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Define and manage FIX order flows via powerful rules

Not all clients can adhere to your FIX specs. Not every FIX message will comply with them.  Few support staff can write Java code to correct them immediately. 

CameronFIX ROE enables you to quickly alter your FIX flows on the fly so your clients can go live and stay live.  All from an intuitive graphic interface.

Enrichment Rules

  • Add, alter, and remove FIX tags and values based on logical rules to normalize irregular message flows.
  • Use regular expressions and string manipulation functions.
  • Organize your rules in nested sets.
  • Set up default rules for complete scenarios coverage.

Validation Rules

  • Examine the contents of FIX messages and reject those which do not comply with your rules.
  • Choose the type and reason for the rejection.

Routing Rules

  • Dispatch your FIX messages to one or multiple FIX links based on message contents and pre-established rules.

Drop Copy

  • Keep all relevant parties informed of trading activities by automating drop copies of execution reports to multiple FIX recipients.

Store and Restore

  • Retain outbound message contents to re-inject values dynamically into inbound replies.  

Examples

The following sections illustrate actual rule dialogs to examine how the above features are actually implemented.

Validation

1. Create simple validate rules to reject invalid messages

Simple validate rules

2. Choose type of rejects to generate when an erroneous message is received.

Type of rejects

Enrichment

1. Enrich messages that do not conform to your FIX requirements by checking field values and conditionally modify the same or other FIX tags.

Enrich messages

2. Combine value mapping (as above) with ROE’s flow control to yield rejects if no valid map value is found:

Combine value mapping

The indented (or nested) rules above do not execute unless the top rule is satisfied.  In the case shown above, the mapping rules will not execute unless the message is a Order message.

Routing

1. Messages can be routed based on message contents.  The example below routes Orders with quantities over 10,000 to fix session ‘manual’, otherwise to ‘meff’.

Routing of messages

Drop Copy

1. Copy execution report going to a FIX session to another FIX session.  This can be used to send execution copies to a prime broker or FIX enabled risk management system.

Drop Copy

Store and Restore

This feature stores values from a FIX message for use in subsequent messages, such as copying Account and Symbol from Order messages to related Execution messages.

Store and Restore

Expression Language

Expression Language allows use of variables tagN where N is the tag number of the field to use from the current message. It also allows for complex expressions using parentheses to control precedence.

Here are some examples.

Examples