1. A method of application message conversion using a feed adapter, the method comprising: providing a feed adapter capable of application message conversion, the feed adapter comprising a plurality of conversion functions, each conversion function capable of converting data from one format to another format; establishing, on the feed adapter, a configuration policy that specifies a conversion rule from an input message format to an output message format using at least one of the conversion functions; receiving, in the feed adapter, an application message having the input message format; and converting, by the feed adapter, the application message having the input message format to an application message having the output message format according to the conversion rule of the configuration policy.