FIX Eye

1. FIX Eye Getting started: The guide EPAM Systems B2BITS

2. Product overview FIX Eye is a tool designed to facilitate fast search for data in the FIX log files. FIX Eye presents results in an easy to work with form. It has intuitive graphical user interface and uses many familiar from MS Excel operational features. FIX Eye can process multiple log-files distributed on the network

3. FIX Eye features • Read raw FIX messages from any text files (not cleaned FIX-logs only) • Filter FIX messages by sessions • Provide context search • Create custom views • Create custom filters • Validate FIX messages • Support FIX dialects • Provides Order back trace • Support Multi-tab view • Export selected cells to CSV • Search for FIX log-files on the local computer and network • Show FIX messages in a table • Select FIX fields to show in table • Show FIX field names, values and descriptions • Filter FIX messages by particular text in fields • Recognize FIX version (4.0 – 4.4) from the log file • Support Regular expression

4. FIX Eye’s main window New data window button Order back trace button Filter and view drop-down lists, search box and button Data window caption: chosen filter, view and search text Message validation options Data window message and error tabs Panels with lists of files, dictionaries and FIX sessions Search box Cancel current search Status bar Data window Messages counter Cancel auto filters

5. FIX Eye main window The panels can either be docked on the main window or pop-up in it Unchecked file records Column header with FIX tag Column auto filter List of found FIX-sessions List of log-files to search messages in List of dictionaries to define FIX Dialect

6. Quick start • Start FIX Eye using desktop icon or from “Start -> Programs” menu • Choose data files: go to the menu “File -> Open Log Files”, choose files with raw FIX messages and press “Open” button • Write search text in a search box and press “Search” button • Double click on a raw message in the table to see FIX message details At the very beginning FIX Eye displays the dialog form for choosing log-files. It can be filled either automatically – by hitting “Search” button, or manually – after clicking “Browse” one.

7. Open file • Use menu: “File” -> “Open Log Files…” • or use the button with – icon on a toolbar

8. Search data Simply type one or more search terms (the words that best describe the information you want to find) into any search box onthe form andhit the “Search” button or click the – icon. The search process stops when “Cancel” button on the status bar is clicked.

9. Search data Found messages are sorted by the relevance to specified search terms. Search terms are indicated on data window label and placed into search box as well.

10. View message details Double-click on any found FIX message in the table brings up message details window. The same can be done by choosing “Show message details” option from context-menu.

11. Message sorting To sort messages, user should click on the header of appropriate table column. The first and the second clicks sort messages respectively in ascending and descending order by related FIX field values. Current sortingcan be reset by hitting<Esc>.

12. Message auto filter To apply auto filter: click on a column header – button and then choose appropriate value in a drop-down list. Filtering can be reset: for particular column – by choosing (All) item in the list.

13. Message auto filter To create custom filter choose “Custom” item from the former drop-down list and set up condition(-s) comparing current FIX field with some value(-s). The filter criteria can be either selected from the distinct field values in the drop-down list, or specified by user by typing into a box. Criterion value list and box Operation list of custom filter

14. Message auto filter Filter conditions “match” and “not match” take regular expression as arguments to compare FIX fields to. Regular expression as criterion value of the filter

15. File list List of log files is shown in “Files” window. This window can be docked on the form constantly or brought upfront after hitting on “Files”-panel. • Uncheck related to a file check-box to omit messages from that file in consecutive searches • Check this check-box to restore inclusion of the file in the next search results. Unchecked file messages Context menu List of log-files

16. Session list The list of sessions found in open files appears in the “Sessions” panel. Messages of all sessions Messages of unchecked sessions disappeared

17. Dictionary FIX Eye covers standard FIX-features by default. To work with non-standard FIX-dialects here, it is possible to load special files (XML-format) with all the necessary descriptions. List of currently used dictionaries is shown in “Dictionaries” window. This window can be docked on the form permanently or be brought after hitting on “Dictionaries”-tab. • To load a new dictionary for particular FIX-dialect: use menu “File” -> “Load Dictionary” or select “Add File(s)” option in the context menu. • To remove loaded dictionary: select “Remove File” option in the context menu.

18. Data filter The dropdown menu appears with list of: • previously prepared filters that can be applied immediately after selecting one of them • and functionality for creating, modifying and deleting filter options A filter can be reset by choosing [Filter] option here. Prepared filters Filter options

19. Data filter To create a new filter, choose <New> item from the previous menu and set up appropriate condition(-s). To modify or delete prepared filter: click on it in the list, and then choose <Edit> or <Delete> item, respectively. • Message pre-sets: • non session, • session Custom criterion. A regular expression can be used here. New filter name • List of conditions: • match • does not match • present • not present List of FIX-fields Add new condition combining of condition

20. Data filter To use a regular expression in the filter just type it into the criterion field. If it is necessary, this expression can be combined with other expressions. Additional expression Regular expression

21. Custom view To customize message view (set of displayed columns) in the table click on the view list. The dropdown menu shows the list of: • previously prepared views that can be applied immediately after selecting one of them • functionality for creating, modifying and deleting views A view can be reset by choosing [View] option here. Prepared views View options

22. Custom view Prepared view “Compact” allows to show messages in compact form i.e. numbers for tags and values without description. List of tags selected FIX-fields

23. Custom view Prepared view “Detail” allows to show the maximum information about messages. Tags are shown by names, fields values are described. List of names selected FIX-fields

24. Custom view To create new view choose the <New> item from the previous menu and set up appropriate condition(-s). To modify or delete prepared view: click on it in the list and then choose <Edit> or <Delete> item, respectively. New view name List of available pre-sets of FIX-fields • Field displaying rules: • All – all fields found in messages • Listed – fields selected here only • Not listed – all present fields except selected here List of FIX-fields in chosen set

25. Message validation To validate messages in the table against FIX-rules click on the message validation button and choose appropriate validation level there. Any message can be validated as: • Well formed – message length and checksum are matching with corresponding field values • Well formed and required fields – the same as above and if the message has all mandatory fields • Well formed, required fields and correct values – the same as above plus the message fields have correct values (e.g. numeric field has a numeric values, date field has some sensible date, etc.)

26. Message validation • Invalid messages are marked in the table with – symbol. • Related error descriptions are placed into an error-tab of this data window. Double-click on a description brings user to related message. Invalid messages and descriptions of errors in them

27. Order backtrace This feature shows a trade process as a chart of its states defined by related FIX-messages. • Order back trace runs from record context menu – by choosing “Order backtrace” item from context menu • Hit on “Order backtrace” button on the menu panel opens a form with previous back traces that has not been closed yet.

28. Order backtrace Click on a message or state shape shows related object details as a table. This table can be either docked on this window or detached as a separate panel. Target CompID State / message details ClOrdID Sender CompID State Sent messages

29. Order backtrace To customize text printed in shapes press on “Settings” button. For each messages and state type it is possible to create a dedicated string. It is possible to put field value into the string. To address specific tag use %<tag>% string or choose tag in drop-down list in the bottom of the form. List of FIX-message types Insert selected field into message / state pattern List of FIX-field types

30. Export to CSV-file To export table records to CSV-file: • select cells in the table • and go to the menu “File -> Save As”

31. Multiple tabs FIX Eye allows creating multiple data windows (tabs). It is possible to specify different search text, filter and view for each data window. • To add a new tab click on “New data window” button • New data window with a clear search boxes appears on the form.

32. FIX Eye The End Further information on the product is available at: www.b2bits.comforum.b2bits.com Contact manufacturer: sales@b2bits.com EPAM Systems B2BITS