File FIX Input Adapter

Adapter type: fixfile_in. The File FIX Input adapter reads FIX messages from a file and writes them as stream records.

Each stream hosts FIX messages of a certain type. The adapter ignores messages of any other FIX type. It writes all FIX fields, except the following, in the same order in stream columns:
  • BeginString
  • BodyLength
  • MsgType
  • CheckSum

Ensure the names of the stream columns correspond to the FIX protocol specification.

If you use the CCL ATTACH ADAPTER statement to attach an adapter, you must supply the adapter type.

Property Label Description
FIX Version

Property ID: fixVersion

Type: choice

(Required) Version of the FIX protocol. Default value is 4.2.

FIX Message Type

Property ID: fixMessageType

Type: string

(Required) Type of messages hosted by the stream. No default value.

File

Property ID: fileName

Type: filename

(Required) Path to the input file containing FIX messages. No default value.

Use a forward slash for both UNIX and Windows paths.

Date Format

Property ID: dateFormat

Type: string

(Advanced) Date format. Default value is YYYY-MM-DDTHH:MM:SS.SSS, but the .SS at the end of the format is ignored since the date datatype only supports second precision.

Timestamp Format

Property ID: timestampFormat

Type: string

(Advanced) Timestamp format. Default value is YYYY-MM-DDTHH:MM:SS.SSS, and the timestamp datatype does support millisecond precision.

PropertySet

Property ID: propertyset

Type: string

(Advanced) Specifies the name of the property set. Property sets are reusable sets of properties that are stored in the project configuration file. Using these sets allows you to move adapter configuration properties out of the CCL file and into the CCR file. If you specify the same properties in the project configuration file and the ATTACH ADAPTER statement, the values in the property set override the values defined in the ATTACH ADAPTER statement. No default value.

Known limitations:
  • This adapter is not a full FIX engine.
  • Supports only FIX versions 4.2, 4.3, 4.4, and 5.0.
  • Does not support repeating groups and components.
  • Supports only INSERT opcode.
Related concepts
FIX Input Adapter