37:18 TargetCompID<56>=INDIGOT TargetSubID<57>=devl
    Account<1>=RSTP AvgPx<6>=0.0 ClOrdID<11>=10147059 CumQty<14>=0 Currency<15>=USD
    ExecID<17>=10147038 ExecTransType<20>=0<NEW> LastPx<31>=0.0 LastShares<32>=0 OrderID<37>=10147059Ord
    OrderQty<38>=6600 OrdStatus<39>=0<NEW> OrdType<40>=2<LIMIT> Price<44>=24.53 Rule80A<47>=A<AGENCY_SINGLE_ORDER>
    Side<54>=1<BUY> Symbol<55>=NYT TimeInForce<59>=0<DAY> TransactTime<60>=20060426-18:37:11
    SettlmntTyp<63>=0<REGULAR> StopPx<99>=0.0 OrdRejReason<103>=0<BROKER_OPTION> SettlCurrAmt<119>=0.0
    ExecType<150>=0<NEW> LeavesQty<151>=6600 SettlCurrFxRate<155>=0.0 LastSpotRate<194>=0.0
    StrikePrice<202>=0.0 PegDifference<211>=0.0 CheckSum<10>=238
INDIGOT -> AURORASELL: BeginString<8>=FIX.4.1 BodyLength<9>=0200 MsgSeqNum<34>=3511
    MsgType<35>=D<NewOrderSingle> SenderCompID<49>=INDIGOT SenderSubID<50>=devl SendingTime<52>=20060426-18:37:18
    TargetCompID<56>=AURORASELL TargetSubID<57>=MILL DeliverToCompID<128>=CAPREGION
    Account<1>=RSTP ClOrdID<11>=10147059 Currency<15>=USD HandlInst<21>=2<AUTOMATED_EXECUTION_ORDER_PUBLIC_BROKER_INTERVENTION_OK>
    OrderQty<38>=6600 OrdType<40>=2<LIMIT> Price<44>=24.53 Rule80A<47>=A<AGENCY_SINGLE_ORDER>
    Side<54>=1<BUY> Symbol<55>=NYT TimeInForce<59>=0<DAY> SettlmntTyp<63>=0<REGULAR>
    ExDestination<100>=N MinQty<110>=0 MaxFloor<111>=0 SecurityExchange<207>=N null<6110>=Y
    CheckSum<10>=180
INDIGOT -> AURORASELL: BeginString<8>=FIX.4.1 BodyLength<9>=0154 MsgSeqNum<34>=3515
    MsgType<35>=F<OrderCancelRequest> SenderCompID<49>=INDIGOT SenderSubID<50>=devl
    SendingTime<52>=20060426-18:38:20 TargetCompID<56>=AURORASELL TargetSubID<57>=MILL
    DeliverToCompID<128>=CAPREGION ClOrdID<11>=10147063 OrderID<37>=10147059Ord OrderQty<38>=6600
    OrigClOrdID<41>=10147059 Side<54>=1<BUY> Symbol<55>=NYT CxlType<125>=F CheckSum<10>=169

JMS Text Messages

FIX messages are normally sent over JMS using either a bytes or a text message. If you have FIX messages being sent as text messages and try to store them in a message store or an XML file then the XML parser has problems with the control characters. If you change the startup script and set the property hermes.base64EncodeTextMessage=true then Hermes will Base64 encode the payload and all should work fine.