FIX Engine supports dictionaries in the QuickFIX xml format, so you can use it as it is. However, there are some details:
- FIX Engine generates identifier (id) when a QuickFIX data dictionary is used. This id is equal to the dictionary file name without extension. Therefore, the QuickFIX data dictionary becomes a session level dictionary, so the mentioned id should be used to create the dictionary object which should be specified in the session constructor:
Session sessionWithQuickFixDictionary("Sender", "Target", quickFixDictionary, &listener);
- QuickFIX data dictionary files can include duplicates of the "field" node (explicitly or via the "component" node) in the "message" node. This leads to the ambiguity between the "require" attribute of duplicates because there is no way to detect which the attribute is actually correct. The wrong "require" attribute can lead to errors during the message validation. However, the QuickFIX Engine processes duplicates silently, without exceptions/warnings. In order to simplify the migration from the QuickFIX Engine, the OnixS FIX Engine processes duplicates also without exceptions but writes warnings to the Engine's log. In this case, one can use existent QuickFIX data dictionaries, worked with the QuickFIX Engine, in the OnixS FIX Engine and at the same time can detect/correct mistakes in dictionary files.