Expand description
FIX data dictionaries: what a tag is called, what type its values are, and what its enumerated codes mean.
The built-in dictionary is FIX 4.2, 4.4 and 5.0 SP2 merged, generated from
QuickFIX’s data dictionaries by scripts/code/fix_dictionary.py. Custom ones are
found on the format spec search path (~/.config/datui/formats/,
$DATUI_FORMATS_PATH, [formats] path) or named by --dict, in two forms: a
QuickFIX XML data dictionary, read as it is, or a short TOML file of kind = "fix".
A custom dictionary may apply only to the messages of one counterparty (match on
SenderCompID, TargetCompID or BeginString).
Structs§
- Dictionary
- A FIX dictionary.
- Layers
- The dictionaries a FIX log is read with, in order: the built-in one, then the custom
ones on the search path, then
--dict. Later ones win. - Match
- Which messages a dictionary applies to; every field given must match.
- Resolved
- What the dictionaries that apply to a message say of one tag.
- TagDef
- What one dictionary says of one tag.
Enums§
- FixType
- What a tag’s values are, as far as datui types them.
Constants§
- MAX_
FILE - The largest dictionary file read.
- MAX_
NAME - The longest tag name or enum name kept.
- MAX_TAG
- The highest tag number: FIX tags are positive and fit in a signed 32-bit integer.
Functions§
- built_
in - The built-in dictionary, read once.
- camel
SELL_SHORTas SellShort, as the built-in dictionary writes QuickFIX’s names.- is_
fix_ toml - Whether a TOML file is a FIX dictionary (
kind = "fix") rather than a format spec. - parse_
date - A
YYYYMMDDdate as days since the epoch. - parse_
timestamp - A UTCTIMESTAMP as nanoseconds since the epoch:
20260102-03:04:05, with up to nine digits of fraction.