I need to add/modify fields in the FIX4.4 dictionary. I haven’t found any helpful documentation or tutorials on this.
I’m guessing I have to modify the FIX44.xml file, but I’m not sure how exactly to do that.
In the <message></message> tags I don’t see any attributes that define the number or the type(format) of that field. I see just the name and required attributes.
I think I found attributes I’, looking for in the <fields></fields> tags.
I’m not sure if I’m looking in the right place or if I’m doing the right thing, but according to this I should modify the dictionary if it is necessary.
Please help.
A link to a tutorial for beginners that can help me would also be greatly appreciated.
The FIX Data Dictionary in QuickFIX contains Messages and Fields (among other things).
To add Messages you must add the message between the
<messages></messages>tags like this:And then add the new
msgtypeto theMsgTypefield in the<fields></fields>section like this:If you want to add new fields, just add them between the
<fields></fields>tags like this:This and more information can be found in this tutorial.