Data Streams

Input FIX messages are stored as stream records organized into stream clusters.

The FIX adapter stores individual messages in multiple records that belong to a stream hierarchy named stream cluster. The top stream in the stream cluster is called the main stream. The main stream stores fields that belong to the FIX message. All the other streams in the stream cluster store fields that belong to nested groups.

Store inbound messages in source streams only and outbound messages in any kind of stream.

The FIX adapter ensures proper indexing of records related to inbound messages. Proper indexing of outbound records is the responsibility of the person creating the model.

The adapter templates directory contains generated models for all FIX message types. These automatically generated, exhaustive projects can be used to create stream clusters that serve specific business purposes.

• Example: FIX Input Adapter Data Stream
  Sample of a FIX Input adapter data stream.
• Stream and Column Names
  Ensure that the field names of the stream columns correspond to FIX fields. The order of columns does not have to follow the order of fields in the FIX dictionary.
• Header and Trailer Fields
  You can add or update header and trailer fields to create a valid FIX message. Some columns may correspond to header or trailer fields. Output connectors keep all fields in the message body intact, as stored in stream columns.
• Record Indexing
  FIX messages are stored in a hierarchy of records, and cross-referenced using index columns.