From alex at owal.co.uk  Tue Dec 18 03:59:07 2007
From: alex at owal.co.uk (alex at owal.co.uk)
Date: Tue, 18 Dec 2007 11:59:07 -0000 (UTC)
Subject: [Banking-pm] Dead List
Message-ID: <8922.193.134.170.35.1197979147.squirrel@www.sflink.net>

I cant see how to kick start this list into a real community. I think that
sometime soon I will ask the powers that be to kill this list and group.

Any complaints?

Alex


From a.r.ferreira at gmail.com  Tue Dec 18 04:22:31 2007
From: a.r.ferreira at gmail.com (Adriano Ferreira)
Date: Tue, 18 Dec 2007 10:22:31 -0200
Subject: [Banking-pm] Dead List
In-Reply-To: <8922.193.134.170.35.1197979147.squirrel@www.sflink.net>
References: <8922.193.134.170.35.1197979147.squirrel@www.sflink.net>
Message-ID: <73ddeb6c0712180422w19761c0cv35d8bc0bfa9f251a@mail.gmail.com>

On Dec 18, 2007 9:59 AM,  <alex at owal.co.uk> wrote:
> I cant see how to kick start this list into a real community. I think that
> sometime soon I will ask the powers that be to kill this list and group.

To create a real community is quite hard. One with Perl developers
working in banking environments where they barely breath may be even
harder ;-)

Any start will possibly do. Tell something, light at the start, so
people can contribute without much thinking. And proceed from that.

> Any complaints?
>
> Alex

Regards,
Adriano Ferreira

From rodrick.brown at gmail.com  Tue Dec 18 05:28:02 2007
From: rodrick.brown at gmail.com (Rodrick Brown)
Date: Tue, 18 Dec 2007 08:28:02 -0500
Subject: [Banking-pm] Parsing FIX messages
Message-ID: <bb075cdf0712180528q58bd687ge59ef380a648e3b7@mail.gmail.com>

Does anyone know if a module is available for parsing FIX messages? I didnt
see any on cpan just wondering if anyone here did one internally?

-- 
Rodrick R. Brown
http://www.rodrickbrown.com
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From alex at owal.co.uk  Wed Dec 19 01:14:54 2007
From: alex at owal.co.uk (alex at owal.co.uk)
Date: Wed, 19 Dec 2007 09:14:54 -0000 (UTC)
Subject: [Banking-pm] Parsing FIX messages
In-Reply-To: <bb075cdf0712180528q58bd687ge59ef380a648e3b7@mail.gmail.com>
References: <bb075cdf0712180528q58bd687ge59ef380a648e3b7@mail.gmail.com>
Message-ID: <32759.193.134.170.35.1198055694.squirrel@www.sflink.net>

> Does anyone know if a module is available for parsing FIX messages? I
> didnt
> see any on cpan just wondering if anyone here did one internally?


Despite what the agencies seem to think I know nothing about the details
of FIX.

(Apparently my cv says I "fix" things - so they send me vacancies about FIX).

Anyway: What I understand is that no one really implements the *whole* of
FIX - they only implement the bits they need for the task they are doing.

And since it is XML (right?) no one has seen a need to put it on CPAN.

Shame really

Alex


From martin.bower at gmail.com  Wed Dec 19 02:22:03 2007
From: martin.bower at gmail.com (Martin Bower)
Date: Wed, 19 Dec 2007 10:22:03 +0000
Subject: [Banking-pm] Parsing FIX messages
In-Reply-To: <32759.193.134.170.35.1198055694.squirrel@www.sflink.net>
References: <bb075cdf0712180528q58bd687ge59ef380a648e3b7@mail.gmail.com>
	<32759.193.134.170.35.1198055694.squirrel@www.sflink.net>
Message-ID: <7969e3b50712190222u3be58bdq91defa38baeddfd7@mail.gmail.com>

On Dec 19, 2007 9:14 AM, <alex at owal.co.uk> wrote:

> > Does anyone know if a module is available for parsing FIX messages? I
> > didnt
> > see any on cpan just wondering if anyone here did one internally?
>
>
> Despite what the agencies seem to think I know nothing about the details
> of FIX.
>
> (Apparently my cv says I "fix" things - so they send me vacancies about
> FIX).
>
> Anyway: What I understand is that no one really implements the *whole* of
> FIX - they only implement the bits they need for the task they are doing.
>
> And since it is XML (right?) no one has seen a need to put it on CPAN.
>
> Shame really
>
> Alex
>
> _______________________________________________
> Banking-pm mailing list
> Banking-pm at pm.org
> http://mail.pm.org/mailman/listinfo/banking-pm


Hi,

I've been trying to deal with this recently, as I've been doing a lot of
work with Fix.

