1. Your Bourse Platform User Guide

FIX messages

What are the FIX messages? 

 

FIX messages page is a monitoring and risk management tool on the Your Bourse cloud. It allows one to check the “raw“ FIX messages that the Your Bourse platform component (the Liquidity Manager) exchanges with Liquidity Providers, and a FIX server exchanges with the client’s takers.

To find FIX messages one needs to scroll down the main page of the Your Bourse platform, and there can be found on the left side of the main menu.


 

Filters for FIX messages


Upon opening, several elements of the FIX messages can be found.



First of all, it’s possible to select Global filters. They should be created beforehand. 

Additionally, the time period can be specified for the FIX messages. 

At the right side of the page, six button can be found. Let’s consider them all.

  • Run - run the FIX message report that satisfies the specified conditions on the page.
  • Export - export the report in Excel format.
  • Stream - enable the “Stream“ mode that shows the latest 20 FIX messages recorded in the system.
  • Subscribe - when pressed, the button allows the user to the option whether one wants to choose email or SFTP as a type of subscription.
  • Filters - when being clicked, this button opens up several other filters below.
  • (|||) - column displays options buttons. When clicked a new window will be opened.

 

 

In this window, one can select all the columns to be shown by clicking the “Select all“ blue button or to clear the filter for the columns by pressing the red button “Clear“. Besides these two buttons, the search box for the column names can be found.


In the lower part of the new window there’s a table of the columns and corresponding checkboxes next to each column. If the checkbox is unselected the column will not appear in the main table of the FIX messages page.

Once clicked, the “Apply“ button confirms the changes in this window. The “Cancel“ button calls off all the changes done.

 

When the “Filters“ button is pressed, several more filters can be seen on the page. Let’s look at them.

 

Components - here one can find a list of all available and connected Liquidity Providers

 

 

Symbols - the symbols and symbols profiles can be selected

 

 

Message type - types of FIX messages. There can be four types for this control: Trade session application level type, Trade session session level type, Quote session application level type, Quote session session level type.

 

 

Direction - incoming or outcoming messages can be selected



Order status - FIX messages with specific order status can be selected. There are five types of messages that can be shown here: Unknown, Partially Filled, Filled, Rejected, Pending replace

 

 

Order type - FIX messages with different order types can be found here. There are four types of messages in the control: Limit, Market, Stop-Limit, Stop-Loss.

 

 

Order side - control allows to select Sell or Buy sides FIX messages

 

 

Moreover, the filters section contains three search bars: FIX accounts, Order ids, and FIX sessions.

 

FIX messages main table

 

FIX messages that go from and to the Your Bourse platform can be found in the FIX message main table.

 

 

Let’s consider all the columns in the main table one by one. Please bear in mind, the columns can be customized with the help of the column display option button (|||).

  • Message ID - FIX message Id
  • Timestamp - exact date/time with hours, minutes, seconds, and ms for the FIX message sent
  • Type - type of the FIX messages. Please check the list of available types below.
  • Liquidity Provider - name of the Liquidity Provider to which FIX messages were sent
  • Sender Comp ID - id number of the Sender Comp ID, the one that sends outcoming message, tag = 49 from fix message
  • Target Comp ID - id number of the Target Comp ID, the one that receives incoming message, Tag=56 from fix message
  • Account - Account name, Tag=1 from fix message
  • Symbols - traded symbol from FIX messages
  • Order ID - Client order Id, Tag=11 (ClOrderID) from fix message
  • Order Side - Buy/Sell side of the trade request
  • Order Status - the status that the order was given in the Liquidity Provider. Please see all the types of statuses above.
  • EXECID - Execution Id, Tag = 17 from fix message
  • Quantity - filled volume for the order.
  • Direction - whether FIX messages are incoming or outcoming

 

Besides the aforementioned columns there’s also a column “Message“ that contains the Full FIX message.



Being clicked, the new window opens with the processed FIX message. It’s possible to skip the common fields and copy the content of the FIX message.

 

At the end of the table it’s possible to select the next pages as well as to show how many records are shown.