qStudio Dot Graph Rendering of FIX Order Status

“The Financial Information eXchange (FIX) protocol is an electronic communications protocol initiated in 1992 for international real-time exchange of information related to the securities transactions and markets.”. You can see an example of a FIX message being parsed here.

What we care about is that an order goes through a lifecycle. From newly created to filled or removed. Anything that involves state-transitions or a lifecycle can be visualized as a graph. A graph depicts transitions from one state to another. Often SQL tables record every transition of that state. This can then be summarised into a count of the last state, giving something like the following:

From To label cnt
PendingCancel Calculated Rejected 50
PendingReplace Calculated Rejected 10
PendingReplace Calculated Replaced 40
Calculated PendingReplace PendingReplace 50
Calculated Filled Trade 9400
Calculated Calculated Trade 5239
PendingCancel Removed Cancelled 150
Calculated PendingCancel PendingCancel 200
New Calculated Calculated 9660
New Removed Rejected 140
Created Removed Rejected 300
Created New New 9800

qStudio now automatically converts this result table to DOT format and if you have graphviz“>graphviz installed and on the PATH, will generate the following:

Note I did tweak the table a little to add styling like so:

update style:(`Filled`Removed!("color=green";"color=red")) To,label:(label,'" ",/:cnt) from currentFixStatus

The format is detailed again in our qStudio Chart Data Format page.

This is another even simpler example:

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