I've written something which is usable but only just.  I parse the original
.xml files, then store this in a data structure for use later.

The thing I haven't quite got my head around yet is the repeating groups,
and how to implement those.  My users want to be able to see Fix messages
broken down by either Tag or value, and this doesn't really work when trying
to sort repeating groups.

If anyone has any docs which point out exactly how repeating groups works,
I'd be happy to polish the package up and release it.

(which engine are you using btw ?)

Regards

Martin
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From rodrick.brown at gmail.com  Wed Dec 19 05:03:04 2007
From: rodrick.brown at gmail.com (Rodrick Brown)
Date: Wed, 19 Dec 2007 08:03:04 -0500
Subject: [Banking-pm] Parsing FIX messages
In-Reply-To: <7969e3b50712190222u3be58bdq91defa38baeddfd7@mail.gmail.com>
References: <bb075cdf0712180528q58bd687ge59ef380a648e3b7@mail.gmail.com>
	<32759.193.134.170.35.1198055694.squirrel@www.sflink.net>
	<7969e3b50712190222u3be58bdq91defa38baeddfd7@mail.gmail.com>
Message-ID: <bb075cdf0712190503p1ffcc608id425585d14328405@mail.gmail.com>

On Dec 19, 2007 5:22 AM, Martin Bower <martin.bower at gmail.com> wrote:

>  On Dec 19, 2007 9:14 AM, <alex at owal.co.uk> wrote:
>
> >   > Does anyone know if a module is available for parsing FIX messages?
> > I
> > > didnt
> > > see any on cpan just wondering if anyone here did one internally?
> >
> >
> > Despite what the agencies seem to think I know nothing about the details
> >
> > of FIX.
> >
> > (Apparently my cv says I "fix" things - so they send me vacancies about
> > FIX).
> >
> > Anyway: What I understand is that no one really implements the *whole*
> > of
> > FIX - they only implement the bits they need for the task they are
> > doing.
> >
> > And since it is XML (right?) no one has seen a need to put it on CPAN.
> >
> > Shame really
> >
> > Alex
> >
> > _______________________________________________
> > Banking-pm mailing list
> > Banking-pm at pm.org
> > http://mail.pm.org/mailman/listinfo/banking-pm
>
>
> Hi,
>
> I've been trying to deal with this recently, as I've been doing a lot of
> work with Fix.
>
> I've written something which is usable but only just.  I parse the
> original .xml files, then store this in a data structure for use later.
>
> The thing I haven't quite got my head around yet is the repeating groups,
> and how to implement those.  My users want to be able to see Fix messages
> broken down by either Tag or value, and this doesn't really work when trying
> to sort repeating groups.
>
> If anyone has any docs which point out exactly how repeating groups works,
> I'd be happy to polish the package up and release it.
>

This is exactly what has been driving me crazy repeating groups and also
user defined tags, I have some code but its very ugly and only for the bits
I need its actually just to parse FIX logs into Tibco format to publish to a
down stream system via Tib.


>
>
> (which engine are you using btw ?)
>
> Regards
>
> Martin
>
>
> _______________________________________________
> Banking-pm mailing list
> Banking-pm at pm.org
> http://mail.pm.org/mailman/listinfo/banking-pm
>
>


-- 
Rodrick R. Brown
http://www.rodrickbrown.com
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From BHolzman at ise.com  Wed Dec 19 06:38:58 2007
From: BHolzman at ise.com (Holzman, Benjamin)
Date: Wed, 19 Dec 2007 09:38:58 -0500
Subject: [Banking-pm] Parsing FIX messages
In-Reply-To: <bb075cdf0712180528q58bd687ge59ef380a648e3b7@mail.gmail.com>
References: <bb075cdf0712180528q58bd687ge59ef380a648e3b7@mail.gmail.com>
Message-ID: <66B10B1DEBCE404CA35182C93F690E7A4DF011@CRPB-MB01-V.office.iseoptions.com>

banking-pm-bounces+bholzman=iseoptions.com at pm.org wrote:
> Does anyone know if a module is available for parsing FIX
> messages? I didnt see any on cpan just wondering if anyone
> here did one internally?

Here's what I posted the last time this came up:

	> I would have assumed that FIX is so large that any generic 
	> implementation of it is likely to be incomplete.
	
	Yes and no, I think.  My experience with FIX has been that the
	application-level messages tend to be domain-specific, but the
	protocol-level is quite stable.  I have built FIX interfaces to
allow 
	order entry and market data for our parimutuel matching engine.
I did
	it using the quickfix open source FIX engine (actually C++
libraries) to
	handle the protocol and wrote a minimal C++ bridge that shuttles
FIX 
	application messages back and forth to a perl process over a
socket.
	
