Data Types

[sirinath]

FIX data types change from version to version. So 1st thing to build would be some thing to covert the FIXML Schemas to Java POJOs through a templating solution like StringTemplate or something. Also a strategy to parse the xsd from FIXML. This is a one time operation when a FIX standard is published or updated so this needs to be feature rich solutions which is future proof. No need to bother about memory and speed here.

See

1. http://fixwiki.org/fixwiki/FPL:FIXML_Syntax
2. http://fixwiki.org/fixwiki/FPL:Tag_Value_Syntax
3. Latest Scheme for FIXML. You can extract Tag=value also http://www.fixtradingcommunity.org/pg/file/fplpo/read/829542/fix-50-service-pack-2-with-20131209-errata-fixml-schema-package

E.g.

fm:Xref has the tag number. Also xs:documentation has documentation for JavaDoc comments. The overall structure changes from version to version.

   <xs:complexType name="DontKnowTrade_message_t" final="#all">
      <xs:annotation>
         <xs:documentation xml:lang="en">DontKnowTrade can be found in Volume 4 of the
                        specification</xs:documentation>
         <xs:appinfo>
            <fm:Xref Protocol="FIX" name="DontKnowTrade" ComponentType="Message" MsgID="25"
                     Section="Trade"
                     Category="SingleGeneralOrderHandling"/>
         </xs:appinfo>
      </xs:annotation>
      <xs:complexContent>
         <xs:extension base="Abstract_message_t">
            <xs:sequence>
               <xs:group ref="DontKnowTradeElements"/>
            </xs:sequence>
            <xs:attributeGroup ref="DontKnowTradeAttributes"/>
         </xs:extension>
      </xs:complexContent>
   </xs:complexType>