FIX Ruleset

FIX Ruleset

Creating a FIX Ruleset

Before you create a FIX Ruleset, obtain the following specifications:

  • XML FIX specification defining the FIX client's FIX data dictionary

  • XML FIX specification defining the TT FIX data dictionary

TT provides a standard FIX42.xml specification file that can be used for the FIX client's specification, if the FIX client only sends and receives standard FIX 4.2 messages and tags. For more information about supported messages and tags, refer to TT® FIX.

For all other FIX client interfaces, you need to create a custom XML file specifying the FIX messages that your FIX client can send and receive as well as the FIX tags that can be sent or received in those messages.

To create a FIX Ruleset:

  1. Click More | FIX Rulesets in the left navigation pane, and click +New FIX Ruleset.

  2. Enter a unique FIX Ruleset Name, and click Create.

    The newly added FIX Ruleset is selected by default.

  3. Configure the FIX Ruleset using the following tabs:

    • Settings: Specify the name of the FIX Ruleset.
    • Rules: Configure message and tag rules
    • Symbol Mappings: Define rules for mapping symbol
    • Sessions: Add FIX sessions to this FIX Ruleset.
  4. Click Save Changes.