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Anyone using QuickFIX/J to process FIXML messages? As I understand quickfix/j does not support fixml out of the box yet. Any suggestions on how best to approach this?
You can use QuickFIX/J to send and receive FIXML messages using tags 212/213 (XmlData). QuickFIX/J doesn’t actually do anything with the XML other than provide a transport. However, you can easily bind the FIXML to Java classes using technologies like JAXB or similar. For example, you could create an abstract implementation of the
quickfix.Applicationinterface that would parse the FIXML received in thequickfix.Messageand pass it to a callback method. It could also have a custom send method that would format the Java objects to FIXML (again, using something like JAXB), put the XML into tags 212/213 and then submit the message to the QuickFIX/J engine. Your FIXML-based applications would then use this subclass.