Add user defined fields in the FIX dictionary

Question

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

Answer 1

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:

<message name="CoolMessage" msgcat="app" msgtype="xCM">
    <field name="Currency" required="N"/>
    <field name="Text" required="N"/>
    <field name="Account" required="Y"/>
</message>

And then add the new msgtype to the MsgType field in the <fields></fields> section like this:

<field number='35' name='MsgType' type='STRING'>
    ...
    <value enum='xCM' description='COOLMESSAGE'/>
</field>

If you want to add new fields, just add them between the <fields></fields> tags like this:

<fields>
    <field number="1" name="Account" type="STRING"/>
    <field number="2" name="AdvId" type="STRING"/>
    <field number="3" name="AdvRefID" type="STRING"/>
    ...
    <field number="9006" name="AwesomeField" type="STRING"/>
</fields>

This and more information can be found in this tutorial.