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kleihan avatar kleihan commented on August 30, 2024

What exactly do you mean with "fix dictionary and fix session configuration file"? Can you post a link to sample files?

from fix-orchestra.

onurkaraduman avatar onurkaraduman commented on August 30, 2024

This is my fix session config file:
QuickFixConfiguration.ini

[DEFAULT]
[SESSION]
ConnectionType=initiator
TargetSubID=
BeginString=FIXT.1.1
TargetLocationID=
SenderSubID=
TargetCompID=ABC
SocketConnectHost=10.96.1.2
SenderCompID=XYZ
SenderLocationID=
SocketConnectPort=567

This is my dictionary:
FIX50SP2.xml

<fix major="5" minor="0">
  <header/>
  <trailer/>
  <messages>
    <message name="ExecutionReport" msgtype="8" msgcat="app">
      <component name="ApplicationSequenceControl" required="N"/>
      <field name="OrderID" required="Y"/>
      <field name="OrderRequestID" required="N"/>
      <field name="MassOrderRequestID" required="N"/>
      <field name="SecondaryOrderID" required="N"/>
      <field name="SecondaryClOrdID" required="N"/>
      <field name="SecondaryExecID" required="N"/>
      <field name="ClOrdID" required="N"/>
      <field name="QuoteMsgID" required="N"/>
      <field name="OrigClOrdID" required="N"/>
      <field name="ClOrdLinkID" required="N"/>
      <field name="MDEntryID" required="N"/>
      <field name="QuoteRespID" required="N"/>
      <field name="OrdStatusReqID" required="N"/>
      <field name="MassStatusReqID" required="N"/>
      <field name="HostCrossID" required="N"/>
      <field name="TotNumReports" required="N"/>
      <field name="LastRptRequested" required="N"/>
.
.
.
.

from fix-orchestra.

donmendelson avatar donmendelson commented on August 30, 2024

Data dictionary to Orchestra transform does not currently exist in this project, but Orchestra to QuickFIX data dictionary is demonstrated in module repository-quickfix. You should be able to derive the associations from that project and reverse the flow. A contribution would be welcome.

Be aware that Orchestra has a much richer schema than QuickFIX. For example, fields in QuickFIX are only described as required = Y/N while in Orchestra field presence is one of optional/required/conditional/forbidden/ignored/constant. Furthermore, Orchestra has an expression language to specify when a conditionally required field is in fact required.

from fix-orchestra.

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