FIX Query Language

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There is a similar language implemented in HermesJMS. We should investigate it.

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3 Comments

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  1. Sep 28, 2006

    colincrist

    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

  2. Sep 29, 2006

    Steve Bate

    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.

  3. Oct 05, 2006

    Colin Crist

    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....