[Banking-pm] Parsing FIX messages

Martin Bower martin.bower at gmail.com
Wed Dec 19 02:22:03 PST 2007


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
>
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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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