in reply to Is a FIX protocol module needed?

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 =(

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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.)