Maven users will need to add the following dependency to their
The configFile is the name of the QuickFIX/J configuration to use for the FIX engine (located as a resource found in your classpath). The optional sessionID identifies a specific FIX session. The format of the sessionID is:
The optional lazyCreateEngine (Camel 2.12.3+) parameter allows to create QuickFIX/J engine on demand. Value true means the engine is started when first message is send or there's consumer configured in route definition. When false value is used, the engine is started at the endpoint creation. When this parameter is missing, the value of component's property lazyCreateEngines is being used.
FIX sessions are endpoints for the quickfix component. An endpoint URI may specify a single session or all sessions managed by a specific QuickFIX/J engine. Typical applications will use only one FIX engine but advanced users may create multiple FIX engines by referencing different configuration files in quickfix component endpoint URIs.
When a consumer does not include a session ID in the endpoint URI, it will receive exchanges for all sessions managed by the FIX engine associated with the configuration file specified in the URI. If a producer does not specify a session in the endpoint URI then it must include the session-related fields in the FIX message being sent. If a session is specified in the URI then the component will automatically inject the session-related fields into the FIX message.
The exchange headers include information to help with exchange filtering, routing and other processing. The following headers are available:
The DataDictionary header is useful if string messages are being received and need to be parsed in a route. QuickFIX/J requires a data dictionary to parse certain types of messages (with repeating groups, for example). By injecting a DataDictionary header in the route after receiving a message string, the FIX engine can properly parse the data.
QuickFIX/J Configuration Extensions
When using QuickFIX/J directly, one typically writes code to create instances of logging adapters, message stores and communication connectors. The quickfix component will automatically create instances of these classes based on information in the configuration file. It also provides defaults for many of the common required settings and adds additional capabilities (like the ability to activate JMX support).
The following sections describe how the quickfix component processes the QuickFIX/J configuration. For comprehensive information about QuickFIX/J configuration, see the QFJ user manual.
When the component detects an initiator or acceptor session setting in the QuickFIX/J configuration file it will automatically create the corresponding initiator and/or acceptor connector. These settings can be in the default or in a specific session section of the configuration file.
The threading model for the QuickFIX/J session connectors can also be specified. These settings affect all sessions in the configuration file and must be placed in the settings default section.
The QuickFIX/J logger implementation can be specified by including the following settings in the default section of the configuration file. The
The QuickFIX/J message store implementation can be specified by including the following settings in the default section of the configuration file. The
A message factory is used to construct domain objects from raw FIX messages. The default message factory is
The component provides some default settings for what are normally required settings in QuickFIX/J configuration files.
Minimal Initiator Configuration Example
Using the InOut Message Exchange Pattern
Although the FIX protocol is event-driven and asynchronous, there are specific pairs of messages
Implementing InOut Exchanges for Consumers
Add "exchangePattern=InOut" to the QuickFIX/J enpoint URI. The
Implementing InOut Exchanges for Producers
For producers, sending a message will block until a reply is received or a timeout occurs. There
The correlation criteria is defined with a
The source code contains an example called
The Spring configuration have changed from Camel 2.9 onwards. See further below for example.
Camel 2.6 - 2.8.x
The QuickFIX/J component includes a Spring
Camel 2.9 onwards
The QuickFIX/J component includes a
QuickFIX/J behavior can be modified if certain exceptions are thrown during processing of a message. If a
Normally, QuickFIX/J handles the logon process automatically. However, sometimes an outgoing logon message must be modified to include credentials required by a FIX counterparty. If the FIX logon message body is modified when sending a logon message (EventCategory=
FIX Sequence Number Management
If an application exception is thrown during synchronous exchange processing, this will cause QuickFIX/J to not increment incoming FIX message sequence numbers and will cause a resend of the counterparty message. This FIX protocol behavior is primarily intended to handle transport errors rather than application errors. There are risks associated with using this mechanism to handle application errors. The primary risk is that the message will repeatedly cause application errors each time it's re-received. A better solution is to persist the incoming message (database, JMS queue) immediately before processing it. This also allows the application to process messages asynchronously without losing messages when errors occur.
Although it's possible to send messages to a FIX session before it's logged on (the messages will be sent at logon time), it is usually a better practice to wait until the session is logged on. This eliminates the required sequence number resynchronization steps at logon. Waiting for session logon can be done by setting up a route that processes the
See the FIX protocol specifications and the QuickFIX/J documentation for more details about FIX sequence number management.
Several examples are included in the QuickFIX/J component source code (test subdirectories). One of these examples implements a trival trade excecution simulation. The example defines an application component that uses the URI scheme "trade-executor".
The following route receives messages for the trade executor session and passes application messages to the trade executor component.
The trade executor component generates messages that are routed back to the trade session. The session ID must be set in the FIX message itself since no session ID is specified in the endpoint URI.
The trader session consumes execution report messages from the market and processes them.
QuickFIX/J Component Prior to Camel 2.5
The quickfix component is an implementation of the QuickFIX/J engine for Java . This engine allows to connect to a FIX server which is used to exchange financial messages according to FIX protocol standard.
Note: The component can be used to send/receives messages to a FIX server.
Where config file is the location (in your classpath) of the quickfix configuration file used to configure the engine at the startup.
Note: Information about parameters available for quickfix can be found on QuickFIX/J web site.
The quickfix-server endpoint must be used to receive from FIX server FIX messages and quickfix-client endpoint in the case that you want to send messages to a FIX gateway.
Exchange data format
The QuickFIX/J engine is like CXF component a messaging bus using MINA as protocol layer to create the socket connection with the FIX engine gateway.
When QuickFIX/J engine receives a message, then it create a QuickFix.Message instance which is next received by the camel endpoint. This object is a 'mapping object' created from a FIX message formatted initially as a collection of key value pairs data. You can use this object or you can use the method 'toString' to retrieve the original FIX message.
Note: Alternatively, you can use camel bindy dataformat to transform the FIX message into your own java POJO
When a message must be send to QuickFix, then you must create a QuickFix.Message instance.
Lazy creating engines
From Camel 2.12.3 onwards, you can configure the QuickFixComponent to lazy create and start the engines, which then only start these on-demand. For example you can use this when you have multiple Camel applications in a cluster with master/slaves. And want the slaves to be standby.
Direction : to FIX gateway
Direction : from FIX gateway