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FIX Query Language
Added by Steve Bate, last edited by Steve Bate on Aug 17, 2006  (view change)
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There is a similar language implemented in HermesJMS. We should investigate it.

I used JamSel to implement the SQL-like functionality. The selector is really a JMS selector but is quite effective on a FIX message. There is some good documentation

Posted by colincrist at Sep 28, 2006 11:41 | Permalink

I've been looking at JamSel and it's very interesting. I assume you wrote some type of value adapter for QFJ messages. I'd like to borrow that if use JamSel in QFJ.

Posted by Steve Bate at Sep 29, 2006 00:28 | Permalink

There is a simple interface to implement that calls you back to get the value of specific fields:

FIXMessageValueProvider.java

FIXMessage is just an interface that I wrap your QuickFIX messages in to minimise coupling.

You also need this to deal with identifiers such as $MsgType

FIXIdentifierExtension.java

It's that simple....

Posted by Colin Crist at Oct 05, 2006 20:06 | Permalink
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