fix2table

Convert FIX message to table

Syntax

fixtable = fix2table(fixstr)

Description

fixtable = fix2table(fixstr) converts raw FIX messages in the cell array fixstr to a table fixtable.

Examples

Convert FIX Message to Table

For this example, assume that a counterparty sends you two raw FIX messages in fixstr. The FIX protocol version is 4.4.

Convert raw FIX messages in fixstr to a table fixtable.

fixtable = fix2table(fixstr)

fixtable = 

    BeginString    MsgType    OnBehalfOfCompID    ClOrdID    Side         TransactTime         OrdType    Symbol    HandlInst    OrderQty    NoPartyIDs         PartyID                 PartyRole         
    ___________    _______    ________________    _______    ____    ______________________    _______    ______    _________    ________    __________    _________________    __________________________

    'FIX.4.4'      'D'        'TRADER'            '338'      '2'     '22-Mar-2016 11:34:47'    'D'        'IBM'     '1'          '1000'      '3'           '1'    '1'    '1'    'BBVA'    'CVGX'    'GSAM'
    'FIX.4.4'      'D'        'TRADER'            '339'      '2'     '22-Mar-2016 11:36:58'    'D'        'IBM'     '1'          '1000'      '3'           '1'    '1'    '1'    'BBVA'    'CVGX'    'GSAM'

The table fixtable contains a row for each raw FIX message in fixstr. The variable names in the table correspond to the FIX tags in the raw FIX message.

Display the order type for each FIX message.

fixtable.OrdType

ans =

  2×1 cell array

    'D'
    'D'

Both FIX messages specify previously quoted orders.

Input Arguments

fixstr — FIX message

cell array

FIX message, specified as a cell array of one or more raw FIX messages.

Data Types: cell

Output Arguments

fixtable — FIX message

table

FIX message, specified as a table containing the converted raw FIX messages in fixstr. The table variables correspond to the FIX tag names that are specified in the raw FIX message. The table row contains the values that are specified for each tag in the raw FIX message.