Issues

This code was written back in June 2011, using the 2010 Edition of the Unified FIX Repository. There doesn't yet appear to be a later version of the Unified FIX Repository standard. Also, looking at the proposal for FIXML 1.2, there are certain changes or clarifications relating to length fields, NumInGroup fields, and data fields as elements (rather than attributes), which when/if ratified could require an update to this code.

The FIX Converter has hard coded knowledge of the relationship between FIX versions (eg: FIX.5.0SP2) and the enumerated value used in the ApplVerID (1128) to represent them (eg: 9). The enumerations symbolicName attribute in the repository is not sufficient for this purpose. A better solution is for the <fix/> elements to have an additional attribute, such as appVerID="9".

The FIX Converter has hard coded knowledge of how the namespaces work in FIX.4.x .. FIX.5.0, FIX.5.0SP1 .. FIX.5.0SP2 and how it has been stated that they will work for FIX.5.0SP3 onwards. A better solution is for the <fix/> elements to have an attribute, such as fixmlNamespace="http://www.fixprotocol.org/FIXML-5".

The 2010 Edition of the Unified FIX Repository does not identify which tags contain encoded text. The code assumes the 2011 Edition will include an encoded="1" attribute on such fields. For the 2010 Edition, it assumes that if the field name starts with Encoded and doesn't end in Len, then its encoded. Looking at the existing 2010 FixRepository.xml content, this should probably be ok.

The FIX Converter has hard coded knowledge of the relationship between FIX character encodings (eg: Shift_JIS) and the equivelent Java Charset (eg: SJIS). This is technology dependant, and may even be JVM vendor dependant, so I don't suppose its a good idea to extend the Unified FIX Repository to contain this information.

The FIX Repository defines certain fields as data, in that they have a length tag and a data tag of that length. The FIXML Specification prior to 1.2 does not specify how such fields are represented within FIXML. Today, the FIX Converter stores them base64 encoded, as it is content preserving and precedent for this exists in other XML files. Like other fix tags, the data is stored in an XML attribute.

XMLData fields contain XML documents, and the root element becomes a nested element of the enclosing component. Given what is in FIXimate, this looks reasonable, but I've not seen any samples to compare against.

Note: beware xercesImpl-2.6.2.jar, as we've seen org.apache.xerces.dom.DocumentImpl cannot be cast to org.apache.xerces.dom.DeferredDocumentImpl when processing XMLData fields. This is a Xerces-J bug, claimed to be fixed in 2.8.0. We've tried 2.8.1 and it appears fixed. At time of writing, 2.11.0 is current. Note that we also observe that Java 1.6.0_20 internally includes Xerces-J 2.6.2, but this doesn't show the problem. Presumably Sun included a patch in this version.