Wednesday, December 1, 2010

FIX Expert Express Training Course

Basic Topics
Day 1 (10 hours)


  1. FIX message syntax
    1. FIX
      1. Read about syntax of FIX 4.4 (self education)
      2. message structure
        1. tags
        2. field names
        3. delimiter
      3. header
        1. body length
        2. message type
      4. trailer
        1. check sum
      5. repeating groups
        1. leading tag
        2. start tag
        3. nested repeating groups
      6. encryption
      7. user defined tags
      8. protocol customization
      9. message validation
        1. Garbled message
        2. Invalid message
      10. Learn how to construct FIX message manually
      11. Test (6 tasks for 2 hours)
        1. be able to construct FIX message on demand
        2. be able to identify error in FIX message
    2. FIXML
      1. Read about FIXML syntax 4.4.
      2. Learn how to convert between FIX and FIXML
      3. Embed FIXML into FIX XML message
      4. Test (2 tasks for 2 hours)
        1. be able to convert FIX to FIXML
        2. be able to convert FIXML to FIX