Is a FIX protocol module needed?

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Re: Is a FIX protocol module needed? by ww (Archbishop) on Jun 18, 2007 at 16:40 UTC
The reply from Holli and the various children thereof seem to suggest such a module would be well-received by at least some people. Whether that `eq` "a need" is a different question.	[reply]
Re^2: Is a FIX protocol module needed? by apl (Monsignor) on Jun 18, 2007 at 18:31 UTC
I should've said "useful" rather than "needed". IAE, 'well-received' is enough to get me started. Many thanks!	[reply]
Re: Is a FIX protocol module needed? by Anonymous Monk on Aug 01, 2007 at 14:30 UTC
FIX needs to be transport independent (so may people could just use Internet) for the transport layer. FIX 5-0 moves far along in this direction. Take a look at RabbitMQ and AMQP and make a mental note that Red Hat just joined FIX as a full memeber. Another very cool area at FIX is algorithmic trading. Register here for free with just a email, name and firm: http://www.fixprotocol.org/register Then log in! And go to: http://www.fixprotocol.org/working_groups/algowg/documents You will see the press release, plus slides and audio MP3 from the 7/25 press event. You will also get access to the .xml, .xsd and .xst files including sample algo strategies from 15 large firms. Strikes me that perl could be used to render some very nice trader GUI's using that .xml base. For open source FIX engines you can use QuickFix or QuickFix/J. For this thing to really fly however we need a very lightweight FIX engine that uses ws-reliable messaging and ws-security righ over the Internet. I'm not a perl expert but perhaps the guys at Red Hat would have some ideas? Rick	[reply]
Re^2: Is a FIX protocol module needed? by Anonymous Monk on Aug 21, 2007 at 23:34 UTC
We are working on FIX and AMQP, through the appropriate standards bodies. If you want to get involved please contact us via info at rabbitmq dot com. We also welcome people with ideas for 'lightweight FIX', perl clients, and so on. Please don't hang about, and do get in touch. Thanks, alexis richardson.	[reply]
Re: Is a FIX protocol module needed? by esskar (Deacon) on Feb 02, 2010 at 15:50 UTC
original thread is a little bit old, but i started Protocol-FIX a couple of days ago: http://github.com/esskar/protocol-fix you are free to join.	[reply]
Re^2: Is a FIX protocol module needed? by mperlsyd (Initiate) on May 19, 2010 at 10:39 UTC
Is this FIX module avaliable for testing? If so, I am happy to give it a try. I had a requirement to communicate using FIX Protocol and was looking at QuickFix - unfortunately QuickFIX doesn't have a Perl wrapper class. Cheers	[reply]
Re: Is a FIX protocol module needed? by BillyNg (Initiate) on Sep 12, 2008 at 13:14 UTC
I agree - a well-designed FIX module, supporting most, if not all versions of FIX, would be a huge helper and well-embraced in this developer-heavy industry. I honestly can't believe one doesn't already exist. I'm looking for something now that I can use to act as a simulator - something I can connect to, pass order info to, and get back executions/venue rejects/etc .... looks like I'll have to start from scratch =(	[reply]
Re^2: Is a FIX protocol module needed? by apl (Monsignor) on Sep 12, 2008 at 14:01 UTC
I started working on this last year, and frankly found the task to be beyond me. Given the constraints imposed by my employer, I ended up writing only what I needed in C++. My regrets. If you could sketch what you need (besides the low-level "Add a field" and "Determine the message check-sum") I'd be happy to give it another try. Does one include tag-validation? (My employer required custom-tags for his messages.) Does the user provide his own transport-mechanism, or do you need the FIX library to send and recieve messages? Support for all versions? In the meantime, unless you're writing both sides of the FIX connection, whoever you're worjking with should have a QA environment you can test with. (NASDAQ, for example, helps you test a new FIX connection.)	[reply]
Re: Is a FIX protocol module needed? by sblanton (Sexton) on Jul 08, 2009 at 12:25 UTC
Did anyone ever create a module for the FIX protocol? Looks like no on CPAN. It's a terrible term to search on!	[reply]
Re^2: Is a FIX protocol module needed? by Kc12349 (Monk) on Aug 11, 2011 at 22:03 UTC
I recently got a module up and running to convert back and forth between FIX and FIXML. It does little else with FIX and is nothing I would use in production but if there is interest I can clean it up and make it available.	[reply]
Re: Is a FIX protocol module needed? by awohld (Hermit) on Jul 09, 2008 at 05:49 UTC
Yes, I am in need for it as I was just searching for it and the two brokers I use either support it or are in the works of supporting it.	[reply]