I am new to the FIX world. I am writing an application processing FIX messages in Java and for that I am using QuickFIX/J. I have downloaded the DataDictionary from the home
Just going to add some information since the accepted answer is missing this information (probably due to the fact that it is about five years old now).
In QuickFIX/J you are actually able to get and set components. So you can for example simply copy the Instrument
component from one message to another.
@Test
public void testComponent() throws Exception {
final Instrument instrument = new Instrument();
instrument.set(new Symbol("DELL"));
instrument.set(new CountryOfIssue("USA"));
instrument.set(new SecurityType(SecurityType.COMMON_STOCK));
final quickfix.fix44.NewOrderSingle newOrderSingle = new quickfix.fix44.NewOrderSingle();
newOrderSingle.set(instrument);
final quickfix.fix44.ExecutionReport executionReport = new quickfix.fix44.ExecutionReport();
executionReport.setComponent(newOrderSingle.getInstrument());
System.out.println("NOS: " + newOrderSingle.toString().replace('\001', '|'));
System.out.println("ER: " + executionReport.toString().replace('\001', '|'));
}
Output:
NOS: 8=FIX.4.4|9=28|35=D|55=DELL|167=CS|470=USA|10=233|
ER: 8=FIX.4.4|9=28|35=8|55=DELL|167=CS|470=USA|10=221|
Maybe this is also possible in the other QuickFIX language variants.