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Table of Contents

FIX protocol parser (beta)

This is an implementation of FIX protocol parser for parsing/constructing FIX messages. The main reason to implement another one FIX parser is a performance issue of well known open-source FIX parser quickFIX

Dependencies

  • cmake
  • libxml2-dev
  • gcc - for Linux
  • MS Visual Studio 2010 - for Windows

Build

Build (linux)

 cd build
 ./build.sh

libs directory will contain built libraries (both static and shared)

Build (Windows)

 cd build
 ./build_vs10.bat

Build Erlang binding

 cd bind/erlang/fix_parser
 ./rebar compile

Build Python binding

 cd bind/python
 cp ../../fix_descr/fix.4.4.xml .
 cp ../../build/libs/libfix_parser.so .
 python example.py

Examples of usage

С

Erlang

Python

About

FIX protocol parser

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Languages

  • C 46.3%
  • C++ 22.5%
  • Erlang 17.7%
  • Python 12.9%
  • Other 0.6%