You are currently browsing the tag archive for the ‘BSD’ tag.

I recently implemented a standalone FIX message parser in C++ as I wanted to answer a few questions I had myself about the design on the protocol.

To define the protocol [what messages, fields, values are allowed] I use the same XML format that QuickFix and QuickFix/J use.  This is a more compactly rendered subset of the information provided in the XML repository.

The spec itself is most easily browsed via the’s ‘Fiximate’ site, or download the full PDF specification.

I did notice that QuickFix and QuickFix/J seem to come only with FIX 4.0 through FIX 4.4 definitions… After some pain wrangling XML with perl I created FIX50SP2 which should match the most recent FIX specification.

You can find the full source, and the FIX 5 XML definition on the google code project page.

Note : BSD licence, uses gnu C++ on Linux, makefile build, depends on libXML2 for SAX2 parsing of XML

enjoy, and happy gnu year!