The FIX libraries are built-in to IPL and all their messages, fields, records and enumeration types can be accessed by importing a library. All implemented FIX libraries are called
FIX_ with some version after them (accessible via completion in VSCode). For example to import the
4.4 FIX library we can start the IPL model as:
Now all of the elements from the FIX version
4.4 library are accessible so we can import messages from there as described in section Messages and Actions for example.
It is possible to override the type of an imported field. Sometimes you may want to specify your own enumeration type for example, or change the type stated in the FIX library that has been imported. In order to do this we can employ the following syntax:
Any further reference in the file to
PartyID is then of type
PartyID, whereas in the dictionary it is given as
It is possible to override the encodings associated with an imported enumeration type. For example, if the existing encoding type of an enumeration type is
MultipleValueChar it is possible to change this to allow only one value:
Equally if an enumeration type is of type
int it is possible to use the same mechanism to extend to
char. In general such overrides can only take place if they do not invalidate existing entries. For example, it is not possible to override an enumeration encoding of type
int as existing values - e.g.
"a" would not be consistent with type
Below is a table of permissible encoding base type overrides for each base type.
For encodings which are set types (e.g.
MultipleValueChar) it is possible to define a separator for values that come in a FIX message. For example if a FIX message has a field with tag “2001” and type
myEnum which has encoding
MultipleValueChar it may come in as
|2002=a b c d|...
which is the default behaviour, or it may come in as
in which case a
char types separator can be defined via the encoding command (here in a custom enum extension, but if a newly defined (non-library) enumeration type can be defined in the encoding directly):
It is possible, but not advisable to import objects from multiple FIX libraries. For example, one can write
See the tutorial on Multiple Imports for a detailed description of the possible side effects of importing to libraries.
It is possible to override the name of certain artifacts in an IPL model.
Overriding message names
One can give a new name to an existing message as follows:
Then when referring to this message for example in
receive code, the name of the message is given as the overridden name:
Overriding case names
It is possible to give a new name for an enumeration case using the custom machinery:
Now within the document the case corresponding to tag
"R" will be referred to as
There is a built-in documentation creation system available via IPL - this can be accessed via the VSCode command
Ipl:Generate Documentation. One of the purposes of the overriding of encodings, types and names described in the previous sections is that the names given in documentation will adhere to the overridden names given in the IPL model code.
View here the generated documentation for the advanced tutorial model.
The libraries accessible to a user are FIX version 4.2, 4.4 and 5.0. The respective libraries that can be imported are called
FIX_5_0. You can view the generated documentation for the libraries here: