{"id":111444,"date":"2018-04-01T18:22:39","date_gmt":"2018-04-01T18:22:39","guid":{"rendered":"http:\/\/www.timestored.com\/b\/?p=111444"},"modified":"2018-04-01T18:29:14","modified_gmt":"2018-04-01T18:29:14","slug":"qstudio-dot-graph-rendering-fix-order-status","status":"publish","type":"post","link":"https:\/\/www.timestored.com\/b\/qstudio-dot-graph-rendering-fix-order-status\/","title":{"rendered":"qStudio Dot Graph Rendering of FIX Order Status"},"content":{"rendered":"

“The Financial Information eXchange (FIX<\/a>) 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<\/a>.<\/p>\n

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:<\/p>\n\n<\/thead>\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n
From<\/th>\nTo<\/th>\nlabel<\/th>\ncnt<\/th>\n<\/tr>\n
PendingCancel<\/td>\nCalculated<\/td>\nRejected<\/td>\n50<\/td>\n<\/tr>\n<\/thead>\n
PendingReplace<\/td>\nCalculated<\/td>\nRejected<\/td>\n10<\/td>\n<\/tr>\n
PendingReplace<\/td>\nCalculated<\/td>\nReplaced<\/td>\n40<\/td>\n<\/tr>\n
Calculated<\/td>\nPendingReplace<\/td>\nPendingReplace<\/td>\n50<\/td>\n<\/tr>\n
Calculated<\/td>\nFilled<\/td>\nTrade<\/td>\n9400<\/td>\n<\/tr>\n
Calculated<\/td>\nCalculated<\/td>\nTrade<\/td>\n5239<\/td>\n<\/tr>\n
PendingCancel<\/td>\nRemoved<\/td>\nCancelled<\/td>\n150<\/td>\n<\/tr>\n
Calculated<\/td>\nPendingCancel<\/td>\nPendingCancel<\/td>\n200<\/td>\n<\/tr>\n
New<\/td>\nCalculated<\/td>\nCalculated<\/td>\n9660<\/td>\n<\/tr>\n
New<\/td>\nRemoved<\/td>\nRejected<\/td>\n140<\/td>\n<\/tr>\n
Created<\/td>\nRemoved<\/td>\nRejected<\/td>\n300<\/td>\n<\/tr>\n
Created<\/td>\nNew<\/td>\nNew<\/td>\n9800<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n

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

\"\"<\/a><\/p>\n

Note I did tweak the table a little to add styling like so:<\/p>\n

update style:(`Filled`Removed!(\"color=green\";\"color=red\")) To,label:(label,'\" \",\/:cnt) from currentFixStatus<\/code><\/p>\n

The format is detailed again in our qStudio Chart Data Format<\/a> page.<\/p>\n

This is another even simpler example:<\/p>\n

\"\"<\/a><\/p>\n","protected":false},"excerpt":{"rendered":"

“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 […]<\/p>\n","protected":false},"author":3,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"_bbp_topic_count":0,"_bbp_reply_count":0,"_bbp_total_topic_count":0,"_bbp_total_reply_count":0,"_bbp_voice_count":0,"_bbp_anonymous_reply_count":0,"_bbp_topic_count_hidden":0,"_bbp_reply_count_hidden":0,"_bbp_forum_subforum_count":0},"categories":[2,92],"tags":[],"_links":{"self":[{"href":"https:\/\/www.timestored.com\/b\/wp-json\/wp\/v2\/posts\/111444"}],"collection":[{"href":"https:\/\/www.timestored.com\/b\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/www.timestored.com\/b\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/www.timestored.com\/b\/wp-json\/wp\/v2\/users\/3"}],"replies":[{"embeddable":true,"href":"https:\/\/www.timestored.com\/b\/wp-json\/wp\/v2\/comments?post=111444"}],"version-history":[{"count":6,"href":"https:\/\/www.timestored.com\/b\/wp-json\/wp\/v2\/posts\/111444\/revisions"}],"predecessor-version":[{"id":111452,"href":"https:\/\/www.timestored.com\/b\/wp-json\/wp\/v2\/posts\/111444\/revisions\/111452"}],"wp:attachment":[{"href":"https:\/\/www.timestored.com\/b\/wp-json\/wp\/v2\/media?parent=111444"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/www.timestored.com\/b\/wp-json\/wp\/v2\/categories?post=111444"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/www.timestored.com\/b\/wp-json\/wp\/v2\/tags?post=111444"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}