/efix

Primary LanguageErlang

This is a FIX parser written in Erlang.  Support is more or less
complete for FIX versions 4.0 to 4.4.  It is still pending for FIX
5.0.

See http://en.wikipedia.org/wiki/Financial_Information_eXchange for
more information about FIX.  You can download the specification from
http://fixprotocol.org/ (needs free registration).

It is a library and not really a runnable system.  If you want to run
it anyway you can do:

> make
> bin/run

(2566@hellboy)1> fix:decode("8=FIX.4.2\x019=178\x0135=8\x0149=PHLX\x0156=PERS\x0152=20071123-05:30:00.000\x0111=ATOMNOCCC9990900\x0120=3\x01150=E\x0139=E\x0155=MSFT\x01167=CS\x0154=1\x0138=15\x0140=2\x0144=15\x0158=PHLX EQUITY TESTING\x0159=0\x0147=C\x0132=0\x0131=0\x01151=15\x0114=0\x016=0\x0110=128\x01").

(2566@hellboy)2> fix:decode("8=FIX.4.2\x019=65\x0135=A\x0149=SERVER\x0156=CLIENT\x0134=177\x0152=20090107-18:15:16\x0198=0\x01108=30\x0110=062\x01").

Differences from specification:

FIX 4.4:

  According to the specification 139/MiscFeeType is of type CHAR but
  has enum valees that don't fit in a char.  This implementation has
  changed the type to STRING.  (This is also consistent with later
  versions of FIX.)

  MassCancelRejectReason is of type CHAR according to spec but has an
  enumeration value that is out of range (99).  Thus this
  implementation uses STRING.  (This is also consistent with later
  versions of FIX.)

Acknowledgements:

  This product includes software developed by quickfixengine.org
  (http://www.quickfixengine.org/).  More specifically the xml
  specifications and the test files. I.e. everything in lib/fix/priv/