	I then parse the FIX messages in perl with a custom FixMessage
base
	class, run all of my application logic there, creating
FixMessage
	objects as responses and then turn them back into a string to
send back 
	to the C++ bridge.  I store the FIX messages as a hash mapping
the fix
	tag number to the value.  I then have accessor methods named
after the
	mnemonic for each tag number.  I actually just have a hash
(%tagMapping) 
	in my base class with the mapping and use an AUTOLOAD to create
the
	accessors on demand.  Parsing the FIX message is as simple as
this code:
	
	
	    sub fromString {
	        my $string = shift;
	
	        my($class, %tags); 
	        foreach my $field (split /\001/, $string) {
	          my($tag, $value) = split /=/, $field, 2;
	          if ($tag == $tagMapping{'MsgType'}) {
	            $class = $msgType_2_class{$value};
	            next; 
	          }
	
	          next if defined $isHeaderTag{$tag};
	
	          $tags{$tag} = $value;
	        }
	
	        return $class->new(\%tags);
	    }
	
	I have sub-classes of FixMessage for each MsgType that I handle;
the 
	%msgType_2_class hash has the mapping.
	
	Actually, there's an additional complication to handle repeating
groups;
	the value of a repeating group is an array ref with one element
for each
	instance of the group; because tag order in repeating groups
matters, 
	each instance is represented with an array consisting of tag
	number/value pairs.  Something like this: [ [ 42 => 'value', 165
=>
	'another value' ], [ 42 => 'value2', 165 => 'yet another' ], ...
].  So 
	my actual fromString function has more logic to handle this.
	
	Anyway, converting an object back to a string isn't too hard;
the only
	tricky parts are including the body length in the header and
computing
	the checksum for the trailer.  My code looks like this: 
	
	    sub toString {
	        my $this = shift;
	
	        my $header = "8=FIX.4.4\0019=";
	        my $body = join("\001", "35=$class_2_msgType{ref
$this}",
	                         map _toString($_, $this->{$_}), keys
%$this) . 
	"\001";
	
	        my $msg = $header . length($body) . "\001$body";
	
	        my $cksum = 0;
	        $cksum += ord($_) for split //, $msg;
	
	        $cksum = sprintf "%03d", $cksum %256; 
	
	        return $msg . "10=$cksum\001";
	    }
	
	    sub _toString {
	        my($key, $value) = @_;
	        if (ref $value eq 'ARRAY') {
	          return unless @$value;
	
	          return join "\001", 
	                        "$key=" . @$value,
	                        map { my $val = $_;
	                                my @data;
	                                for (my $i = 0; $i < $#$val;
$i+=2) { 
	                                  push @data,
"$tagMapping{$val->[$i]}="
	.
	                                                  $val->[$i +
1];
	                                }
	                                @data; 
	                            } @$value;
	        } elsif ($value ne '') {
	          return "$key=$value";
	        } else {
	          return;
	        }
	    }
	
	That's pretty much my whole FIX message base class.  The
constructor 
	allows objects to be constructed from a string or from tag
mnemonic =>
	value pairs.
	
	I don't know if this helps you, but at least you see how simple
it is to
	handle parsing and generation of FIX messages. 
	
	Benjamin Holzman

From BHolzman at ise.com  Wed Dec 19 06:40:39 2007
From: BHolzman at ise.com (Holzman, Benjamin)
Date: Wed, 19 Dec 2007 09:40:39 -0500
Subject: [Banking-pm] Parsing FIX messages
In-Reply-To: <66B10B1DEBCE404CA35182C93F690E7A4DF011@CRPB-MB01-V.office.iseoptions.com>
References: <bb075cdf0712180528q58bd687ge59ef380a648e3b7@mail.gmail.com>
	<66B10B1DEBCE404CA35182C93F690E7A4DF011@CRPB-MB01-V.office.iseoptions.com>
Message-ID: <66B10B1DEBCE404CA35182C93F690E7A4DF012@CRPB-MB01-V.office.iseoptions.com>

banking-pm-bounces+bholzman=ise.com at pm.org wrote:
> banking-pm-bounces+bholzman=iseoptions.com at pm.org wrote:
>> Does anyone know if a module is available for parsing FIX messages? I
>> didnt see any on cpan just wondering if anyone here did one
>> internally?
> 
> Here's what I posted the last time this came up:

I should also point out that this code is for the text-based FIX
protocol, not the XML-based FIXML.