FIX Parser a.k.a. FIXer

FIXer is a simple FIX Utility that is aimed at simplifying FIX comparisons and FIX translations which is focused but not limited to enabling greater sense of readability on raw FIX messages and reliability in a way that minimizes the error prone method of eyeballing & navigating through FIX dictionary.

Introduction

The Financial Information eXchange (FIX) protocol is an electronic communications protocol initiated in 1992 for international real-time exchange of information related to financial security transactions and markets.

Problem Statement

Raw FIX, click to expand

  8=FIX.4.2 ; 9=176 ; 35=8 ; 49=PHLX ; 56=PERS ; 52=20071123-05:30:00.000 ; 11=ATOMNOCCC9990900 ; 20=3 ; 150=E ; 39=E ; 55=MSFT ; 167=CS ; 54=1 ; 38=15 ; 40=2 ; 44=15 ; 58=PHLX EQUITY TESTING ; 59=0 ; 47=C ; 32=0 ; 31=0 ; 151=15 ; 14=0 ; 6=0 ; 10=128 ;

• Understanding a FIX message is a learning curve in itself and usually takes years of experience/exposure before raw FIX actually starts making sense.
• It often becomes challenging for new commers to adapt and understand the usage of FIX tags thereby testing these key value pairs become even more challenging.

FIXer is aimed at simplifying what has seemed tedious so far.

Features Offered

• Translating raw FIX into human readable format.
• List of supported delimiter's ; and | and ^A
• Simple FIX comparison.

Upcoming Features

• Translating values in constant tags like 20, 21, 35, etc..
• Complex FIX comparison, ability for users to ignore certains tags on asserts.
• Support for Repeating Groups.

Usage

• Build a package and import it in your project, on command line execute mvn package import FIXer-1.0.0.jar and get going.
• How to translate a FIX message:

Invoke translate method in Fixer, the method accepts raw FIX as a parameter and returns the translated message as a String.

Fixer.translate(<Your RAW FIX msg>)

• How to compare two FIX messages:

Invoke compareFix(map1, map2) method in Fixer, be advised that compareFix accepts messages as a Map, users can convert FIX msgs as Strings into a Map using convertToAMap.

Fixer.compareFix(Fixer.convertToAMap(msg1), Fixer.convertToAMap(msg2))

Bugs and Feedback

For bugs, feedbacks, questions and discussions do use Github Issues.

Core Team

• Nishant Tewari