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Generated FIX dictionaries for common exchange protocols

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Omi FIX Dictionaries

Validate

Omi FIX Dictionaries are QuickFIX-style dictionary XML files describing FIX session and application messages, fields, and value enumerations for each supported FIX dialect.

For more information on QuickFIX: QuickFIX

Usage

Each dictionary is a self-contained QuickFIX dictionary .xml document. Point your QuickFIX (or QuickFIX-compatible) engine's DataDictionary configuration at the file matching your counterparty's FIX dialect and version.

For QuickFIX dictionary documentation: QuickFIX Dictionary

QuickFIX

QuickFIX is the long-standing open source FIX engine that defines the dictionary XML shape these files emit. The project is organized as a multi-repository GitHub organization, with the original C++ engine (quickfix), the Java port (quickfixj), and additional language ports each maintained as their own repository under the same umbrella.

Browse all QuickFIX repositories: QuickFIX on GitHub

Development

This entire repository is source generated — including the words you are reading right now. To suggest updates, please open an issue describing the change and link the authoritative FIX specification. Time permitting, we will update the upstream models and regenerate.

Protocol Count Generated Lines
242 147,101

Open Markets Initiative

Omi The Open Markets Initiative (Omi) is a group of technologists dedicated to enhancing the stability of electronic financial markets using modern development methods.

For a list of Omi repositories: Omi Repositories

For details of Omi rules and regulations: Omi Directory

Organizations

24X · A2X · Aquis · Asx · Bist · BlueOceanAts · Box · Cboe · CixAts · Coinbase · ElectronX · Eurex · Euronext · Hkex · Iex · Jnx · Lseg · Ltse · Memx · Miax · Nasdaq · Nyse · Odx · OtcMarkets · Sgx · SmallX · Taifex · Txse

Exchanges

24XEquities · A2XEquities · AmexEquities · AmexOptions · AquisEquities · ArcaEquities · ArcaOptions · AsxDerivatives · AsxSecurities · BidsJapan · BlueEquities · BorsaIstanbul · BoxOptions · BxeEquities · BxEquities · ByxEquities · BzxEquities · BzxOptions · C1Options · C2Options · CfeFutures · CoinbaseDerivatives · CxaEquities · CxeEquities · CxjEquities · CxjSor · EdgaEquities · EdgxEquities · EdgxOptions · ElectricDerivatives · EmeraldOptions · FixedIncome · GemxOptions · HkexSecurities · Idem · IexEquities · IexOptions · IseOptions · JnxBonds · JnxEquities · LinkAts · LinkEcn · LinkNqb · LtseEquities · MatchNow · MemxOptions · MiaxOptions · MoonAts · MrxOptions · NasdaqCanada · NationalEquities · NeoEquities · NlxDerivatives · NomOptions · NordicDerivatives · NordicEquities · NsmEquities · NtxEquities · NtxOptions · NyseEquities · OdxEquities · OdxSecurityToken · OnyxFutures · PearlEquities · PearlOptions · PhlxOptions · PsxEquities · SapphireOptions · SmallFutures · TaifexDerivatives · TexasEquities · TxseEquities

Platforms

CixAts CixAspen · Lseg Millennium · Euronext Optiq · Eurex T7 · Sgx TitanDt · Sgx TitanOtc

Related Definitions

The Open Markets Initiative provides protocol definitions in several formats:

  • Kaitai Struct Definitions — cross language binary parsers with the kaitai struct compiler
  • DFDL Definitions — declarative DFDL schemas for cross language parsing
  • P4 Definitions — P4 programs for software and hardware data planes
  • Spicy Definitions — declarative Spicy grammars for the spicy toolchain and the zeek network security monitor
  • Lean Definitions — Lean 4 definitions with machine checked encode and decode proofs
  • TLA+ Definitions — TLA+ modules whose encode and decode are model checked with TLC
  • Xml Specifications — the exchange protocol specification xmls, matching the original files

Disclaimer

Any similarities between existing people, places and/or protocols is purely incidental.

Enjoy.

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Generated FIX dictionaries for common exchange protocols

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